There’s an App for That

April 4, 2014
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There’s an App for That

I was looking for econometrics-related "apps" for my Android tablet. Very little of interest came up for "Econometrics", but there certainly are some nice data-related apps.Here are a few examples:FRED Economic DataIndicators OnlineCentERdataAmerica's ...

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Playing With the FRB/US Model

April 4, 2014
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Playing With the FRB/US Model

Via both Mark Thoma and Gareth Thomas, I learned about a new initiative at the Federal Reserve Board. The details are available here.In summary:"The FRB/US model of the U.S. economy is one of several that Federal Reserve Board staff consults for f...

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The Notorious N.H.S.T. presents: Mo P-values Mo Problems

April 4, 2014
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A recent discussion between commenters Question and Fernando captured one of the recurrent themes here from the past year. Question: The problem is simple, the researchers are disproving always false null hypotheses and taking this disproof as near proof that their theory is correct. Fernando: Whereas it is probably true that researchers misuse NHT, the […] The post The Notorious N.H.S.T. presents: Mo P-values Mo Problems appeared first on Statistical…

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Big delusion

April 4, 2014
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This article printed by VentureBeat is too much. The title claims "The Internet is killing off marketing surveys & it's for the best". This article is tagged as "Big Data". Big delusion is what it is. This is a great example of the kind of revisionist history that is practised in the name of Big Data. You'd also notice that there is no data or evidence presented to support any…

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Getting a LaTeX system set up

April 4, 2014
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Getting a LaTeX system set up

Today I was teaching the honours students in econometrics and economics about LaTeX. Here are some brief instructions on how to set up a LaTeX system on different operating systems. MS-Windows Download and run the setup program for MikTeX. Choose the “basic” system. Download and run the installer program for TeXstudio. Then run TeXstudio and start typing. Mac OS Download and install MacTeX. Then run TeXshop and start typing. Ubuntu…

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Le Monde puzzle [#860]

April 3, 2014
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Le Monde puzzle [#860]

A Le Monde mathematical puzzle that connects to my awalé post of last year: For N≤18, N balls are placed in N consecutive holes. Two players, Alice and Bob, consecutively take two balls at a time provided those balls are in contiguous holes. The loser is left with orphaned balls. What is the values of […]

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New Paper

April 3, 2014
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New Paper

 Another of my papers on analytic bias-correction has now been published. This one is with a former M.A. student, Xiao Ling.The details are: Xiao Ling and David E. Giles, "Bias reduction for the maximum likelihood estimator of the parameters of th...

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Bayesian Probabilities Defined (part 1)

April 3, 2014
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This post defines the goal of all statistical efforts, shows how that goal is met, and defines probabilities. It is intuitive and simple, but for that reason will be difficult for statisticians to follow. To ease the pain, the reader should ditch every...

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Me and Alberto Cairo in one room tomorrow

April 3, 2014
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Me and Alberto Cairo in one room tomorrow

I have been a fan of Alberto Cairo for a while, and am slowly working my way through his great book, The Functional Art, which I will review soon. Thanks to the folks at JMP, the two of us will...

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Does R have too many packages?

April 3, 2014
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Does R have too many packages?

The Homeless EconometricianThe amazing growth and success of CRAN (Comprehensive R Archive Network) is marked by the thousands of packages have been developed and released by a highly active user base.  Yet even so, one of the founders and primary...

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As the boldest experiment in journalism history, you admit you made a mistake

April 3, 2014
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As the boldest experiment in journalism history, you admit you made a mistake

The pre-NYT David Brooks liked to make fun of the NYT. Here’s one from 1997: I’m not sure I’d like to be one of the people featured on the New York Times wedding page, but I know I’d like to be the father of one of them. Imagine how happy Stanley J. Kogan must have […] The post As the boldest experiment in journalism history, you admit you made a…

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A promising infographic about motorcycle helmets

April 3, 2014
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A promising infographic about motorcycle helmets

The New York Times graphics team shows us how to do infographics poster the right way. They recently put up a feature showing how the repeal of helmet laws is linked to increasing vehicle fatalities. The graphic is here. One...

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Inference for ARCH processes

April 3, 2014
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Consider some ARCH() process, say ARCH(), where with a Gaussian (strong) white noise . > n=500 > a1=0.8 > a2=0.0 > w= 0.2 > set.seed(1) > eta=rnorm(n) > epsilon=rnorm(n) > sigma2=rep(w,n) > for(t in 3:n){ + sigma2[t]...

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The controversy over whether Neyman called some of Fisher’s work “Worse than Useless”

April 2, 2014
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In a recent Nature article Regina Nuzzo used the line But while the rivals feuded — Neyman called some of Fisher’s work mathematically “worse than useless”; Fisher called Neyman’s approach “childish” and “horrifying [for] intell...

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Am I too negative?

April 2, 2014
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For background, you can start by reading my recent article, Is It Possible to Be an Ethicist Without Being Mean to People? and then a blog post, Quality over Quantity, by John Cook, who writes: At one point [Ed] Tufte spoke more generally and more personally about pursuing quality over quantity. He said most papers […] The post Am I too negative? appeared first on Statistical Modeling, Causal Inference, and…

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A different way to interpret the negative binomial distribution

April 2, 2014
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A different way to interpret the negative binomial distribution

While at SAS Global Forum 2014 I attended a talk by Jorge G. Morel on the analysis of data with overdispersion. (His slides are available, along with a video of his presentation.) The Wikipedia defines overdispersion as "greater variability than expected from a simple model." For count data, the "simple […]

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"Proper scoring rules and linear estimating equations in exponential families" (Next Week at the Statistics Seminar)

April 2, 2014
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Attention conservation notice: Only of interest if you (1) care about estimating complicated statistical models, and (2) will be in Pittsburgh on Monday. Steffen Lauritzen, "Proper scoring rules and linear estimating equations in exponential famil...

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Kaplan-Meier plots using ggplots2 (updated)

April 2, 2014
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Kaplan-Meier plots using ggplots2 (updated)

About 3 years ago I published some code on this blog to draw a Kaplan-Meier plot using ggplot2. Since then, ggplot2 has been updated (from 0.8.9 to 0.9.3.1) and has changed syntactically. Since that post, I have also become comfortable with Git and Github. I have updated the code, edited it for a small error, […]

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Modeling the Marginals and the Dependence separately

April 2, 2014
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When introducing copulas, it is commonly admitted that copulas are interesting because they allow to model the marginals and the dependence structure separately. The motivation is probably Sklar’s theorem, which says that given some marginal cumu...

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"The Neglect of Fluctuations in the Thermodynamics of Computation" (Next Week at the Energy and Information Seminar)

April 1, 2014
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Lo these many years ago, I blogged about how a paper of John Norton's had led me to have doubts about Landauer's Principle. Prof. Norton has continued to work on this topic, and I am very happy to share the news about his upcoming talk at CMU's "Ener...

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Stata Fully Mapped into R

April 1, 2014
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Stata Fully Mapped into R

Hello all of you Stata loving statistical analysts out there!  I have great news.  I am finally nearly done with the package I have been working on which provides the mechanism for Stata users to seamlessly move from Stata to R though use of ...

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Potpourri 2: more misc emails regarding doing Bayesian data analysis

April 1, 2014
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More miscellaneous communications with readers. (I have omitted all the salutations and pleasantries to save space here, but most correspondents do begin and end their messages with introductions and salutations that I truly appreciate.) Again, apologi...

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Favorite Feller-ism: The Persistence of Bad Luck

April 1, 2014
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William Feller's book An Introduction to Probability Theory and Its Applications Volume I is more commonly and affectionately known as Feller Volume One. It is on many statistician's and mathematician's deserted (desert?) island book lists. The deser...

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