The posterior distribution of the likelihood ratio as a summary of evidence

June 9, 2015
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Gabriel Marinello writes: I am a PhD student in Astrophysics and am writing this email to you because an enquiry about point null hypothesis testing (H0: Theta = Theta0 and H1: Theta != Theta0) in a bayesian context and I think that your pragmatic stance would be helpful. In Astrophysics is not rare to find […] The post The posterior distribution of the likelihood ratio as a summary of evidence…

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Mosquito, shoebox, and an ingenious apartment design

June 9, 2015
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Mosquito, shoebox, and an ingenious apartment design

First, I saw Alberto tweet his design for the Wall Street Journal (below is the English version): The yellow space is the size of the smallest "livable" apartment in Hong Kong, known as the "mosquito" apartment. Livability is defined by...

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Using system and web fonts in R plots

June 9, 2015
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Using system and web fonts in R plots

The forthcoming R Journal has an interesting article on the showtext package by Yixuan Qiu. The package allows me to use system and web fonts directly in R plots, reminding me a little of the approach taken by XeLaTeX. But "unlike other methods to embe...

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I’m a data scientist – mind if I do surgery on your heart?

June 8, 2015
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There has been a lot of recent interest from scientific journals and from other folks in creating checklists for data science and data analysis. The idea is that the checklist will help prevent results that won't reproduce or replicate from the literature. One analogy that I'm frequently hearing is the analogy with checklists for surgeons that can

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Summer dataviz workshop to start July 1

June 8, 2015
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Registration is open for my dataviz workshop at NYU. (link) This is a workshop in the sense of a creative writing workshop. Your "writing" are sketches of data visualization based on your selected datasets. In class, we critique all of...

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Survival of the fittest (health economic model)

June 8, 2015
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Survival of the fittest (health economic model)

To make up for the fact that we've missed a couple of slots over the past months in our seminar series, we thought we organised a more structured event. So, our next seminar will in fact be a workshop and will be held at UCL on 7 July from 1.30pm ...

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“The psychologists are getting a hard time for doing what they do, whereas people doing real harm to society are happily roaming around like free range chicken”

June 8, 2015
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“The psychologists are getting a hard time for doing what they do, whereas people doing real harm to society are happily roaming around like free range chicken”

Shravan Vasishth writes: At least people like Amy Cuddy are just doing bullshit research that’s harmless (after all, raising your arms up high before an interview is unlikely to hurt society much). But check out this MIT “Professor” explaining the “statistically significant” autism-vaccine “connection”: She even takes a notorious, fraudulent, and retracted Lancet article as […] The post “The psychologists are getting a hard time for doing what they do,…

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Video seminar

June 8, 2015
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Later this week, I'm off to Madrid to examine a PhD candidate at UNED (that's the Spanish Open University). This is interesting work on probabilistic network for health economic evaluation, so it should be good.As part of my trip, I'll also give a...

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On deck this week

June 8, 2015
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Mon: “The psychologists are getting a hard time for doing what they do, whereas people doing real harm to society are happily roaming around like free range chicken” Tues: The posterior distribution of the likelihood ratio as a summary of evidence Wed: “Best Linear Unbiased Prediction” is exactly like the Holy Roman Empire Thurs: Applied […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Fit a circle to data

June 8, 2015
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Fit a circle to data

I still remember the first time I was asked to "consult" on a statistical problem. A former physics professor had some students who had gathered data that should lie along an arc of a theoretical circle. The professor asked if there was a regression technique that could find the center […] The post Fit a circle to data appeared first on The DO Loop.

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Econometric Seasonality Research is Back

June 7, 2015
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Seasonality research is back! Well, at least a bit.I recall heady earlier days, with classic work like Granger's typical spectral shape, mutiplicative seasonal Box-Jenkins and the airline model, Nerlove's unobserved-components models and Harvey's basic...

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What to do to train to apply statistical models to political science and public policy issues

June 7, 2015
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Taylor Good writes: I am a graduate of a state school with a BS in Math and a BA in Political Science, and I was wondering if you could give me some career advice. Knowing how you got to where you are now, what path would you advise someone to take to get to where […] The post What to do to train to apply statistical models to political science…

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European debt and interest

June 7, 2015
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European debt and interest

I was told the Eurostat package would be interesting for me.  This is indeed true and now I want to use it to plot some data which are related core of some of the European policies; debt.In these plots I only show individual countries, not aggrega...

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36-402, Advanced Data Analysis, Spring 2015: Self-Evaluation and Lessons Learned

June 7, 2015
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Attention conservation notice: 2000+ words of academic navel-gazing about teaching a weird class in an obscure subject at an unrepresentative school; also, no doubt, more complacent than it ought to be. Once again, it's the brief period between submi...

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Statistical Calculations & Numerical Accuracy

June 6, 2015
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Statistical Calculations & Numerical Accuracy

This post is for those readers who're getting involved with economic statistics for the first time. Basically, it serves as a warning that sometimes the formulae that you learn about have to be treated with care when it comes to the actual numerical im...

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Books to Read While the Algae Grow in Your Fur, May 2015

June 6, 2015
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Attention conservation notice: I have no taste. Cixin Liu, The Three-Body Problem (translated by Ken Liu [no relation]) A really remarkably engrossing novel of first contact. (I will refer you to James Nicoll for plot summary.) As a novel of first...

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“History is the prediction of the present”

June 6, 2015
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Ethan Bolker sent me an email with the above title and wrote: That’s the first sentence of a Louis Menand book review in the March 30 New Yorker. It touches on some ideas you play with. If you haven’t seen it, you might put it on your (long?) queue of things to read, maybe blog […] The post “History is the prediction of the present” appeared first on Statistical Modeling,…

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Big Data and Official Statistics

June 5, 2015
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Big Data and Official Statistics

  Big Data is THE topic of the freshly published Statistical Journal of the IAOS – Volume 31, issue 2. . Five articles deal with Big-Data topics: International collaboration to understand the relevance of Big Data for official statistics Web scraping techniques to collect data on consumer electronics and airfares for Italian HICP compilation The production of … Continue reading Big Data and Official Statistics

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Should you get the blood transfusion?

June 5, 2015
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Gur Huberman writes: Apropos Ethics & Logistic Regression, the piece you wrote with Madigan: In late 2001 I [Gur] broke my femur trying to rollerblade with my daughter. (No IQ award for that.) I had surgery and my recovery was slow. Every time I tried to get on crutches I’d collapse and faint. Diagnosis: Anemia. […] The post Should you get the blood transfusion? appeared first on Statistical Modeling, Causal…

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New package for image processing in R

June 5, 2015
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New package for image processing in R

[update: imager is now on CRAN. install via install.packages(“imager”)] I’ve written a package for image processing in R, with the goal of providing a fast API in R that lets you do things in C++ if you need to. The package is called imager, and it’ on Github. The whole thing is based on CImg, […]

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A quick one

June 5, 2015
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Fabio Rojas asks: Should I do Bonferroni adjustments? Pros? Cons? Do you have a blog post on this? Most social scientists don’t seem to be aware of this issue. My short answer is that if you’re fitting mutlilevel models, I don’t think you need mu...

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What Would Replication Research Under an Error Statistical Philosophy Be?

June 4, 2015
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What Would Replication Research Under an Error Statistical Philosophy Be?

Around a year ago on this blog I wrote: “There are some ironic twists in the way psychology is dealing with its replication crisis that may well threaten even the most sincere efforts to put the field on firmer scientific footing” That’s philosopher’s talk for “I see a rich source of problems that cry out […]

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Logit, Probit, & Heteroskedasticity

June 4, 2015
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Logit, Probit, & Heteroskedasticity

I've blogged previously about specification testing in the context of Logit and Probit models. For instance, see here and here. Testing for homoskedasticity in these models is especially important, for reasons that are outlined in t...

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