Interactive visualization of non-linear logistic regression decision boundaries with Shiny

July 24, 2014
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Interactive visualization of non-linear logistic regression decision boundaries with Shiny

(skip to the shiny app) Model building is very often an iterative process that involves multiple steps of choosing an algorithm and hyperparameters, evaluating that model / cross validation, and optimizing the hyperparameters. I find a great aid in this process, for classification tasks, is not only to keep track of the accuracy across models, »more

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If it was good enough for Martin Luther King and Laurence Tribe . . .

July 24, 2014
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People keep pointing me to this. P.S. I miss the old days when people would point me to bad graphs. The post If it was good enough for Martin Luther King and Laurence Tribe . . . appeared first on Statistical Modeling, Causal Inference, and Social Scie...

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NFL players keep getting bigger and bigger

July 24, 2014
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NFL players keep getting bigger and bigger

Aleks points us to this beautiful dynamic graph by Noah Veltman showing the heights and weights of NFL players over time. The color is pretty but I think I’d prefer something simpler, just one dot per player (with some jittering to handle the discrete reporting of heights and weights). In any case, it’s a great […] The post NFL players keep getting bigger and bigger appeared first on Statistical Modeling,…

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Putting Data Into Context

July 24, 2014
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Putting Data Into Context

Raw numbers are easy to report and analyze, but without the proper context, they can be misleading. Is the effect you’re seeing real, or a simple result of the underlying, obvious distribution? Too many analyses and news stories end up reporting things we already know. This is a particular issue with data that has a […]

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Coherent population forecasting using R

July 24, 2014
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Coherent population forecasting using R

This is an example of how to use the demography package in R for stochastic population forecasting with coherent components. It is based on the papers by Hyndman and Booth (IJF 2008) and Hyndman, Booth and Yasmeen (Demography 2013). I will use Australian data from 1950 to 2009 and forecast the next 50 years. In demography, “coherent” forecasts are where male and females (or other sub-groups) do not diverge over…

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Making random draws from an arbitrarily defined pdf

July 23, 2014
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Making random draws from an arbitrarily defined pdf

I recently found myself in need of a function to sample randomly from an arbitrarily defined probability density function. An excellent post by Quantitations shows how to accomplish this using some of Rs fairly sophisticated functional approximation to...

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Continued:”P-values overstate the evidence against the null”: legit or fallacious?

July 23, 2014
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Continued:”P-values overstate the evidence against the null”: legit or fallacious?

Since the comments to my previous post are getting too long, I’m reblogging it here to make more room. I say that the issue raised by J. Berger and Sellke (1987) and Casella and R. Berger (1987) concerns evaluating the evidence in relation to a given hypothesis (using error probabilities). Given the information that this hypothesis H* was randomly […]

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Uncovering the Preferences Shaping Consumer Data: Matrix Factorization

July 23, 2014
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Uncovering the Preferences Shaping Consumer Data: Matrix Factorization

How do you limit your search when looking for a hotel? Those trying to save money begin with price. Members of hotel reward programs focus on their brand. At other times, location is first to narrow our consideration set. What does hotel search re...

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A world without statistics

July 23, 2014
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A reporter asked me for a quote regarding the importance of statistics. But, after thinking about it for a moment, I decided that statistics isn’t so important at all. A world without statistics wouldn’t be much different from the world we have now. What would be missing, in a world without statistics? Science would be […] The post A world without statistics appeared first on Statistical Modeling, Causal Inference, and…

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General statistical education is an utter failure

July 23, 2014
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As if we need more evidence. The statistics community loves to think of our subject as highly practical and relevant to the general population. And this is true. The average person has a poor grasp of basic statistical thinking, even if he or she has taken one or more statistics courses. This is true, yet many in our community are in denial. Chapter 1 of Numbers Rule Your World deals…

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Computing prediction ellipses from a covariance matrix

July 23, 2014
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Computing prediction ellipses from a covariance matrix

In a previous blog post, I showed how to overlay a prediction ellipse on a scatter plot in SAS by using the ELLIPSE statement in PROC SGPLOT. The ELLIPSE statement draws the ellipse by using a standard technique that assumes the sample is bivariate normal. Today's article describes the technique […]

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Plotting the characteristic roots for ARIMA models

July 23, 2014
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Plotting the characteristic roots for ARIMA models

When modelling data with ARIMA models, it is sometimes useful to plot the inverse characteristic roots. The following functions will compute and plot the inverse roots for any fitted ARIMA model (including seasonal models). # Compute AR roots arroots <- function(object) { if(class(object) != "Arima" & class(object) != "ar") stop("object must be of class Arima or ar") if(class(object) == "Arima") parvec <- object$model$phi else parvec <- object$ar if(length(parvec) > 0)…

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Dr Nic goes to ICOTS9

July 23, 2014
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Dr Nic goes to ICOTS9

I had a great time at ICOTS9. Academic conferences are a bit of a lottery, but ICOTS is two for two for me. Both ICOTS8 and ICOTS9 were winners – enjoyable, interesting and inspiring.  I’ve just returned from ICOTS9 in … Continue reading →

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Chinese Diebold-Rudebusch Yield Curve Modeling and Forecasting

July 22, 2014
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Chinese Diebold-Rudebusch Yield Curve Modeling and Forecasting

A Chinese edition of Diebold-Rudebusch, Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach, just arrived. (I'm traveling -- actually at IMF talking about Diebold-Rudebusch among other things -- but Glenn informed me that he r...

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Battle of the cozy comedians: What’s Alan Bennett’s problem with Stewart Lee?

July 22, 2014
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Battle of the cozy comedians:  What’s Alan Bennett’s problem with Stewart Lee?

When in London awhile ago I picked up the book, “How I Escaped My Certain Fate: The Life and Deaths of a Stand-Up Comedian,” by Stewart Lee. I’d never heard of the guy but the book was sitting there, it had good blurbs, and from a quick flip-through it looked interesting. Now that I’ve read […] The post Battle of the cozy comedians: What’s Alan Bennett’s problem with Stewart Lee?…

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Notes from the 2nd R in Insurance Conference

July 22, 2014
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Notes from the 2nd R in Insurance Conference

The 2nd R in Insurance conference took place last Monday, 14 July, at Cass Business School London. This one-day conference focused once more on applications in insurance and actuarial science that use R. Topics covered included reserving, pricing, loss...

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Reanalyzing the Schnall/Johnson “cleanliness” data sets: New insights from Bayesian and robust approaches

July 22, 2014
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[mathjax] I want to present a re-analysis of the raw data from two studies that investigated whether physical cleanliness reduces the severity of moral judgments – from the original study (n = 40; Schnall, Benton, & Harvey, 2008), and from a ...

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#HIBAR: Why Using Age as a Proxy for Testosterone is a Bad Deal.

July 22, 2014
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This is a post-publication peer review (HIBAR: “Had I Been A Reviewer”) of the following paper: Levi, M., Li, K., & Zhang, F. (2010). Deal or no deal: Hormones and the mergers and acquisitions game. Management Science 56, 1462 -1483. A ...

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More on Step-(Un)Wise Regression and Pre-Testing

July 21, 2014
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More on Step-(Un)Wise Regression and Pre-Testing

I've been meaning to do a decent post on Pre-test Estimation for some time. It just hasn't happened!The general issue of pre-testing came up in my recent post on Step-Wise Regression, (I prefer the term, "Step-Unwise Regression"). I want to add a few t...

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UseR 2014, days 3-4

July 21, 2014
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UseR 2014, days 3-4

Three weeks ago, I’d commented on the first two days of the UseR 2014 conference. I’m finally back to talk about the second half. Dirk Eddelbuettel on Rcpp Dirk Eddelbuettel gave a keynote on Rcpp [slides]. The goal of Rcpp is to have “the speed of C++ with the ease and clarity of R.” He […]

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Skepticism about a published claim regarding income inequality and happiness

July 21, 2014
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Frank de Libero writes: I read your Chance article (disproving that no one reads Chance!) re communicating about flawed psychological research. And I know from your other writings of your continuing good fight against misleading quantitative work. I think you and your students might be interested on my recent critique of a 2011 paper published […] The post Skepticism about a published claim regarding income inequality and happiness appeared first…

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Les anniversaires de vos amis sur Facebook

July 21, 2014
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Les anniversaires de vos amis sur Facebook

J’ai découvert avec un peu de retard le joli billet Les anniversaires de vos amis sur Facebook, qui tentait de répondre à la question Si je possède  amis, quelle est la probabilité qu’il y ait au moins un jour dans l’année où je n’ai pas d’anniversaire à souhaiter ? Ce problème, on peut aussi l’analyses en posant plutôt la question suivante, Il y a en tout 365 jours dans une année. Combien d’amis…

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On deck this week

July 21, 2014
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Mon: Skepticism about a published claim regarding income inequality and happiness Tues: Battle of the cozy comedians: What’s Alan Bennett’s problem with Stewart Lee? Wed: A world without statistics Thurs: NFL players keep getting bigger and big...

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