Three ways to present a probability forecast, and I only like one of them

October 20, 2014
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Three ways to present a probability forecast, and I only like one of them

To the nearest 10%: To the nearest 1%: To the nearest 0.1%: I think the National Weather Service knows what they’re doing on this one. The post Three ways to present a probability forecast, and I only like one of them appeared first on Statist...

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On deck this week

October 20, 2014
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Mon: Three ways to present a probability forecast, and I only like one of them Tues: Try a spaghetti plot Wed: I ain’t got no watch and you keep asking me what time it is Thurs: Some questions from our Ph.D. statistics qualifying exam Fri: Solution to the helicopter design problem Sat: Solution to the […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Compute the log-determinant of an arbitrary matrix

October 20, 2014
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Compute the log-determinant of an arbitrary matrix

A few years ago I wrote an article that shows how to compute the log-determinant of a covariance matrix in SAS. This computation is often required to evaluate a log-likelihood function. My algorithm used the ROOT function in SAS/IML to compute a Cholesky decomposition of the covariance matrix. The Cholesky […]

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Compute the log-determinant of an arbitrary matrix

October 20, 2014
By
Compute the log-determinant of an arbitrary matrix

A few years ago I wrote an article that shows how to compute the log-determinant of a covariance matrix in SAS. This computation is often required to evaluate a log-likelihood function. My algorithm used the ROOT function in SAS/IML to compute a Cholesky decomposition of the covariance matrix. The Cholesky […]

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hts with regressors

October 20, 2014
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hts with regressors

The hts package for R allows for forecasting hierarchical and grouped time series data. The idea is to generate forecasts for all series at all levels of aggregation without imposing the aggregation constraints, and then to reconcile the forecasts so they satisfy the aggregation constraints. (An introduction to reconciling hierarchical and grouped time series is […]

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The VIS Sports Authority

October 19, 2014
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The VIS Sports Authority

When you think of a conference, does sitting around a lot come to mind? Lots of food? Bad coffee? No time to work out? For the first time in VIS history, there will be a way to exercise your body, not just your mind. The VIS Sports Authority, which is totally an official thing that I didn’t just make up, will kick your ass at VIS 2014.

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“Your Paper Makes SSRN Top Ten List”

October 19, 2014
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I received the following email from the Social Science Research Network, which is a (legitimate) preprint server for research papers: Dear Andrew Gelman: Your paper, “WHY HIGH-ORDER POLYNOMIALS SHOULD NOT BE USED IN REGRESSION DISCONTINUITY DESIGNS”, was recently listed on SSRN’s Top Ten download list for: PSN: Econometrics, Polimetrics, & Statistics (Topic) and Political Methods: […] The post “Your Paper Makes SSRN Top Ten List” appeared first on Statistical Modeling,…

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Tuning Laplaces Demon II

October 19, 2014
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Tuning Laplaces Demon II

I am continuing with my trying all algorithms of Laplaces Demon. It is actually quite a bit more work than I expected but I do find that some of the things get clearer. Now that I am close to the end of calculating this second batch I learned that ther...

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PhilStat/Law: Nathan Schachtman: Acknowledging Multiple Comparisons in Statistical Analysis: Courts Can and Must

October 19, 2014
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PhilStat/Law: Nathan Schachtman: Acknowledging Multiple Comparisons in Statistical Analysis: Courts Can and Must

The following is from Nathan Schachtman’s legal blog, with various comments and added emphases (by me, in this color). He will try to reply to comments/queries. “Courts Can and Must Acknowledge Multiple Comparisons in Statistical Analyses” Nathan Schachtman, Esq., PC * October 14th, 2014 In excluding the proffered testimony of Dr. Anick Bérard, a Canadian perinatal […]

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Hoe noem je?

October 18, 2014
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Haynes Goddard writes: Reviewing my notes and books on categorical data analysis, the term “nominal” is widely employed to refer to variables without any natural ordering. I was a language major in UG school and knew that the etymology of nominal is the Latin word nomen (from the Online Etymological Dictionary: early 15c., “pertaining to […] The post Hoe noem je? appeared first on Statistical Modeling, Causal Inference, and Social…

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Econometric Research Resources

October 17, 2014
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Econometric Research Resources

The following page, put together by John Kane at the Department of Economics, SUNY-Oswego, has some very useful links for econometrics students and researchers: Econometric Research Resources. © 2014, David E. Giles

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Bayes Rule in an animated gif

October 17, 2014
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Bayes Rule in an animated gif

Say Pr(A)=5% is the prevalence of a disease (% of red dots on top fig). Each individual is given a test with accuracy Pr(B|A)=Pr(no B| no A) = 90% .  The O in the middle turns into an X when the test fails. The rate of Xs is 1-Pr(B|A). We want to know the probability

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How do companies use Bayesian methods?

October 17, 2014
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Jason May writes: I’m in Northwestern’s Predictive Analytics grad program. I’m working on a project providing Case Studies of how companies use certain analytic processes and want to use Bayesian Analysis as my focus. The problem: I can find tons of work on how one might apply Bayesian Statistics to different industries but very little […] The post How do companies use Bayesian methods? appeared first on Statistical Modeling, Causal…

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Wolfram’s Rule 30 in SAS

October 17, 2014
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Wolfram’s Rule 30 in SAS

My previous blog post describes how to implement Conway's Game of Life by using the dynamically linked graphics in SAS/IML Studio. But the Game of Life is not the only kind of cellular automata. This article describes a system of cellular automata that is known as Wolfram's Rule 30. In […]

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Creating the field of evidence based data analysis – do people know what a p-value looks like?

October 16, 2014
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In the medical sciences, there is a discipline called "evidence based medicine". The basic idea is to study the actual practice of medicine using experimental techniques. The reason is that while we may have good experimental evidence about specific medicines or practices, the global behavior and execution of medical practice may also matter. There have been

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Prediction Market Project for the Reproducibility of Psychological Science

October 16, 2014
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Anna Dreber Almenberg writes: The second prediction market project for the reproducibility project will soon be up and running – please participate! There will be around 25 prediction markets, each representing a particular study that is currently being replicated. Each study (and thus market) can be summarized by a key hypothesis that is being tested, which […] The post Prediction Market Project for the Reproducibility of Psychological Science appeared first on…

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Dear Laboratory Scientists: Welcome to My World

October 15, 2014
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Consider the following question: Is there a reproducibility/replication crisis in epidemiology? I think there are only two possible ways to answer that question: No, there is no replication crisis in epidemiology because no one ever believes the result of an epidemiological study unless it has been replicated a minimum of 1,000 times in every possible

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Beware Graphical Networks from Rating Scales without Concrete Referents

October 15, 2014
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Beware Graphical Networks from Rating Scales without Concrete Referents

We think of latent variables as hidden causes for the correlations among observed measures and rely on factor analysis to reveal the underlying structure. In a previous post, I borrowed an alternative metaphor from the R package qgraph and produce...

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a bootstrap likelihood approach to Bayesian computation

October 15, 2014
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a bootstrap likelihood approach to Bayesian computation

This paper by Weixuan Zhu, Juan Miguel Marín [from Carlos III in Madrid, not to be confused with Jean-Michel Marin, from Montpellier!], and Fabrizio Leisen proposes an alternative to our 2013 PNAS paper with Kerrie Mengersen and Pierre Pudlo on empirical likelihood ABC, or BCel. The alternative is based on Davison, Hinkley and Worton’s (1992) […]

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Statistical Communication and Graphics Manifesto

October 15, 2014
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Statistical Communication and Graphics Manifesto

Statistical communication includes graphing data and fitted models, programming, writing for specialized and general audiences, lecturing, working with students, and combining words and pictures in different ways. The common theme of all these interactions is that we need to consider our statistical tools in the context of our goals. Communication is not just about conveying […] The post Statistical Communication and Graphics Manifesto appeared first on Statistical Modeling, Causal Inference,…

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My course on Statistical Communication and Graphics

October 15, 2014
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My course on Statistical Communication and Graphics

We will study and practice many different aspects of statistical communication, including graphing data and fitted models, programming in Rrrrrrrr, writing for specialized and general audiences, lecturing, working with students and colleagues, and combining words and pictures in different ways. You learn by doing: each week we have two classes that are full of student […] The post My course on Statistical Communication and Graphics appeared first on Statistical Modeling,…

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The Fault in Our Stars: It’s even worse than they say

October 15, 2014
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The Fault in Our Stars:  It’s even worse than they say

In our recent discussion of publication bias, a commenter link to a recent paper, “Star Wars: The Empirics Strike Back,” by Abel Brodeur, Mathias Le, Marc Sangnier, Yanos Zylberberg, who point to the notorious overrepresentation in scientific publications of p-values that are just below 0.05 (that is, just barely statistically significant at the conventional level) […] The post The Fault in Our Stars: It’s even worse than they say appeared…

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Chatting with Facebook scientists about charting

October 15, 2014
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Chatting with Facebook scientists about charting

I had the pleasure of visiting the Facebook data science team last week, and we spent some time chatting about visual communication, something they care as much about as I do. Solomon reported about our conversation in this blog post....

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