In the best alternative histories, the real world is what’s ultimately real

March 17, 2014
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This amusing-yet-so-true video directed by Eléonore Pourriat shows a sex-role-reversed world where women are in charge and men don’t get taken seriously. It’s convincing and affecting, but the twist that interests me comes at the end, when the real world returns. It’s really creepy. And this in turn reminds me of something we discussed here […]The post In the best alternative histories, the real world is what’s ultimately real appeared…

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On deck this week: Revisitings

March 17, 2014
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Just for fun I thought I’d run a week’s worth of old posts, just some things I came across when searching for various things. Of course I could just post the links right here but instead I’ll repost with my comments on how things have changed in the intervening years. Mon: In the best alternative […]The post On deck this week: Revisitings appeared first on Statistical Modeling, Causal Inference, and…

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Toward a more useful definition of Big Data

March 17, 2014
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Toward a more useful definition of Big Data

The article (link) in Science about the failure of Google Flu Trends is important for many reasons. One is the inexplicable silence in the Big Data community about this little big problem: it's not as if this is breaking news -- it was known as early as 2009 that Flu Trends completely missed the swine flu pandemic (link), underestimating it by 50%, and then in 2013, Nature reported that Flu…

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Ma conférence demain (mardi) à l’École Polytechnique

March 17, 2014
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À 11h15 au Centre de Mathématiques Appliquées: Peut-on utiliser les méthodes bayésiennes pour résoudre la crise des résultats de la recherche statistiquement significatifs que ne tiennent pas? It’s the usual story: the audience will be technical but with a varying mix of interests, and so what they most wanted to hear was something general and […]The post Ma conférence demain (mardi) à l’École Polytechnique appeared first on Statistical Modeling, Causal…

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Fast computation of cross-validation in linear models

March 17, 2014
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Fast computation of cross-validation in linear models

The leave-one-out cross-validation statistic is given by     where , are the observations, and is the predicted value obtained when the model is estimated with the th case deleted. This is also sometimes known as the PRESS (Prediction Residual Sum of Squares) statistic. It turns out that for linear models, we do not actually have to estimate the model times, once for each omitted case. Instead, CV can be…

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Finding elements in one vector that are not in another vector

March 17, 2014
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Finding elements in one vector that are not in another vector

The SAS/IML language has several functions for finding the unions, intersections, and differences between sets. In fact, two of my favorite utility functions are the UNIQUE function, which returns the unique elements in a matrix, and the SETDIF function, which returns the elements that are in one vector and not [...]

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Approximate Bayesian model choice

March 16, 2014
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Approximate Bayesian model choice

The above is the running head of the arXived paper with full title “Implications of  uniformly distributed, empirically informed priors for phylogeographical model selection: A reply to Hickerson et al.” by Oaks, Linkem and Sukuraman. That I (again) read in the plane to Montréal (third one in this series!, and last because I also watched […]

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The silent dog – null results matter too!

March 16, 2014
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The silent dog – null results matter too!

Recently I was discussing the process we use in a statistical enquiry. The ideal is that we start with a problem and follow the statistical enquiry cycle through the steps Problem, Plan, Data collection, Analysis and Conclusion, which then may … Continue reading →

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The silent dog – null results matter too!

March 16, 2014
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The silent dog – null results matter too!

Recently I was discussing the process we use in a statistical enquiry. The ideal is that we start with a problem and follow the statistical enquiry cycle through the steps Problem, Plan, Data collection, Analysis and Conclusion, which then may … Continue reading →

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BurStFin R package version 1.02 released

March 16, 2014
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BurStFin R package version 1.02 released

More efficiency and an additional function in the new version on CRAN. Variance estimation The major functionality in the package is variance estimation: Ledoit-Wolf shrinkage via var.shrink.eqcor statistical factor model (principal components) via factor.model.stat There have been a number of previous blog posts on both factor models and Ledoit-Wolf shrinkage. Positive-definiteness The default value of … Continue reading →

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A New Statistics Journal

March 16, 2014
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A New Statistics Journal

A big hat-tip to Rob Hyndman for (indirectly) alerting me to an interesting new statistics journal: The Annual Review of Statistics and its Application.There are some terrific review articles in the first issue, and several of these are "must-reads" fo...

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PK calculations for infusion at constant rate

March 16, 2014
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PK calculations for infusion at constant rate

In this third PK posting I move to chapter 10, study problem 4 of Rowland and Tozer (Clinical pharmacokinetics and pharmacodynamics, 4th edition). In this problem one subject gets a 24 hours continuous dose. In many respects the Jags calculation is not...

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“I have no idea who Catalina Garcia is, but she makes a decent ruler”

March 16, 2014
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Best blog comment ever, following up on our post, How tall is Jon Lee Anderson?: Based on this picture: http://farm3.static.flickr.com/2235/1640569735_05337bb974.jpg he appears to be fairly tall. But the perspective makes it hard to judge. Based on this picture: http://www.catalinagarcia.com/cata/Libraries/BLOG_Images/Cata_w_Jon_Lee_Anderson.sflb.ashx he appears to be about 9-10 inches taller than Catalina Garcia. But how tall is Catalina […]The post “I have no idea who Catalina Garcia is, but she makes a decent…

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Is Interdisciplinarity Vastly Over-Rated?

March 16, 2014
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Is Interdisciplinarity Vastly Over-Rated?

In Defense of Disciplines, by Jerry JacobsInterdisciplinarity is clearly the flavor of the month (read: two decades) among the academic cognoscenti. Although it makes for entertaining popular press, what's the real intellectual benefit of a top-down in...

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New SEV calculator (guest app: Durvasula)

March 16, 2014
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New SEV calculator (guest app: Durvasula)

Karthik Durvasula, a blog follower[i], sent me a highly apt severity app that he created: https://karthikdurvasula.shinyapps.io/Severity_Calculator/ I have his permission to post it or use it for pedagogical purposes, so since it’s Saturday night, go ahead and have some fun with it. Durvasula had the great idea of using it to illustrate howlers. Also, I would […]

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On Reaching the Clearing at the End of the Tenure Track

March 16, 2014
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Attention conservation notice: Navel-gazing by a middle-aged academic. I got tenure a few weeks ago. (Technically it takes effect in July.) The feedback from the department and university which accompanied the decision was gratifyingly positive, a...

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No Pressure Here

March 16, 2014
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No Pressure Here

This post might make me sound a little grumpy. I hope not. Anyway, here goes.Comments that are posted on this blog come to me by email for "approval" prior to posting. This is standard practice, and believe me, you wouldn't want t see some of the spam ...

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Research on the Interpretation of Confidence Intervals

March 15, 2014
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Research on the Interpretation of Confidence Intervals

Like a lot of others, I follow Andrew Gelman's blog with great interest, and today I was especially pleased to see this piece relating to a recent study on the extent to which researchers do or do not interpret confidence intervals correctly.If you've ...

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Problematic interpretations of confidence intervals

March 15, 2014
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Rink Hoekstra writes: A couple of months ago, you were visiting the University of Groningen, and after the talk you gave there I spoke briefly with you about a study that I conducted with Richard Morey, Jeff Rouder and Eric-Jan Wagenmakers. In the study, we found that researchers’  knowledge of how to interpret a confidence interval […]The post Problematic interpretations of confidence intervals appeared first on Statistical Modeling, Causal Inference, and…

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Why the wealthiest countries are also the most open with their data – Washington Post

March 15, 2014
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Why the wealthiest countries are also the most open with their data – Washington Post

From: http://www.washingtonpost.com/blogs/wonkblog/wp/2014/03/14/why-the-wealthiest-countries-are-also-the-most-open-with-their-data/?tid=hpModule_79c38dfc-8691-11e2-9d71-f0feafdd1394BY EMILY BADGERMarch 14 at 1:29 pmThe Oxford Internet Insti...

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Recently in the sister blog

March 15, 2014
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Recently in the sister blog

This would make Jean Piaget very happy: CenturyLink Arena in Boise, also home to the Idaho Stampede of the NBA’s D-League, is facing a potential class-action lawsuit from four fans, alleging that the arena management company defrauded fans by offering taller-but-thinner large-size cups that hold the same 16 ounces as the shorter, wider small. “While […]The post Recently in the sister blog appeared first on Statistical Modeling, Causal Inference, and…

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Bayesian estimation and precision as the goal for data collection (expanded)

March 15, 2014
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Precision as the goal for data collection, talk at U.C. Irvine, March 14, 2014.Part 1: Rejecting null is not enough, also need estimate and precision. Bayesian estimation supersedes confidence intervals and "the new statistics". Part 2: Two Bayesian w...

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Seminars by the Number – Redux

March 14, 2014
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Seminars by the Number – Redux

In my second post on this blog, just over three years ago, I took a shot at seminars - economics seminars in particular. There's nothing there that I want to retract. I still remain bemused by the duration of economics seminars; the time that's wasted ...

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