## Confidence vs. Credibility Intervals

November 26, 2014
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$\theta$

Tomorrow, for the final lecture of the Mathematical Statistics course, I will try to illustrate – using Monte Carlo simulations – the difference between classical statistics, and the Bayesien approach. The (simple) way I see it is the following, for frequentists, a probability is a measure of the the frequency of repeated events, so the interpretation is that parameters are fixed (but unknown), and data are random for Bayesians, a probability…

## Leif and Uri need to hang out with a better class of statisticians

November 26, 2014
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Noted psychology researchers and methods skeptics Leif Nelson and Uri Simonsohn write: A recent Psych Science (.pdf) paper found that sports teams can perform worse when they have too much talent. For example, in Study 3 they found that NBA teams with a higher percentage of talented players win more games, but that teams with […] The post Leif and Uri need to hang out with a better class of…

## The Wishart distribution: Covariance matrices for multivariate normal data

November 26, 2014
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I've written about how to generate a sample from a multivariate normal (MVN) distribution in SAS by using the RANDNORMAL function in SAS/IML software. Last week a SAS/IML programmer showed me a program that simulated MVN data and computed the resulting covariance matrix for each simulated sample. The purpose of […]

## Warning message in runjags turned off in new version of DBDA2E utilities

November 26, 2014
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A reader pointed out that programs that accompany DBDA2E and use runjags produce a disconcerting warning message about "starting parallel chains without setting different PRNG for each chain. Different .RNG.name values have been added to each set of ...

## How likelihoodists exaggerate evidence from statistical tests

November 25, 2014
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Have you ever noticed that some leading advocates of a statistical account, say a testing account A, upon discovering account A is unable to handle a certain kind of important testing problem that a rival testing account, account B, has no trouble at all with, will mount an argument that being able to handle that kind of problem […]

## HarvardX Biomedical Data Science Open Online Training Curriculum launches on January 19

November 25, 2014
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We recently received funding from the NIH BD2K initiative to develop MOOCs for biomedical data science. Our first offering will be version 2 of my Data Analysis for Genomics course which will launch on January 19. In this version, the course will be turned into an 8 course series and you can get a certificate in each one

November 25, 2014
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In an earlier post I mentioned a paper that I co-authored with Xiao Ling. The paper is "Bias reduction for the maximum likelihood estimator of the parameters of the generalized Rayleigh family of distributions. Communications in Statistics - ...

## The World Cup Problem Part 2: Germany v. Argentina

November 25, 2014
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This is the second of two articles about Bayesian analysis applied to World Cup soccer.  The previous article is here.Earlier this semester I posed this problem to my Bayesian statistics class at Olin College:In the final match of t...

## I (almost and inadvertently) followed Dan Kahan’s principles in my class today, and that was a good thing (would’ve even been more of a good thing had I realized what I was doing and done it better, but I think I will do better in the future, which has already happened by the time you read this; remember, the blog is on a nearly 2-month lag)

November 25, 2014
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As you might recall, the Elizabeth K. Dollard Professor says that to explain a concept to an unbeliever, explain it conditionally. For example, if you want to talk evolution with a religious fundamentalist, don’t try to convince him or her that evolution is true; instead preface each explanation with, “According to the theory of evolution […] The post I (almost and inadvertently) followed Dan Kahan’s principles in my class today,…

## An uninformative end state

November 25, 2014
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This chart cited by ZeroHedge feels like a parody. It's a bar chart that doesn't utilize the length of bars. It's a dot plot that doesn't utilize the position of dots. The range of commute times (between city centers and...

## First two impressions of statistics

November 25, 2014
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-+*When I was a postdoc I asked a statistician a few questions and he gave me an overview of his subject. (My area was PDEs; I knew nothing about statistics.) I remember two things that he said. A big part of being a statistician is knowing what to do when your assumptions aren’t met, because […]

## How cold is it? A Bayesian attempt to measure temperature

November 25, 2014
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It is getting colder in London, yet it is still quite mild considering that it is late November. Well, indoors it still feels like 20°C (68°F) to me, but I have been told last week that I should switch on the heating. Luckily I found an old the...

## eBook and Kindle of DBDA2E now available

November 25, 2014
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The eBook (PDF) and Kindle editions of Doing Bayesian Data Analysis, 2nd Edition, are now available. The book web page has relevant links.

## Performing Logistic Regression in R and SAS

Introduction My statistics education focused a lot on normal linear least-squares regression, and I was even told by a professor in an introductory statistics class that 95% of statistical consulting can be done with knowledge learned up to and including a course in linear regression.  Unfortunately, that advice has turned out to vastly underestimate the […]

## The hype cycle starts again

November 24, 2014
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Completely uncritical press coverage of a speculative analysis. But, hey, it was published in the prestigious Proceedings of the National Academy of Sciences (PPNAS)! What could possibly go wrong? Here’s what Erik Larsen writes: In a paper published in the Proceedings of the National Academy of Sciences, People search for meaning when they approach a […] The post The hype cycle starts again appeared first on Statistical Modeling, Causal Inference,…

## On deck this week

November 24, 2014
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Mon: The hype cycle starts again Tues: I (almost and inadvertently) followed Dan Kahan’s principles in my class today, and that was a good thing (would’ve even been more of a good thing had I realized what I was doing and done it better, but I think I will do better in the future, which […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

## More on Big Data

November 24, 2014
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An earlier post, "Big Data the Big Hassle," waxed negative. So let me now give credit where credit is due.What's true in time-series econometrics is that it's very hard to list the third-most-important, or even second-most-important, contribution of Bi...

## R and Data Mining Workshop at AusDM 2014, Brisbane, 27 November

November 24, 2014
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R and Data Mining Workshop at AusDM 2014 http://ausdm14.ausdm.org/workshop There will be a half-day workshop on R and Data Mining at the AusDM 2014 conference in Brisbane, Thursday afternoon, 27 November. The workshop will be composed of several sessions on … Continue reading →

## Overview of new features in SAS/IML 13.1

November 24, 2014
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SAS software contains a lot of features, and each release adds more.To make sure that you do not miss new features that appear in the SAS/IML language, the word cloud on the right sidebar of my blog contains numbers that relate to SAS or SAS/IML releases. For example, you can […]

## GTrendsR package to Explore Google trending for Field Dependent Terms

November 24, 2014
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My friend, Steve Simpson, introduced me to Philippe Massicotte and Dirk Eddelbuettel’s GTrendsR GitHub package this week. It’s a pretty nifty wrapper to the Google Trends API that enables one to search phrase trends over time. The trend indices that … Continue reading →

## What do Rick Santorum and Andrew Cuomo have in common?

November 24, 2014
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Besides family values, that is? Both these politicians seem to have a problem with the National Weather Service: The Senator: Santorum also accused the weather service’s National Hurricane Center of flubbing its forecasts for Hurricane Katrina’s initial landfall in Florida, despite the days of all-too-prescient warnings the agency had given that the storm would subsequently […] The post What do Rick Santorum and Andrew Cuomo have in common? appeared first…

## an ABC experiment

November 23, 2014
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In a cross-validated forum exchange, I used the code below to illustrate the working of an ABC algorithm: Hence I used the median and the mad as my summary statistics. And the outcome is rather surprising, for two reasons: the first one is that the posterior on the mean μ is much wider than […]

## Princeton Abandons Grade Deflation Plan . . .

November 23, 2014
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. . . and Kaiser Fung is unhappy. In a post entitled, “Princeton’s loss of nerve,” Kaiser writes: This development is highly regrettable, and a failure of leadership. (The new policy leaves it to individual departments to do whatever they want.) The recent Alumni publication has two articles about this topic, one penned by President […] The post Princeton Abandons Grade Deflation Plan . . . appeared first on Statistical…