## Advice to a Prospective Biostatistician

January 24, 2014
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This is advice to a prospective student wondering whether to go into public health/epi or biostatistics. I'm willing to blindly argue for biostatistics, but prospective students might find it more useful if I frame the issues so they can decide for the...

## CO2 Emissions per Dollar

January 24, 2014
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Originally posted on CoolStatsBlog:For all the flak China receives about its greenhouse gas emissions, the average Chinese produces less than a third the amount of CO2 than his American counterpart. It just so happens that there are 1.3 billion Chinese, and 0.3 billion Americans, so China ends up producing more CO2. Carbon dioxide and…

## Rob Hyndman on Forecasting

January 24, 2014
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If you have an interest in forecasting, especially economic forecasting, the Rob Hyndman's name will be familiar to you. Hailing from my old stamping ground - Monash University - Rob is one of the world's top forecasting experts. Without going int...

## Phil 6334: Slides from Day #1: Four Waves in Philosophy of Statistics

January 24, 2014
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First installment 6334 syllabus (Mayo and Spanos) D. Mayo slides from Day #1: Jan 23, 2014   I will post seminar slides here (they will generally be ragtag affairs), links to the papers are in the syllabus.Filed under: Phil 6334 class material, Phi...

## Parables vs. stories

January 24, 2014
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God is in every leaf of every tree, but he is not in every leaf of every parable. Let me explain with a story. A few months ago I read the new book, Doing Data Science, by Rachel Schutt and Cathy O’Neal, and I came across the following motivation for comprehensive integration of data sources, […]The post Parables vs. stories appeared first on Statistical Modeling, Causal Inference, and Social Science.

## Statistics and Chemistry Lesson of the Day – Illustrating Basic Concepts in Experimental Design with the Synthesis of Ammonia

To summarize what we have learned about experimental design in the past few Applied Statistics Lessons of the Day, let’s use an example from physical chemistry to illustrate these basic principles. Ammonia (NH3) is widely used as a fertilizer in industry.  It is commonly synthesized by the Haber process, which involves a reaction between hydrogen […]

## Peer Review, Part 5: The Importance of Gatekeepers

January 24, 2014
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The purpose of peer review is to separate the wheat from the chaff, the good from the bad, the brilliant from the clinically insane – you get the picture. But why? Why filter and not just let anybody publish whatever they want? Why Gatekeepers? And Why Gates? In the old days, there was the resource […]

## Thoughts on the Ljung-Box test

January 24, 2014
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It is common to use a Ljung-Box test to check that the residuals from a time series model resemble white noise. However, there is very little practical advice around about how to choose the number of lags for the test. The Ljung-Box test was proposed by Ljung and Box (Biometrika, 1978) and is based on the statistic     where is the length of the time series, is the th…

## Precision, with Imprecise Words

January 24, 2014
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This morning, after my course on extreme values, some students did show me a question they got from practicals they were suppose to work on, with undergraduate students : To be more specific, they wanted some feedback about point B. Now, let’s make it clear : I have no idea what “precision” and “variation” could mean… But let’s try and see if we can get something usefull, that might help…

## An ARDL Add-in for EViews

January 24, 2014
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My posts on ARDL models and bounds testing (here and here) have certainly been popular. So, I was really pleased to see that Yashar Tarverdi has produced an "Add-In" for the EViews package that makes this type of econometric analysis somewhat easier.Yo...

## Jim Hamilton on R-Squared and Economic Prediction

January 23, 2014
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I always tell my students that, when it comes to regression results, the value of the coefficient of determination (R2), is pretty much the last thing that I look at. And I'm serious! I've blogged about this before (see here, for example), but it's wor...

## Bayesian statistics in Montreal

January 23, 2014
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I am happy to announce that I will be offering my tutorial, "Bayesian Statistics Made Simple" at PyCon 2014 in Montreal.  The tutorial is based on material from Think Bayes.  It includes some of the examples and exercises in the book.  P...

## Summer courses and workshop in doing Bayesian data analysis

January 23, 2014
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Summer courses and workshop in doing Bayesian data analysis: Workshop, University of Oslo, Norway, June 4-6, 2014.Course offered through the University of St. Gallen Summer School in Empirical Research Methods (SSERM), St. Gallen, Switzerland, June 10-...

## Discussion on preregistration of research studies

January 23, 2014
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Chris Chambers and I had an enlightening discussion the other day at the blog of Rolf Zwaan, regarding the Garden of Forking Paths (go here and scroll down through the comments). Chris sent me the following note: I’m writing a book at the moment about reforming practices in psychological research (focusing on various bad practices […]The post Discussion on preregistration of research studies appeared first on Statistical Modeling, Causal Inference,…

## Rasmus Bååth’s Bayesian first aid

January 23, 2014
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Besides having coded a pretty cool MCMC app in Javascript, this guy Rasmus Bååth has started the Bayesian first aid project. The idea is that if there’s an R function called blabla.test performing test “blabla”, there should be a function bayes.blabla.test performing a similar test in a Bayesian framework, and showing the output in a […]

## Sampling with replacement: Now easier than ever in the SAS/IML language

January 23, 2014
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With each release of SAS/IML software, the language provides simple ways to carry out tasks that previously required more effort. In 2010 I blogged about a SAS/IML module that appeared in my book Statistical Programming with SAS/IML Software, which was written by using the SAS/IML 9.2. The blog post showed [...]

## Peer Review, Part 4: Good Reasons for Bad Papers

January 23, 2014
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As a reviewer, you might sometimes ask yourself why people write so many bad papers. And why they bother submitting them. I certainly do. But where do they come from? Who submits bad papers? And why? It may come as a surprise, but there are good reasons to submit bad papers for review. To Get […]

## Slides from my online forecasting course

January 23, 2014
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Last year I taught an online course on forecasting using R. The slides and exercise sheets are now available at www.otexts.org/fpp/resources/

## What’s Warren Buffett’s \$1 Billion Basketball Bet Worth?

January 23, 2014
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A friend of mine just alerted me to a story on NPR describing a prize on offer from Warren Buffett and Quicken Loans. The prize is a billion dollars (1B USD) for correctly predicting all 63 games in the men’s Division I college basketball tournament this March. The facebook page announcing the contest puts the odds at 1:9,223,372,036,854,775,808, […]

## Likelihood Based Methods, for Extremes

January 23, 2014
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$\boldsymbol{\theta}$

This week, in the MAT8595 course, we will start the section on inference for extreme values. To start with something simple, we will use maximum likelihood techniques on a Generalized Pareto Distribution (we’ve seen Monday Pickands-Balkema-de Hann theorem). Maximum Likelihood Estimation In the context of parametric models, the standard technique is to consider the maximum of the likelihood (or the log-likelihod).Let denote the parameter (with ). Given some – stnardard…

## The performance of dplyr blows plyr out of the water

January 22, 2014
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Together with many other packages written by Hadley Wickham, plyr is a package that I use a lot for data processing. The syntax is clean, and it works great for breaking down larger data.frame‘s into smaller summaries. The greatest disadvantage… See more ›

## Coursera Specializations: Data Science, Systems Biology, Python Programming

January 22, 2014
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I first mentioned Coursera about a year ago, when I hired a new analyst in my core. This new hire came in as a very competent Python programmer with a molecular biology and microbial ecology background, but with very little experience in statistics. I ...

## Example 2014.2: Block randomization

January 22, 2014
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This week I had to block-randomize some units. This is ordinarily the sort of thing I would do in SAS, just because it would be faster for me. But I had already started work on the project R, using knitr/LaTeX to make a PDF, so it made sense to conti...