On the Real-Time GDP War

April 18, 2016
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A few days ago the WSJ did an interesting piece, Fed Banks Spar Over GDP Data, highlighting that the "race to provide credible real-time data on U.S. economic growth is pitting the Federal Reserve Bank of New York against its sibling in Atlanta."In all...

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Batmen not as interesting as it seems

April 18, 2016
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Batmen not as interesting as it seems

When this post appears, I will be on my way to Seattle. Maybe I will meet some of you there. You can still register here. I held onto this tip from a reader for a while. I think it came...

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Examine patterns of missing data in SAS

April 18, 2016
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Examine patterns of missing data in SAS

Missing data can be informative. Sometimes missing values in one variable are related to missing values in another variable. Other times missing values in one variable are independent of missing values in other variables. As part of the exploratory phase of data analysis, you should investigate whether there are patterns […] The post Examine patterns of missing data in SAS appeared first on The DO Loop.

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David MacKay

April 18, 2016
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David MacKay

I learned from this comment that David MacKay has passed away. Here’s an obituary, which has a lot of information, really much more than I could give because I only met MacKay a couple of times. The first time was when I was in Cambridge, England, for a conference, and I got there a day […] The post David MacKay appeared first on Statistical Modeling, Causal Inference, and Social Science.

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Improved vtreat documentation

April 17, 2016
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Improved vtreat documentation

Nina Zumel has donated some time to greatly improve the vtreat R package documentation (now available as pre-rendered HTML here). vtreat is an R data.frame processor/conditioner package that helps prepare real-world data for predictive modeling in a statistically sound manner. Even with modern machine learning techniques (random forests, support vector machines, neural nets, gradient boosted … Continue reading Improved vtreat documentation

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A short answer to a short question

April 17, 2016
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Emir Efendic writes: What is your opinion and can you think of any critiques of the multiple mediation models by Preacher and Hayes (e.g. Preacher & Hayes, 2008)? What would be your method of choice if you were testing multiple possible mediators of an effect, but also if said mediators are connected in a model […] The post A short answer to a short question appeared first on Statistical Modeling,…

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Avoiding model selection in Bayesian social research

April 16, 2016
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The other day I happened to come across this paper that I wrote with Don Rubin in 1995. I really like it—it’s so judicious and mature, I can’t believe I wrote it over 20 years ago! Let this be a lesson to all of you that it’s possible to get somewhere by reasoning from first […] The post Avoiding model selection in Bayesian social research appeared first on Statistical Modeling,…

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R in Finance and other events

April 16, 2016
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Highlighted R in Finance 2016 May 20-21, Chicago. 2 days, limited space, 50 speakers, including: Pat Burns on “Some Linguistics of Quantitative Finance” Abstract: How can the abstract be written for a talk with an ambiguous and possibly misleading title without itself being vague and misleading? I don’t know, but perhaps: A quest to discover how markets work … Continue reading →

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First steps with monads in Scala

April 15, 2016
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Introduction In the previous post I gave a quick introduction to some important concepts in functional programming, such as HOFs, closures, currying and partial application, and hopefully gave some insight into why these concepts might be useful in the context of scientific computing. Another concept that is very important in modern functional programming is that … Continue reading First steps with monads in Scala

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Put your own questions on the General Social Survey!

April 15, 2016
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Tom Smith of the National Opinion Research Center writes: The General Social Survey plans to include some items or short topical modules designed by users in its 2018 survey, and invites users to submit proposals recommending such items or modules. Proposals submitted in response to this call will be included based on assessments of their […] The post Put your own questions on the General Social Survey! appeared first on…

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Calculating Average Consumption From One Week of Purchases

April 14, 2016
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Calculating Average Consumption From One Week of Purchases

A number of large surveys have attempted to quantify consumer consumption from a limited period of time observed. This task can be fairly complex as it is fraught with potentially large difficulties directly observing who is consuming what. Rather than this expensive method some researchers have attempted to substitute more easily observed purchase patterns inferring that in general house holds are going to consume what they purchase.In order to aid…

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Calculating Average Consumption From One Week of Purchases

April 14, 2016
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Calculating Average Consumption From One Week of Purchases

A number of large surveys have attempted to quantify consumer consumption from a limited period of time observed. This task can be fairly complex as it is fraught with potentially large difficulties directly observing who is consuming what. Rather than this expensive method some researchers have attempted to substitute more easily observed purchase patterns inferring that in general house holds are going to consume what they purchase.In order to aid…

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Sharp-R Data Analysis

April 14, 2016
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As an illustration of how Sharp-R can be used for Excel statistics this post is part 1 in a series that show how various analysis methods defined in R code can be easily applied to Excel data. We have now posted the second article which deals with time...

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Stan Coding Corner: O(N) Change-Point Program with Clever Forward-Backward Calculation

April 14, 2016
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It’s so much fun to work in open source. Luke Wiklendt sent along this improved code for a change-point model calculation in Stan. With N data points in the time series, the version in the manual is O(N2), whereas the improved version is O(N). In practice, Luke says [the new code] results in a dramatic […] The post Stan Coding Corner: O(N) Change-Point Program with Clever Forward-Backward Calculation appeared first…

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These Twin Names Match, But Aren’t “Matchy-Matchy”

April 14, 2016
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I love this stuff: Alice/Celia: This subtle anagram yields two charming classics with completely different sounds. Beckett/Marlowe: Two playwrights representing two of the hottest contemporary name styles, double-t names and hidden-o names. Zoe/Eve: These Greek and Hebrew “life” names look similar on paper, but not spoken aloud. Rima/Amir : These mirror-image Arabic name make a […] The post These Twin Names Match, But Aren’t “Matchy-Matchy” appeared first on Statistical Modeling,…

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Big Data: Tall, Wide, and Dense

April 13, 2016
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It strikes me that "tall", "wide", and "dense" might be useful words and conceptualizations of aspects of Big Data relevant in time-series econometrics.Think of a  regression situation, with a  (T x K) "X matrix" for  T "days" (or whatev...

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Bayesian Umpires: The coolest sports-statistics idea since the hot hand!

April 13, 2016
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Bayesian Umpires:  The coolest sports-statistics idea since the hot hand!

Hiro Minato points us to this recent article by Guy Molyneux: Baseball fans have long known, or at least suspected, that umpires call balls and strikes differently as the count changes. At 0-2, it seems that almost any taken pitch that is not right down the middle will be called a ball, while at 3-0 […] The post Bayesian Umpires: The coolest sports-statistics idea since the hot hand! appeared first…

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Head-tail versus head-head: A counterintuitive property of coin tosses

April 13, 2016
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Head-tail versus head-head: A counterintuitive property of coin tosses

I saw an interesting mathematical result in Wired magazine. The original article was about mathematical research into prime numbers, but the article included the following tantalizing fact: If Alice tosses a [fair] coin until she sees a head followed by a tail, and Bob tosses a coin until he sees […] The post Head-tail versus head-head: A counterintuitive property of coin tosses appeared first on The DO Loop.

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Workshop on Infectious Disease Modelling in Public Health Policy: Current status and challenges

April 13, 2016
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Later this year, we're holding at UCL a workshop on modelling for infectious disease with specific focus on the implications and challenges for health economic evaluation. I think this is a very interesting area for all sorts of different reasons:...

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Melbourne Data Science Initiative 2016

Melbourne Data Science Initiative 2016

In just over three weeks, the inaugural MeDaScIn event will take place. This is an initiative to grow the talent pool of local data scientists and to promote Melbourne as a world city of excellence in Data Science. The main event takes place on Friday ...

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2016 Atlantic Causal Inference Conference

April 12, 2016
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Jennifer Hill writes: Registration for the 2016 Atlantic Causal Inference Conference is now live. Stay tuned for short course registration (free for conference participants) and an announcement regarding a causal inference data analysis competition…both coming soon! Also please consider signing up to give a lightning talk (link on website). The conference will be held 26-27 […] The post 2016 Atlantic Causal Inference Conference appeared first on Statistical Modeling, Causal Inference,…

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Books to Read While the Algae Grow in Your Fur, February 2016

April 12, 2016
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Attention conservation notice: I have no taste. Douglas A. Blackmon, Slavery by Another Name: The Re-Enslavement of Black Americans from the Civil War to World War II The story told here is just as appalling as the sub-title promises. Blackmon focus...

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Why I don’t believe Fergus Simpson’s Big Alien Theory

April 12, 2016
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Why I don’t believe Fergus Simpson’s Big Alien Theory

It all began with this message from Christopher Bonnett: I’m a observational cosmologist and I am writing you as I think the following paper + article might be of interest for your blog. A fellow cosmologist, Fergus Simpson, has done a Bayesian analysis on the size of aliens, it has passed peer-review and has been […] The post Why I don’t believe Fergus Simpson’s Big Alien Theory appeared first on…

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