Not So Standard Deviations Episode 18 – Divide by n-1, or n-2, or Whatever

July 18, 2016
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Hilary and I talk about statistical software in fMRI analyses, the differences between software testing differences in proportions (a must listen!), and a preview of JSM 2016. Also, Hilary and I have just published a new book, Conversations on Data Sc...

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“Pointwise mutual information as test statistics”

July 17, 2016
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Christian Bartels writes: Most of us will probably agree that making good decisions under uncertainty based on limited data is highly important but remains challenging. We have decision theory that provides a framework to reduce risks of decisions under uncertainty with typical frequentist test statistics being examples for controlling errors in absence of prior knowledge. […] The post “Pointwise mutual information as test statistics” appeared first on Statistical Modeling, Causal…

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Mittag-Leffler function and probability distribution

July 17, 2016
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Mittag-Leffler function and probability distribution

The Mittag-Leffler function is a generalization of the exponential function. Since k!= Γ(k + 1), we can write the exponential function’s power series as and we can generalize this to the Mittag=Leffler function which reduces to the exponential function when α = β = 1. There are a few other values of α and β for […]

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You can post social science papers on the new SocArxiv

July 17, 2016
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I learned about it from this post by Elizabeth Popp Berman. The temporary SocArxiv site is here. It is connected to the Open Science Framework, which we’ve heard a lot about in discussions of preregistration. You can post your papers at SocArxiv right away following these easy steps: Send an email to the following address(es) […] The post You can post social science papers on the new SocArxiv appeared first…

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Bigmilk strikes again

July 16, 2016
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Bigmilk strikes again

The post Bigmilk strikes again appeared first on Statistical Modeling, Causal Inference, and Social Science.

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One-day workshop on causal inference (NYC, Sat. 16 July)

July 15, 2016
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James Savage is teaching a one-day workshop on causal inference this coming Saturday (16 July) in New York using RStanArm. Here’s a link to the details: One-day workshop on causal inference Here’s the course outline: How do prices affect sales? What is the uplift from a marketing decision? By how much will studying for an […] The post One-day workshop on causal inference (NYC, Sat. 16 July) appeared first on…

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Replin’ ain’t easy: My very first preregistration

July 15, 2016
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Replin’ ain’t easy:  My very first preregistration

I’m doing my first preregistered replication. And it’s a lot of work! We’ve been discussing this for awhile—here’s something I published in 2013 in response to proposals by James Moneghan and by Macartan Humphreys, Raul Sanchez de la Sierra, and Peter van der Windt for preregistration in political science, here’s a blog discussion (“Preregistration: what’s […] The post Replin’ ain’t easy: My very first preregistration appeared first on Statistical Modeling,…

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Finish line (nearly)

July 15, 2016
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Finish line (nearly)

We are very close to the finish line $-$ that's being able to finally submit the BCEA book to the editor (Springer).This has been a rather long journey, but I think the current version (I dread using the word "final" just yet...) is very good, I think....

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the curious incident of the inverse of the mean

July 14, 2016
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the curious incident of the inverse of the mean

A s I figured out while working with astronomer colleagues last week, a strange if understandable difficulty proceeds from the simplest and most studied statistical model, namely the Normal model x~N(θ,1) Indeed, if one reparametrises this model as x~N(υ⁻¹,1) with υ>0, a single observation x brings very little information about υ! (This is not a […]

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About that claim that police are less likely to shoot blacks than whites

July 14, 2016
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About that claim that police are less likely to shoot blacks than whites

Josh Miller writes: Did you see this splashy NYT headline, “Surprising New Evidence Shows Bias in Police Use of Force but Not in Shootings”? It’s actually looks like a cool study overall, with granular data, and a ton of leg work, and rich set of results that extend beyond the attention grabbing headline that is […] The post About that claim that police are less likely to shoot blacks than…

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Enriching mathematics with statistics

July 14, 2016
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Enriching mathematics with statistics

Statistics enriches everything! In many school systems in the world, subjects are taught separately. In primary school, children  learn reading and writing, maths and social studies at different times of the day. But more than that, many topics within subjects … Continue reading →

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The Bits Are Rotting in the State of Data Journalism

July 14, 2016
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The Bits Are Rotting in the State of Data Journalism

News articles are an incredibly important source of historical information. Online media and interactive pieces are much more at risk of breaking of disappearing, at least in theory. Well, it's not just theory. A quick look around shows a number of even fairly recent pieces in major publications that are broken today. The screenshot above is from … Continue reading The Bits Are Rotting in the State of Data Journalism

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Notes from the Kölner R meeting, 9 July 2016

July 13, 2016
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Notes from the Kölner R meeting, 9 July 2016

Last Thursday the Cologne R user group came together again. This time, our two speakers arrived from Bavaria, to talk about Spark and R Server.Introduction to Apache SparkDownload slidesDubravko Dulic gave an introduction to Apache Spark and why Spark ...

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Of polls and prediction markets: More on #BrexitFail

July 13, 2016
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Of polls and prediction markets:  More on #BrexitFail

David “Xbox poll” Rothschild and I wrote an article for Slate on how political prediction markets can get things wrong. The short story is that in settings where direct information is not easily available (for example, in elections where polls are not viewed as trustworthy forecasts, whether because of problems in polling or anticipated volatility […] The post Of polls and prediction markets: More on #BrexitFail appeared first on Statistical…

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Absorbing Markov chains in SAS

July 13, 2016
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Absorbing Markov chains in SAS

Last week I showed how to represent a Markov transition matrix in the SAS/IML matrix language. I also showed how to use matrix multiplication to iterate a state vector, thereby producing a discrete-time forecast of the state of the Markov chain system. This article shows that the expected behavior of […] The post Absorbing Markov chains in SAS appeared first on The DO Loop.

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I know you guys think I have no filter, but . . .

July 13, 2016
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. . . Someone sent me a juicy bit of news related to one of our frequent blog topics, and I shot back a witty response (or, at least, it seemed witty to me), but I decided not to post it here because I was concerned that people might take it as a personal attack […] The post I know you guys think I have no filter, but . .…

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Extending R

July 12, 2016
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Extending R

As I was previously unaware of this book coming up, my surprise and excitement were both extreme when I received it from CRC Press a few weeks ago! John Chambers, one of the fathers of S, precursor of R, had just published a book about extending R. It covers some reflections of the author on […]

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vtreat version 0.5.26 released on CRAN

July 12, 2016
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Win-Vector LLC, Nina Zumel and I are pleased to announce that ‘vtreat’ version 0.5.26 has been released on CRAN. ‘vtreat’ is a data.frame processor/conditioner that prepares real-world data for predictive modeling in a statistically sound manner. (from the package documentation) ‘vtreat’ is an R package that incorporates a number of transforms and simulated out of … Continue reading vtreat version 0.5.26 released on CRAN

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Some insider stuff on the Stan refactor

July 12, 2016
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From the stan-dev list, Bob wrote [and has since added brms based on comments; the * packages are ones that aren’t developed or maintained by the stan-dev team, so we only know what we hear from their authors]: The bigger picture is this, and you see the stan-dev/stan repo really spans three logical layers: stan […] The post Some insider stuff on the Stan refactor appeared first on Statistical Modeling,…

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It’s more important to know the source than the value of a number

July 12, 2016
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Here we go again. ABC News reported that Ricky Williams, former NFL star, proclaimed himself as holding "the world record for most times drug tested". (link) He said he was tested 500 times. During this 11-year career, Williams failed the test four times. So there is one thing we know - the drug testing regime is not much of a deterrent. Since the athlete knows when he is juicing or…

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Retro 1990s post

July 11, 2016
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Retro 1990s post

I have one more for you on the topic of jail time for fraud . . . Paul Alper points us to a news article entitled, “Michael Hubbard, Former Alabama Speaker, Sentenced to 4 Years in Prison.” From the headline this doesn’t seem like such a big deal, just run-of-the-mill corruption that we see all […] The post Retro 1990s post appeared first on Statistical Modeling, Causal Inference, and Social…

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MCMC effective sample size for difference of parameters (in Bayesian posterior distribution)

July 11, 2016
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MCMC effective sample size for difference of parameters (in Bayesian posterior distribution)

We'd like the MCMC representation of a posterior distribution to have large effective sample size (ESS) for the relevant parameters. (I recommend ESS > 10,000 for reasonably stable estimates of the limits of the 95% highest density interval.) In man...

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“Most notably, the vast majority of Americans support criminalizing data fraud, and many also believe the offense deserves a sentence of incarceration.”

July 11, 2016
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“Most notably, the vast majority of Americans support criminalizing data fraud, and many also believe the offense deserves a sentence of incarceration.”

Justin Pickett sends along this paper he wrote with Sean Roche: Data fraud and selective reporting both present serious threats to the credibility of science. However, there remains considerable disagreement among scientists about how best to sanction data fraud, and about the ethicality of selective reporting. OK, let’s move away from asking scientists. Let’s ask […] The post “Most notably, the vast majority of Americans support criminalizing data fraud, and…

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