## Optimal Design of Experiments

January 11, 2015
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$Optimal Design of Experiments$

The first colloquium speaker at this semester, professor Wei Zheng from IUPUI, will give a talk on “Universally optimal designs for two interference models“. In this data explosive age, people are easy to get big data set, which renders people difficult to make inferences from such massive data. Since people usually think that with more […]

## A completely reasonable-sounding statement with which I strongly disagree

January 10, 2015
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In the context of a listserv discussion about replication in psychology experiments, someone wrote: The current best estimate of the effect size is somewhere in between the original study and the replication’s reported value. This conciliatory, split-the-difference statement sounds reasonable, and it might well represent good politics in the context of a war over replications—but […] The post A completely reasonable-sounding statement with which I strongly disagree appeared first on…

## ARDL Modelling in EViews 9

January 9, 2015
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My previous posts relating to ARDL models (here and here) have drawn a lot of hits. So, it's great to see that EViews 9 (now in Beta release - see the details here) incorporates an ARDL modelling option, together with the associated "bounds testin...

## Passing of Sonia Klein

January 9, 2015
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For friends in the area: We have been informed of more sad Klein news.  KLEINSonia Edith Adelson. January 8, 2015, of Gladwyne, PA. Wife of the late Lawrence Klein. Mother of Hannah Klein, Rebecca (James) Klein Kennedy, Rachel (Lyle) Klein, and Jo...

## Planning my class for this semester: Thinking aloud about how to move toward active learning?

January 9, 2015
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I’m teaching two classes this semester: - Design and Analysis of Sample Surveys (in the political science department, but the course has lots of statistics content); - Statistical Communication and Graphics (in the statistics department, but last time I taught it, many of the students were from other fields). I’ve taught both classes before. I […] The post Planning my class for this semester: Thinking aloud about how to move…

## Figuring out what data supports the argument, and what is just window-dressing

January 8, 2015
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That is the question in my head when I read an article like USA Today's "Jobless Claims Fall, Suggests Strong Hiring". (link) The headline makes the connection between newly-released jobless claims data and the conclusion of "strong hiring". But it turns out the new data is merely window-dressing, and the conclusion is based on longer-term trends. Here is the new data, as reported by the USA Today reporter: applications for…

## Testing, testing, testing!

January 8, 2015
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R testthat unit tests with GitHub, Travis-CI continuous integration and the covr package for Coveralls code coverage. I’ve been working pretty hard on getting the ggRandomForests package wrapped up so I can work on some other projects that have as… Continue reading →

## Link to: Probable Points and Credible Intervals, Decision Theory

January 8, 2015
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See Rasmus Bååth's excellent blog post about Bayesian decision theory here.

## “Life Paths and Accomplishments of Mathematically Precocious Males and Females Four Decades Later”

January 8, 2015
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Hmmmm . . . I think that, by “males and females,” they mean “boys and girls.” Anyway, I was interested in this paper (by David Lubinski, Camilla Benbow, and Harrison Kell) because . . . I’m one of the kids in the study. I was 11 years old at the time. What’s happened since then? […] The post “Life Paths and Accomplishments of Mathematically Precocious Males and Females Four Decades…

## Another release day: ggRandomForests V1.1.3

January 8, 2015
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Continuing progress with the vignettes mean bug fixes in the code. Plus I’m presenting the regression random forest vignette to the stats group here tomorrow. http://cran.r-project.org/web/packages/ggRandomForests/index.html I’ve got another blog post percolating that will detail the biggest change in this… Continue reading →

## DDH Now in Chinese

January 8, 2015
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For my Chinese readers:A Chinese version of the Diebold-Doherty-Herring risk management book just appeared. Interesting surprise. I knew nothing about it until it arrived in the snail mail, just as with the earlier Chinese version of the Dieb...

## On the Brittleness of Bayesian Inference–An Update: Owhadi and Scovel (guest post)

January 8, 2015
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Houman Owhadi Professor of Applied and Computational Mathematics and Control and Dynamical Systems, Computing + Mathematical Sciences California Institute of Technology, USA   Clint Scovel Senior Scientist, Computing + Mathematical Sciences California Institute of Technology, USA    “On the Brittleness of Bayesian Inference: An Update” Dear Readers, This is an update on the results discussed […]

## Probable Points and Credible Intervals, Part 2: Decision Theory

January 7, 2015
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“Behind every great point estimate stands a minimized loss function.” – Me, just now This is a continuation of Probable Points and Credible Intervals, a series of posts on Bayesian point and interval estimates. In Part 1 we looked at these...

## What to do in 2015: Your statistics diary

January 7, 2015
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For the last two weeks of our class on statistical communication, I gave my students the following assignment: Every day, you will write an entry in your statistics diary. Just set up a text or Word file and add to it each day. The diary entries can be anything. They can be short slice-of-life observations […] The post What to do in 2015: Your statistics diary appeared first on Statistical…

## “When Bayesian Inference Shatters” Owhadi, Scovel, and Sullivan (reblog)

January 7, 2015
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I’m about to post an update of this, most viewed, blogpost, so I reblog it here as a refresher. If interested, you might check the original discussion. ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ I am grateful to Drs. Owhadi, Scovel and Sullivan for replying to my request for “a plain Jane” explication of their interesting paper, “When Bayesian Inference Shatters”, and […]

## Stone cold sober as a matter of fact

January 7, 2015
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The blog is back. We had some problems, I have no idea why. But it looks ok now. We’ll reschedule some posts that appeared briefly during the rebuilding process. The post Stone cold sober as a matter of fact appeared first on Statistical Modeli...

## Beast mode parenting as shown by my Fitbit data

January 7, 2015
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This weekend was one of those hardcore parenting weekends that any parent of little kids will understand. We were up and actively taking care of kids for a huge fraction of the weekend. (Un)fortunately I was wearing my Fitbit, so I can quantify exactly how little we were sleeping over the weekend. Here is Saturday:

January 7, 2015
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The BizWeekGraphics tumblr (well worth following in general) has a series of postings with a beautiful collection of graphics from the very early days of Businessweek, and also some more recent ones: 1929–1935: Depression 1936–1939: Prewar 1941

## Compute the kth smallest data value in SAS

January 7, 2015
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A SAS programmer recently posted a question to the SAS/IML Support Community about how to compute the kth smallest value in a vector of numbers. In the DATA step, you can use the SMALLEST function to find the smallest value in an array, but there is no equivalent built-in function […]

## Blog problems

January 7, 2015
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Hi, the blog got screwed up. We’re busy fixing it. But, in the meantime, please don’t comment, as I can’t be sure the new comments will be saved. The post Blog problems appeared first on Statistical Modeling, Causal Inference, and S...

## Sequence generation in R, Python and Julia

January 6, 2015
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Recently I was comparing implementation of sequence generation functions in R, Python (numpy) and Julia. Interestingly even such basic functions have slight differences in implementation. In my opinion Julia provides the best solution and Python the wo...

## Kalman filter example visualised with R

January 6, 2015
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At the last Cologne R user meeting Holger Zien gave a great introduction to dynamic linear models (dlm). One special case of a dlm is the Kalman filter, which I will discuss in this post in more detail. I kind of used it earlier when I measured the tem...

## Example 2015.1: Time to refinance?

January 5, 2015
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In the US, it's typical to borrow a fairly substantial portion of the cost of a new house from a bank. The cost of these loans, the mortgage rate, varies over time depending on what the financial wizards see in their crystal balls. What this means ov...