Any P-Value Distinguishable from Zero is Insufficiently Informative

May 23, 2015
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Any P-Value Distinguishable from Zero is Insufficiently Informative

\[ \newcommand{\Prob}[1]{\mathbb{P}\left( #1 \right)} \newcommand{\Probwrt}[2]{\mathbb{P}_{#1}\left( #2 \right)} \newcommand{\Var}[1]{\mathrm{Var}\left[ #1 \right]} \] Attention conservation notice: 4900+ words, plus two (ugly) pictures and many equations, on a common mis-understanding in statistics. Veers wildly between baby stats. and advanced probability theory, without explaining either. Its efficacy at remedying the confusion it attacks has not been evaluated by a randomized controlled trial. After ten years of teaching statistics, I feel pretty confident in saying…

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My favorite R bug

May 23, 2015
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My favorite R bug

In this note am going to recount “my favorite R bug.” It isn’t a bug in R. It is a bug in some code I wrote in R. I call it my favorite bug, as it is easy to commit and (thanks to R’s overly helpful nature) takes longer than it should to find. The … Continue reading My favorite R bug → Related posts: My Favorite Graphs Random Test/Train…

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Kaiser’s beef

May 23, 2015
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Kaiser’s beef

The Numbersense guy writes in: Have you seen this? It has one of your pet peeves… let’s draw some data-driven line in the categorical variable and show significance. To make it worse, he adds a final paragraph saying essentially this is just a silly exercise that I hastily put together and don’t take it seriously! […] The post Kaiser’s beef appeared first on Statistical Modeling, Causal Inference, and Social Science.

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No Hesitations is Not a Phishing Site!

May 23, 2015
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Google's "automatic system" a few days ago "determined" that No Hesitations (fxdiebold.blogspot.com) was a phishing site. (Phishing sites attempt to scam users into revealing credit card numbers, etc. No Hesitations is not a phishing site! Indeed ...

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Parametric Inference: Likelihood Ratio Test Problem 2

May 23, 2015
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Parametric Inference: Likelihood Ratio Test Problem 2

More on Likelihood Ratio Test, the following problem is originally from Casella and Berger (2001), exercise 8.12.ProblemFor samples of size $n=1,4,16,64,100$ from a normal population with mean $\mu$ and known variance $\sigma^2$, plot the power functio...

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Maximum Likelihood Estimation & Inequality Constraints

May 23, 2015
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Maximum Likelihood Estimation & Inequality Constraints

This post is prompted by a question raised by Irfan, one of this blog's readers, in some email correspondence with me a while back.The question was to do with imposing inequality constraints on the parameter estimates when applying maximum likelihood e...

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

May 23, 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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Simulation-based power analysis using proportional odds logistic regression

May 22, 2015
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Simulation-based power analysis using proportional odds logistic regression

Consider planning a clinicial trial where patients are randomized in permuted blocks of size four to either a 'control' or 'treatment' group. The outcome is measured on an 11-point ordinal scale (e.g., the numerical rating scale for pain). It may be reasonable to evaluate the results of this trial using a proportional odds cumulative logit […]

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R Now Contains 150 Times as Many Commands as SAS

May 22, 2015
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R Now Contains 150 Times as Many Commands as SAS

by Bob Muenchen In my ongoing quest to analyze the world of analytics, I’ve updated the Growth in Capability section of The Popularity of Data Analysis Software. To save you the trouble of foraging through that tome, I’ve pasted it below. … Continue reading →

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John Lott as possible template for future career of “Bruno” Lacour

May 22, 2015
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John Lott as possible template for future career of “Bruno” Lacour

The recent story about the retracted paper on political persuasion reminded me of the last time that a politically loaded survey was discredited because the researcher couldn’t come up with the data. I’m referring to John Lott, the “economist, political commentator, and gun rights advocate” (in the words of Wikipedia) who is perhaps more well […] The post John Lott as possible template for future career of “Bruno” Lacour appeared…

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Should I tell students that the maximum score in the class is 137?

May 22, 2015
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This op-ed by Richard Thaler caught my attention because I have a similar experience. In my statistics classes, I have noticed a pattern: if the mid-term exam is hard, with a lower average score (say 75-80%), the students look crestfallen and feel that they did not learn; eventually, when it comes to evaluating the instructor, I receive lower grades, with comments indicating that I have not taught them properly to…

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Creativity is the ability to see relationships where none exist

May 22, 2015
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Creativity is the ability to see relationships where none exist

Brent Goldfarb and Andrew King, in a paper to appear in the journal Strategic Management, write: In a recent issue of this journal, Bettis (2012) reports a conversation with a graduate student who forthrightly announced that he had been trained by faculty to “search for asterisks”. The student explained that he sifted through large databases […] The post Creativity is the ability to see relationships where none exist appeared first…

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Weggy update: it just gets sadder and sadder

May 21, 2015
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Uh oh, lots on research misconduct lately. Newest news is that noted Wikipedia-lifter Ed Wegman sued John Mashey, one of his critics, for $2 million dollars. Then he backed down and decided not to sue after all. Best quote from Mashey’s write-up: None of this made any sense to me, but then I am no […] The post Weggy update: it just gets sadder and sadder appeared first on Statistical…

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Bayes 2015

May 21, 2015
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Bayes 2015

This week I'm in Basel for Bayes 2015. As usual lots of interesting talks and a very healthy mix of perspectives $-$ if perhaps a bit less so than usual in terms of topics. I like this conference as it's always very helpful to get interesting ideas $-$...

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Can talk therapy halve the rate of cancer recurrence? How to think about the statistical significance of this finding? Is it just another example of the garden of forking paths?

May 21, 2015
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James Coyne (who we last encountered in the sad story of Ellen Langer) writes: I’m writing to you now about another matter about which I hope you will offer an opinion. Here is a critique of a study, as well as the original study that claimed to find an effect of group psychotherapy on time […] The post Can talk therapy halve the rate of cancer recurrence? How to think…

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Parametric Inference: Likelihood Ratio Test Problem 1

May 21, 2015
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Another post for mathematical statistics, the problem below is originally from Casella and Berger (2001) (see Reference 1), exercise 8.6. ProblemSuppose that we have two independent random samples $X_1,\cdots, X_n$ are exponential($\theta$), and $Y_1,\...

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BREAKING . . . Princeton decides to un-hire Kim Jong-Un for tenure-track assistant professorship in aeronautical engineering

May 21, 2015
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BREAKING . . . Princeton decides to un-hire Kim Jong-Un for tenure-track assistant professorship in aeronautical engineering

Full story here. Here’s the official quote: As you’ve correctly noted, at this time the individual is not a Princeton University employee. We will review all available information and determine next steps. And here’s what Kim has to say: I’m gathering evidence and relevant information so I can provide a single comprehensive response. I will […] The post BREAKING . . . Princeton decides to un-hire Kim Jong-Un for tenure-track…

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Bond Yields, Macro Fundamentals, and Policy

May 20, 2015
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Greetings my friends from Eurovision in Vienna. Yes, OK, that's not exactly the real reason I'm here, but still...As I said in an earlier post that stressed DNS/AFNS yield-curve modeling with the zero lower bound imposed, "although ...

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A Pleasant Surprise

May 20, 2015
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A Pleasant Surprise

I could scarcely believe my good fortune when I opened the following email earlier today:Dear Dr Giles,Congratulations, your paper “Being ‘in’ assessment: The ontological layer(ing) of assessment practice” published in Journal of Applied R...

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“In my previous post on the topic, I expressed surprise at the published claim but no skepticism”

May 20, 2015
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“In my previous post on the topic, I expressed surprise at the published claim but no skepticism”

Don’t believe everything you read in the tabloids, that’s for sure. P.S. I googled to see what else was up with this story and found this article which reported that someone claimed that Don Green’s retraction (see above link for details) was the first for political science. I guess it depends on how you define […] The post “In my previous post on the topic, I expressed surprise at the…

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EuroVis Running Club

May 20, 2015
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I’m organizing a very informal running club at EuroVis next week. If you’re attending the conference, don’t forget to bring your running shoes and leave your excuses at home. This is even less organized than than the VIS running club. I’m not going to have you fill out a form. Instead, just drop me an … Continue reading EuroVis Running Club

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Clusters Powerful Enough to Generate Their Own Subspaces

May 20, 2015
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Clusters Powerful Enough to Generate Their Own Subspaces

Cluster are groupings that have no external label. We start with entities described by a set of measurements but no rule for sorting them by type. Mixture modeling makes this point explicit with its equation showing how each measurement is an independe...

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Is it species or is it batch? They are confounded, so we can’t know

May 20, 2015
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In a 2005 OMICS paper, an analysis of human and mouse gene expression microarray measurements from several tissues led the authors to conclude that "any tissue is more similar to any other human tissue examined than to its corresponding mouse tissue". Note that this was a rather surprising result given how similar tissues are between species.

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