Youtube should check its checksums

March 22, 2013
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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 →

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Maximum Sharpe Portfolio

March 22, 2013
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Maximum Sharpe Portfolio

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 […]

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workshop a Padova

March 21, 2013
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workshop a Padova

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 [...]

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2.15

March 21, 2013
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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 [...]

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Ten Years of Sloth

March 21, 2013
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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 ...

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Estimating by Minimizing

March 21, 2013
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Estimating by Minimizing

\[ \newcommand{\Expect}[1]{\mathbb{E}\left[ #1 \right]} \newcommand{\Var}[1]{\mathrm{Var}\left[ #1 \right]} \newcommand{\Expectwrt}[2]{\mathbb{E}_{#2}\left[ #1 \right]} \newcommand{\Varwrt}[2]{\mathrm{Var}_{#2}\left[ #1 \right]} \DeclareMathOperator...

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Density Estimation (Advanced Data Analysis from an Elementary Point of View)

March 21, 2013
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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...

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Red Brain, Blue Brain (Advanced Data Analysis from an Elementary Point of View)

March 21, 2013
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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...

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Cat and dog food, for thought

March 21, 2013
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Cat and dog food, for thought

My friend Rhonda (@RKDrake) sends me to this pair of charts (in BusinessWeek). They are fun to look at, and ponder at. Here's the first chart: Should the countries be colored according to the distance from the Equator? Is this...

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SAS: Adding Watermarks to ODS Report – LIFETEST, LIFEREG, and PHREG

March 21, 2013
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SAS: Adding Watermarks to ODS Report – LIFETEST, LIFEREG, and PHREG

Building off the Weibull survival simulation, and a quick snippet of code to create a watermark background, we can create a quick report with SAS ODS. If you want to play along at home, just add the following code to the survival simulation: it will se...

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Review of Caltech’s Learning from Data e-course

March 21, 2013
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Review of Caltech’s Learning from Data e-course

Caltech has an online course Learning from Data, taught by Professor Yaser Abu-Mostafa, that seeks to make the course material accessible to everybody. Unlike most of the online courses I've taken, this one is independently offered through a platform c...

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Released: an Illustrated Guide to Income in the United States

March 20, 2013
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Released: an Illustrated Guide to Income in the United States

Has the income distribution changed over the last decades? How do the incomes of celebrities, CEOs and hedge fund managers compare?? The book "An Illustrated Guide to Income in the United States" [visualizingeconomics.com] designed by data visualizati...

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Goin’ rogue on p-values

March 20, 2013
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Goin’ rogue on p-values

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 […]

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On the acceptance of R

March 20, 2013
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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.

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The Art of R Programming review – part 4

March 20, 2013
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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...

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Stan at Google this Thurs and at Berkeley this Fri noon

March 20, 2013
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Stan at Google this Thurs and at Berkeley this Fri noon

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 [...]

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Being locked up in a room with nothing but a bed and food

March 20, 2013
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Being locked up in a room with nothing but a bed and food

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…

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Got Matrix? Reach for the SAS/IML language

March 20, 2013
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Got Matrix? Reach for the SAS/IML language

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 [...]

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Shaking the Bayesian Machine

March 20, 2013
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Shaking the Bayesian Machine

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 […]

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R’s 2012 Growth in Capability Exceeds SAS’ All Time Total

March 19, 2013
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R’s 2012 Growth in Capability Exceeds SAS’ All Time Total

by Robert A. Muenchen I’m slowly gathering all the data needed to update my ongoing article, The Popularity of Data Analysis Software. The section below is the latest installment. Growth in Capability The capability of all the software in this … Continue reading →

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knitr2wordpress and gradient_cloud Revisited

March 19, 2013
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knitr2wordpress and gradient_cloud Revisited

This post serves three function: It allows me to revisit an old blogpost It let's me test out the new-ish knitr function knti2wp and RWordPress It enables me to avoid the massive ammount of reading I need to do and … Continue reading →

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“Ronald Reagan is a Statistician and Other Examples of Learning From Diverse Sources of Information”

March 19, 2013
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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 [...]

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Data structures are important

March 19, 2013
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Data structures are important

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 […]

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