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...

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]...

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...

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…

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 […]

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...

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, […]

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...

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...

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...

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...

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...

In econometrics, generalized method of moments (GMM) is one estimation methodology that can be used to calculate instrumental variable (IV) estimates. Performing this calculation in R, for a linear IV model, is trivial. One simply uses the gmm() function in the excellent gmm package like an lm() or ivreg() function. The gmm() function will estimate […]

I am excited to chat with Professor David Spiegelhalter, who is no strangers to our UK audience, and our statistics colleagues. Perhaps his most well-known contribution is the DIC criterion for model selection, introduced by a paper by him and collaborators. He holds the impressive title of Winton Professor for the Public Understanding of Risk at the University of Cambridge (link). He also writes a blog called Understanding Uncertainty (link),…

Environmental regulation in the United States has protected human health for over 40 years. Since the Clean Air Act was enacted in 1970, levels of outdoor air pollution have dropped dramatically, changing the landscape of once heavily-polluted cities like Los … Continue reading →

The Association for Psychological Science, the leading organization of research psychologists, announced a long-awaited new journal, Speculations on Psychological Science. From the official APS press release: Speculations on Psychological Science, the flagship journal of the Association for Psychological Science, will publish cutting-edge research articles, short reports, and research reports spanning the entire spectrum of the […] The post Association for Psychological Science announces a new journal appeared first on Statistical…

I had heard of medical designs that employ individuals who supply Bayesian subjective priors that are deemed either “enthusiastic” or “skeptical” as regards the probable value of medical treatments.[i] From what I gather, these priors are combined with data from trials in order to help decide whether to stop trials early or continue. But I’d never heard of […]

An interesting question was posted on http://math.stackexchange.com/726205/…: if one knows the covariances and , is it possible to infer ? I asked myself a question close to this one a few weeks ago (that I might also relate to a question I...