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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Crowdsourcing data analysis: Do soccer referees give more red cards to dark skin toned players?

January 27, 2015
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Raphael Silberzahn Eric Luis Uhlmann Dan Martin Pasquale Anselmi Frederik Aust Eli Christopher Awtrey Štěpán Bahník Feng Bai Colin Bannard Evelina Bonnier Rickard Carlsson Felix Cheung Garret Christensen Russ Clay Maureen A. Craig Anna Dalla Rosa Lammertjan Dam Mathew H. Evans Ismael Flores Cervantes Nathan Fong Monica Gamez-Djokic Andreas Glenz Shauna Gordon-McKeon Tim Heaton Karin […] The post Crowdsourcing data analysis: Do soccer referees give more red cards to dark…

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Check your return types when modeling in R

January 27, 2015
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Check your return types when modeling in R

Just a warning: double check your return types in R, especially when using different modeling packages. We consider ourselves pretty familiar with R. We have years of experience, many other programming languages to compare R to, and we have taken Hadley Wickham’s Master R Developer Workshop (highly recommended). We already knew R’s predict function is … Continue reading Check your return types when modeling in R → Related posts: R…

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Light entertainment: collector’s T-shirts

January 27, 2015
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Light entertainment: collector’s T-shirts

Chuck P. sent me this little amusement. Some other good stuff on here.

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Limits of statistics, and by extension data science, as illustrated by Deflate-gate

January 27, 2015
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Limits of statistics, and by extension data science, as illustrated by Deflate-gate

A number of readers sent me Warren Sharp's piece about the ongoing New England Patriots' deflate-gate scandal (link to Slate's version of this) so I suppose I should say something about it. For those readers who are not into American football, the Superbowl is soon upon us. New England, one of the two finalists, has been accused of using footballs that are below the weight requirements on the rulebook, hence…

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More data, less accuracy

January 27, 2015
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More data, less accuracy

Statistical methods should do better with more data. That’s essentially what the technical term “consistency” means. But with improper numerical techniques, the the numerical error can increase with more data, overshadowing the decreasing statistical error. There are three ways Bayesian posterior probability calculations can degrade with more data: Polynomial approximation Missing the spike Underflow Elementary numerical integration algorithms, […]

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“It is perhaps merely an accident of history that skeptics and subjectivists alike strain on the gnat of the prior distribution while swallowing the camel that is the likelihood”

January 27, 2015
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I recently bumped into this 2013 paper by Christian Robert and myself, “‘Not Only Defended But Also Applied': The Perceived Absurdity of Bayesian Inference,” which begins: Younger readers of this journal may not be fully aware of the passionate battles over Bayesian inference among statisticians in the last half of the twentieth century. During this […] The post “It is perhaps merely an accident of history that skeptics and subjectivists…

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googleVis version 0.5.8 released

January 27, 2015
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googleVis version 0.5.8 released

We released googleVis version 0.5.8 on CRAN last week. The update is a maintenance release for the forthcoming release of R 3.2.0. Screen shot of some of the Google ChartsNew to googleVis? The package provides an interface between R and the Google Char...

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Trial on Anil Potti’s (clinical) Trial Scandal Postponed Because Lawyers Get the Sniffles (updated)

January 27, 2015
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Trial on Anil Potti’s (clinical) Trial Scandal Postponed Because Lawyers Get the Sniffles (updated)

Trial in Medical Research Scandal Postponed By Jay Price DURHAM, N.C. — A judge in Durham County Superior Court has postponed the first civil trial against Duke University by the estate of a patient who had enrolled in one of a trio of clinical cancer studies that were based on bogus science. The case is […]

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the density that did not exist…

January 26, 2015
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the density that did not exist…

On Cross Validated, I had a rather extended discussion with a user about a probability density as I thought it could be decomposed in two manageable conditionals and simulated by Gibbs sampling. The first component led to a Gumbel like density wirh y being restricted to either (0,1) or (1,∞) depending on β. The density […]

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Reproducible Research Course Companion

January 26, 2015
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Reproducible Research Course Companion

I'm happy to announce that you can now get a copy of the Reproducible Research Course Companion from the Apple iBookstore. The purpose of this e-book is pretty simple. The book provides all of the key video lectures from my Reproducible Research course offered on Coursera, in a simple offline e-book format. The book can be viewed

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“The Statistical Crisis in Science”: My talk this Thurs at the Harvard psychology department

January 26, 2015
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Noon Thursday, January 29, 2015, in William James Hall 765 room 1: The Statistical Crisis in Science Andrew Gelman, Dept of Statistics and Dept of Political Science, Columbia University Top journals in psychology routinely publish ridiculous, scientifically implausible claims, justified based on “p < 0.05.” And this in turn calls into question all sorts of […] The post “The Statistical Crisis in Science”: My talk this Thurs at the Harvard…

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Wine for Breakfast: Consumption Occasion as the Unit of Analysis

January 26, 2015
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Wine for Breakfast: Consumption Occasion as the Unit of Analysis

If the thought of a nice Chianti with that breakfast croissant is not that appealing, then I have made by point: occasion shapes consumption. Our tastes have been fashioned by culture and shared practice. Yet, we often ignore the context and run our an...

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Institutionalized publication thresholds, p values, and XKCD

January 26, 2015
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Institutionalized publication thresholds, p values, and XKCD

XKCD today is about p values (see image at right). I think that what XKCD is pointing out is not so much a problem with p values as with strongly institutionalized publication thresholds and the ritual of mindless statistics, as Gigerenzer would say. ...

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The (hypothetical) phase diagram of a statistical or computational method

January 26, 2015
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The (hypothetical) phase diagram of a statistical or computational method

So here’s the deal. You have a new idea, call it method C, and you try it out on problems X, Y, and Z and it works well—it destroys the existing methods A and B. And then you publish a paper with the pithy title, Method C Wins. And, hey, since we’re fantasizing here anyway, […] The post The (hypothetical) phase diagram of a statistical or computational method appeared first…

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Bayesian predictions for Super Bowl XLIX

January 26, 2015
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Bayesian predictions for Super Bowl XLIX

Last fall I taught an introduction to Bayesian statistics at Olin College. My students worked on some excellent projects, and I invited them to write up their results as guest articles for this blog. Here is the first article of the series:Predicting...

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On deck this week

January 26, 2015
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Mon: The (hypothetical) phase diagram of a statistical or computational method Tues: “It is perhaps merely an accident of history that skeptics and subjectivists alike strain on the gnat of the prior distribution while swallowing the camel that is the likelihood” Wed: Six quick tips to improve your regression modeling Thurs: “Another bad chart for […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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IF-THEN logic with matrix expressions

January 26, 2015
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IF-THEN logic with matrix expressions

In the SAS DATA step, all variables are scalar quantities. Consequently, an IF-THEN/ELSE statement that evaluates a logical expression is unambiguous. For example, the following DATA step statements print "c=5 is TRUE" to the log if the variable c is equal to 5: if c=5 then put "c=5 is TRUE"; […]

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Seminal InfoVis Paper: Treisman, Preattentive Processing

January 26, 2015
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Seminal InfoVis Paper: Treisman, Preattentive Processing

A paper on a specific cognitive mechanism may seems like an odd choice as the first paper in this series, but it is the one that sparked the idea for it. It is also the one that has its 30th birthday this year, having been published in August 1985. And it is an important paper, and … Continue reading Seminal InfoVis Paper: Treisman, Preattentive Processing

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Seminal InfoVis Papers: Introduction

January 26, 2015
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Some of the most fundamental and important papers in information visualization are around 30 years old. This is interesting for several reasons. For one, it shows that the field is still very young. Most research fields go back much, much further. Even within such a short time frame, though, there is a danger of not … Continue reading Seminal InfoVis Papers: Introduction

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Nassim Taleb Graphic

January 25, 2015
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Nassim Taleb Graphic

This arrived a couple weeks ago from Nassim Taleb. Regardless of where your view falls on the black swan spectrum, I hope you'll like the graphic. One hallmark of a good graphic is that it repays careful study, as with a good map (which is a good ...

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