How to think about the statistical evidence when the statistical evidence can’t be conclusive?

January 17, 2014
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There’s a paradigm in applied statistics that goes something like this: 1. There is a scientific or policy question of some theoretical or practical importance. 2. Researchers gather data on relevant outcomes and perform a statistical analysis, ideally leading to a clear conclusion (p less than 0.05, or a strong posterior distribution, or good predictive […]The post How to think about the statistical evidence when the statistical evidence can’t be…

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Applied Statistics Lesson of the Day – The Completely Randomized Design with 1 Factor

Applied Statistics Lesson of the Day – The Completely Randomized Design with 1 Factor

The simplest experimental design is the completely randomized design with 1 factor.  In this design, each experimental unit is randomly assigned to each factor level.  This design is most useful for a homogeneous population (one that does not have major differences between any sub-populations).  It is appealing because of its simplicity and flexibility – it can […]

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Estimating the Generalized Pareto Distribution

January 16, 2014
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Estimating the Generalized Pareto Distribution

The generalized Pareto distribution (GPD) arises in the modelling of "extremes", especially if the "peaks-over-threshold" approach is being used. Estimating the parameters of the GPD by the method of maximum likelihood is especially challenging. The ch...

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Objective/subjective, dirty hands and all that: Gelman/ Wasserman blogolog (ii)

January 16, 2014
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Objective/subjective, dirty hands and all that: Gelman/ Wasserman blogolog (ii)

Andrew Gelman says that as a philosopher, I should appreciate his blog today in which he records his frustration: “Against aggressive definitions: No, I don’t think it helps to describe Bayes as ‘the analysis of subjective beliefs’…”  Gelman writes: I get frustrated with what might be called “aggressive definitions,” where people use a restrictive definition of something […]

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edge.org asks famous scientists what scientific concept to throw out & they say statistics

January 16, 2014
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I don't think I've ever been forwarded one link on the web more than I have been forwarded the edge.org post on "What scientific idea is ready for retirement?". Here are a few of the comments with my responses. I'm … Continue reading →

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Against overly restrictive definitions: No, I don’t think it helps to describe Bayes as “the analysis of subjective
 beliefs” (nor, for that matter, does it help to characterize the statements of Krugman or Mankiw as not being “economics”)

January 16, 2014
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I get frustrated when people use aggressive overly restrictive definitions of something they don’t like. [I originally used the term "aggressive definitions" but I think the whole "aggressive" thing was misleading as it implies aggressive intent, which I did not mean to imply. So I changed to "overly restrictive definition."] Here’s an example of an […]The post Against overly restrictive definitions: No, I don’t think it helps to describe Bayes…

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My business statistics and data visualization courses

January 16, 2014
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I have been busy working on syllabuses for my Spring 2014 courses at NYU, and that's why posting has been more haphazard than usual. I don't think I have said much about my teaching here on the blog, so let me take this opportunity to introduce the classes that I teach. Statistics For Management I (link) This is an introductory statistics course with a business/management emphasis. Many students take this…

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BMHE & BCEA get a shout in published paper

January 15, 2014
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BMHE & BCEA get a shout in published paper

Panagiotis Petrou has posted a link to a recent paper of his, which develops a cost-effectiveness analysis of a drug used as a second-line treatment of renal carcinoma. The analysis is based on a Bayesian Markov model. But (from an incredibly self...

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Clarity and Kindness

January 15, 2014
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I'm editing a generally well written, near-final draft of a biostatistics paper. Worth broadcasting are several writing problems that occur in almost all grad student writing.  Don't denigrate your contributions.  Original: A simple way to achieve th...

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DNS/AFNS Yield Curve Modeling FAQ’s

January 15, 2014
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DNS/AFNS Yield Curve Modeling FAQ’s

It's hard to believe that I haven't yet said anything about yield-curve modeling and forecasting in the dynamic Nelson-Siegel (DNS) tradition, whether the original Diebold-Li (2006) DNS version or the Christensen-Diebold-Rudebusch (2011) arbitrage...

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Postdoc involving pathbreaking work in MRP, Stan, and the 2014 election!

January 15, 2014
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Postdoc involving pathbreaking work in MRP, Stan, and the 2014 election!

We’re working with polling company YouGov to track public opinion, state-by-state and district-by-district, during the 2014 campaign. We’ll be using multilevel regression and poststratification, and implementing it in Stan, and developing the necessary new parts of Stan to get this running scalably and efficiently. And we’ll be making the most detailed, up-to-date election forecasts. What […]The post Postdoc involving pathbreaking work in MRP, Stan, and the 2014 election! appeared first…

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Say hello to SAS Analytics 13.1

January 15, 2014
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Say hello to SAS Analytics 13.1

Late last month, while many of us were sipping eggnog and decking halls with boughs of holly, SAS released the 13.1 version of its analytical products. Readers of Maura Stokes' newsletter, SAS Statistics and Operations Research News (Nov 2013), have already been alerted to new features in products such as [...]

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Machine Learning Lesson of the Day – Parametric vs. Non-Parametric Models

Machine Learning Lesson of the Day – Parametric vs. Non-Parametric Models

A machine learning algorithm can be classified as either parametric or non-parametric. A parametric algorithm has a fixed number of parameters.  A parametric algorithm is computationally faster, but makes stronger assumptions about the data; the algorithm may work well if the assumptions turn out to be correct, but it may perform badly if the assumptions […]

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Example 2014.1: "Power" for a binomial probability, plus: News!

January 14, 2014
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Example 2014.1: "Power" for a binomial probability, plus: News!

Hello, folks! I'm pleased to report that Nick and I have turned in the manuscript for the second edition of SAS and R: Data Management, Statistical Analysis, and Graphics. It should be available this summer. New material includes some of our more po...

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Advice on writing research articles

January 14, 2014
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From a few years ago: General advice Both the papers sent to me appear to have strong research results. Now that the research has been done, I’d recommend rewriting both articles from scratch, using the following template: 1. Start with the conclusions. Write a couple pages on what you’ve found and what you recommend. In […]The post Advice on writing research articles appeared first on Statistical Modeling, Causal Inference, and…

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Real scientists make their own data

January 14, 2014
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Last week, I made the following statement: In theory, the availability of data should improve our ability to measure performance. In reality, the measurement revolution has not taken place. It turns out that measuring performance requires careful design and deliberate collection of the right types of data -- while Big Data is the processing and analysis of whatever data drops onto our laps. Ergo, we are far from fulfilling the…

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How many more R-bloggers posts can I expect?

January 14, 2014
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How many more R-bloggers posts can I expect?

I noticed that the monthly number of posts on R-bloggers stopped increasing over the last year. Indeed, the last couple of months saw a decline in posts compared to the previous year. Thus, has most been said and written about R already? Who knows? Wel...

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Applied Statistics Lesson of the Day – Positive Control in Experimental Design

Applied Statistics Lesson of the Day – Positive Control in Experimental Design

In my recent lesson on controlling for confounders in experimental design, the control group was described as one that received a neutral or standard treatment, and the standard treatment may simply be nothing.  This is a negative control group.  Not all experiments require a negative control group; some experiments instead have positive control group. A […]

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Why shouldn’t I dichotomize my outcome variable?

January 13, 2014
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My collaborators periodically want to dichotimize a continuous outcome such as a depression scale into a binary depressed/not depressed variable. Another popular one is Body Mass Index (BMI) gets classified into obese/not obese. Every time this arises...

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Job @ UCD

January 13, 2014
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This is an interesting job opportunity $-$ Mark (this is his UCL webpage, although he's now officially transitioned to Warwick) has pointed this out to me, and I thought I may as well advertise it through the blog!

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How to Find a Job in Statistics – Advice for Students and Recent Graduates

How to Find a Job in Statistics – Advice for Students and Recent Graduates

Introduction A graduate student in statistics recently asked me for advice on how to find a job in our industry.  I’m happy to share my advice about this, and I hope that my advice can help you to find a satisfying job and develop an enjoyable career.  My perspectives would be most useful to students […]

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Postdoc with Liz Stuart on propensity score methods when the covariates are measured with error

January 13, 2014
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Liz Stuart sends this one along: Johns Hopkins University Post-Doctoral Fellow Opening The Department of Mental Health invites applications for a post-doctoral research fellow in Statistical Methods for Mental Health Research, to be supervised by Dr. Elizabeth Stuart. The successful applicant for this position will work on an NIH funded study to develop and evaluate […]The post Postdoc with Liz Stuart on propensity score methods when the covariates are measured…

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How To Install BioPerl Without Root Privileges

January 13, 2014
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How To Install BioPerl Without Root Privileges

I've seen this question asked and partially answered all around the web. As with anything related to Perl, I'm sure there is more than one way to do it. Here's how I do it with Perl 5.10.1 on CentOS 6.4.First, install local::lib with bootstra...

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