Documenting a class-participation activity

January 31, 2015
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Documenting a class-participation activity

Tian Zheng implemented my candies demo using Legos: Also lots of details on the results. The point here is not exactly what happened (but, yes, the demo did work) but rather the idea that you can use photos and graphs to document what worked in class. We should be able to do this sort of […] The post Documenting a class-participation activity appeared first on Statistical Modeling, Causal Inference, and…

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Some Suggested Reading

January 31, 2015
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Some Suggested Reading

Bahoc, F., H. Leeb, and B. M. Potscher, 2014. Valid confidence intervals for post-model-selection predictors. Working Paper, Department of Statistics, University of Vienna.Baumeister, C. and J. D. Hamilton, 2014. Sign restrictions, structural vector au...

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Economics/sociology phrase book

January 31, 2015
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Mark Palko points me to this amusing document from Jeffrey Smith and Kermit Daniel, translating sociology jargon into economics and vice-versa. Lots of good jokes there. Along these lines, I’ve always been bothered by economists’ phrase “willingness to pay” which, in practice, often means “ability to pay.” And, of course, “earnings” which means “how much […] The post Economics/sociology phrase book appeared first on Statistical Modeling, Causal Inference, and Social…

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On verbal categories for the interpretation of Bayes factors

January 30, 2015
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As Bayesian analysis is becoming more popular, adopters of Bayesian statistics have had to consider new issues that they did not before. What is makes “good” prior? How do I interpret a posterior? What Bayes factor is “big enough”? Although the theoretical arguments for the use of Bayesian statistics are very strong, new and unfamiliar ideas can cause uncertainty in new adopters. Compared to the cozy certainty of \(p<.05\), Bayesian…

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More than Word

January 30, 2015
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More than Word

I know this will sound childish and possibly snobbish. But for some reason (mostly because of several collaborative papers I'm working on at the moment with colleagues that do not use LaTeX), I have spent a good 90% of my working time on MS Word, in th...

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Solutions to exercises of DBDA2E through chapter 18 now available

January 30, 2015
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Solutions to exercises of DBDA2E through chapter 18 now available

Exercise Solutions for Chapters 1-18 of DBDA2E are now available at the book's web site.

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Precision medicine may never be very precise – but it may be good for public health

January 30, 2015
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Precision medicine may never be very precise – but it may be good for public health

Editor's note: This post was originally titled: Personalized medicine is primarily a population health intervention. It has been updated with the graph of odds ratios/betas from GWAS studies. There has been a lot of discussion of personalized medicine, individualized health, and precision medicine in the news and in the medical research community and President Obama just

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Football and statistics, on HBR!

January 30, 2015
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I was asked to adapt my earlier post for the HBR audience, and the new version is now up on HBR. Here is the link. I'm happy that they picked up this post because most business problems concern reverse causation. A small subset of problems can be solved using A/B testing, but only those in which causes are known in advance and subject to manipulation. Even then, Facebook got into…

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Cognitive vs. behavioral in psychology, economics, and political science

January 30, 2015
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I’ve been coming across these issues from several different directions lately, and I wanted to get the basic idea down without killing myself in the writing of it. So consider this a sketchy first draft. The starting point is “behavioral economics,” also known as the “heuristics and biases” subfield of cognitive psychology. It’s associated with […] The post Cognitive vs. behavioral in psychology, economics, and political science appeared first on…

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Multiple Random Variables Problems

January 30, 2015
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Multiple Random Variables Problems

To probability lovers, I just want to share (and discuss) few simple problems I solved in Chapter 4 of Casella, G. and Berger, R.L. (2002). Statistical Inference. A random point $(X,Y)$ is distributed uniformly on the square with vertices $(1, 1),(1,-1...

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What does a Bayes factor feel like?

January 30, 2015
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A Bayes factor (BF) is a statistical index that quantifies the evidence for a hypothesis, compared to an alternative hypothesis (for introductions to Bayes factors, see here, here or here). Although the BF is a continuous measure of evidence, humans lo...

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The snow made me do it – California, here I come

January 29, 2015
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The snow made me do it – California, here I come

California readers: here's a chance to come meet me. I am giving talks in San Diego (Feb 3) and San Mateo (Feb 5) next week, courtesy of JMP. Free registration is here. These talks are related to two ongoing projects...

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Six quick tips to improve your regression modeling

January 29, 2015
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It’s Appendix A of ARM: A.1. Fit many models Think of a series of models, starting with the too-simple and continuing through to the hopelessly messy. Generally it’s a good idea to start simple. Or start complex if you’d like, but prepare to quickly drop things out and move to the simpler model to help […] The post Six quick tips to improve your regression modeling appeared first on Statistical…

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Three short lessons on comparisons

January 29, 2015
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Three short lessons on comparisons

I like this New York Times graphic illustrating the (over-the-top) reaction by the New York police to the Eric Garner-inspired civic protests during the holidays. This is a case where the data told a story that mere eyes and ears...

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First day of class update

January 29, 2015
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I got to class on time. The class went ok but I spent too much time talking, which is what happens when I don’t put a lot of effort ahead of time into making sure I don’t spend too much time talking. My first-day-of-class activity was ok but I think I needed another activity for […] The post First day of class update appeared first on Statistical Modeling, Causal Inference,…

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From Markdown to LaTeX output using RMarkdown.

January 28, 2015
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From Markdown to LaTeX output using RMarkdown.

I’ve been working on the ggRandomForests vignettes pretty consistently now. I’m writing the randomForestSRC-Survival vignette in LaTeX with the knitr vignette engine. I wrote the the randomForestSRC-Regression vignette in markdown. I’ve decided to upload the Regression vignette to arXiv for… Continue reading →

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Link: Tapestry 2015

January 28, 2015
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Tapestry 2015 will take place March 4 in Athens, GA. This is the third time we are holding the conference, and it is again taking place on the day before NICAR. As in the past years, have a kick-ass line-up of speakers. The keynotes will be given by Hannah Fairfield (NY Times), Kim Rees (Periscopic), and … Continue reading Link: Tapestry 2015

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Just in case

January 28, 2015
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Hi, R. Could you please prepare 50 handouts of the attached draft course plan (2-sided printing is fine) to hand out to students? I prefer to do this online but it sounds like there’s some difficulty with that, so we can do handouts on this first day of class. Also: My Amtrak is rescheduled and […] The post Just in case appeared first on Statistical Modeling, Causal Inference, and Social…

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Just in case

January 28, 2015
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Hi, R. Could you please prepare 50 handouts of the attached draft course plan (2-sided printing is fine) to hand out to students? I prefer to do this online but it sounds like there’s some difficulty with that, so we can do handouts on this first day of class. Also: My Amtrak is rescheduled and […] The post Just in case appeared first on Statistical Modeling, Causal Inference, and Social…

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Probability approximations

January 28, 2015
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Probability approximations

This week’s resource post lists notes on probability approximations. Do we even need probability approximations anymore? They’re not as necessary for numerical computation as they once were, but they remain vital for understanding the behavior of probability distributions and for theoretical calculations. Textbooks often leave out details such as quantifying the error when discussion approximations. The […]

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The relationship between skewness and kurtosis

January 28, 2015
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The relationship between skewness and kurtosis

In my book Simulating Data with SAS, I discuss a relationship between the skewness and kurtosis of probability distributions that might not be familiar to some statistical programmers. Namely, the skewness and kurtosis of a probability distribution are not independent. If κ is the full kurtosis of a distribution and […]

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3 YEARS AGO: (JANUARY 2012) MEMORY LANE

January 28, 2015
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3 YEARS AGO: (JANUARY 2012) MEMORY LANE

MONTHLY MEMORY LANE: 3 years ago: January 2012. I mark in red three posts that seem most apt for general background on key issues in this blog. January 2012 (1/3) Model Validation and the LLP-(Long Playing Vinyl Record) (1/8) Don’t Birnbaumize that Experiment my Friend* (1/10) Bad-Faith Assertions of Conflicts of Interest?* (1/13) U-PHIL: “So you want to do a philosophical analysis?” (1/14) “You May Believe You […]

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About a zillion people pointed me to yesterday’s xkcd cartoon

January 27, 2015
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About a zillion people pointed me to yesterday’s xkcd cartoon

I have the same problem with Bayes factors, for example this: and this: (which I copied from Wikipedia, except that, unlike you-know-who, I didn’t change the n’s to d’s and remove the superscripting). Either way, I don’t buy the numbers, and I certainly don’t buy the words that go with them. I do admit, though, […] The post About a zillion people pointed me to yesterday’s xkcd cartoon appeared first…

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