I am in the process of uploading the video lectures for Data Analysis. I am getting ready to send out the course wrap-up email and I wanted to include the link to the Youtube playlist as well. Unfortunately, Youtube keeps … Continue reading →

I am in the process of uploading the video lectures for Data Analysis. I am getting ready to send out the course wrap-up email and I wanted to include the link to the Youtube playlist as well. Unfortunately, Youtube keeps … Continue reading →

Maximum Sharpe Portfolio or Tangency Portfolio is a portfolio on the efficient frontier at the point where line drawn from the point (0, risk-free rate) is tangent to the efficient frontier. There is a great discussion about Maximum Sharpe Portfolio or Tangency Portfolio at quadprog optimization question. In general case, finding the Maximum Sharpe Portfolio […]

Needless to say, it is with great pleasure I am back in beautiful Padova for the workshop Recent Advances in statistical inference: theory and case studies, organised by Laura Ventura and Walter Racugno. Esp. when considering this is one of the last places I met with George Casella, in June 2010. As we have plenty [...]

Jake Hofman writes that he saw my recent newspaper article on running (“How fast do we slow down? . . . For each doubling of distance, the world record time is multiplied by about 2.15. . . . for sprints of 200 meters to 1,000 meters, a doubling of distance corresponds to an increase of [...]

Attention conservation notice: I look back on my works with smug complacency. I started this weblog in January 2003; I don't remember exactly when, and date on files got messed up by various changes from Blogger to Movable Type to Blosxom, where it ...

The desirability of estimating not just conditional means, variances, etc., but whole distribution functions. Parametric maximum likelihood is a solution, if the parametric model is right. Histograms and empirical cumulative distribution functions a...

Homework 7: in which we try to predict political orientation from bumps on the skull the volume of brain regions determined by MRI and adjusted by (unknown) formulas. Assignment, n90_pol.csv data Advanced Data Analysis from an Elementary Point o...

I think it’s fair to say that anyone who’s spent any time teaching statistics has spent a good deal of that time trying to explain to students how to interpret the p-value produced by some test statistic, like the t-statistic on a regression coefficient. Most students want to interpret the p-value as , which is […]

Some history and a prediction. Past A discussion broke out on the R-help mailing list in January 2006 about a technical report put out by the statistical computing group at UCLA. The report in question talked mainly about SAS, SPSS and Stata. It talked briefly — and not especially positively — about R. Someone accused […]The post On the acceptance of R appeared first on Burns Statistics.

As mentioned in part 3 of this series, I'll now touch on some random interesting topics from the remaining chapters in this book in a more structured manner. Chapter 7 covers programming structures, that is, for and while loops, if-else statements, an...

Michael Betancourt will be speaking at Google and at the University of California, Berkeley. The Google talk is closed to outsiders (but if you work at Google, you should go!); the Berkeley talk is open to all: Friday March 22, 12:10 pm, Evans Hall 1011. Title of talk: Stan: Practical Bayesian Inference with Hamiltonian Monte [...]

Imagine you are locked up in a hospital room with a bed and plenty of food. What do you think you'd be doing when you aren't sleeping? *** Well, some researchers (link) discovered that you'd be eating the food. What a surprise. The New York Times then saw it fit to report this result as "Lost Sleep Can Lead to Weight Gain", which isn't as bad as the lead given…

Someone recently asked a question on the SAS Support Communities about estimating parameters in ridge regression. I answered the question by pointing to a matrix formula in the SAS documentation. One of the advantages of the SAS/IML language is that you can implement matrix formulas in a natural way. The [...]

Yesterday we were fortunate to have Brad Efron visit our department and gave a seminar. Brad is one of the most famous statisticians in the world and his contributions to the field of statistics are too numerous to list. Probably he is best known for: inventing the bootstrap, for starting the field of the geometry […]

That’s the title of my talk at Montana State University this Thursday (21 Mar). For those of you who happen to be in the area, it’s 3:30-5:00pm in the Procrastinator Theater. I’m also speaking in the statistics seminar from 11-12:15 in the Byker Auditorium in the Chemistry building. Topic: Causality and Statistical Learning. P.S. My [...]

I’ve created another D3 example, of QTL analysis for a phenotype measured over time. (Click on the image for the interactive version.) The code is on github. It took me about a day. The hardest part was figuring out the right data structures. A pixel here is linked to curves over there and over there […]