A short taxonomy of Bayes factors

October 15, 2014
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[Update Oct 2014: Due to some changes to the Bayes factor calculator webpage, and as I understand BFs much better now, this post has been updated ...] I started to familiarize myself with Bayesian statistics. In this post I’ll show some insights ...

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Cellular automata and the Game of Life in SAS

October 15, 2014
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A colleague jokingly teases me whenever I write a blog that demonstrates how to write fun and exciting programs by using SAS software. "Why do you get to have all the fun?" he mock-chides. Today I'm ready to face his ribbing, because this article is about Conway's Game of Life […]

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Loi multinomiale et loi du chi-deux

October 15, 2014
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$\boldsymbol{N}=(N_{1},\cdots,N_{k})$

La semaine passée, en cours, j’avais rappelé que quand décrivait le compte de  variable multinomiales prenant modalités, la variable suit asymptotiquement une loi . Et plus généralement, on peut montrer que . Le soucis est que la matrice de variance covariance n’est pas la matrice identité. Pire que ça, elle n’est pas diagonale. Encore pire, elle n’est pas inversible. On ne peut alors pas utiliser le joli résultat qui nous…

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Congratulations to Dr Souhaib Ben Taieb

October 15, 2014
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Souhaib Ben Taieb has been awarded his doctorate at the Université libre de Bruxelles and so he is now officially Dr Ben Taieb! Although Souhaib lives in Brussels, and was a student at the Université libre de Bruxelles, I co-supervised his doctorate (along with Professor Gianluca Bontempi). Souhaib is the 19th PhD student of mine to […]

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I didn’t say that! Part 2

October 14, 2014
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Uh oh, this is getting kinda embarrassing. The Garden of Forking Paths paper, by Eric Loken and myself, just appeared in American Scientist. Here’s our manuscript version (“The garden of forking paths: Why multiple comparisons can be a problem, even when there is no ‘fishing expedition’ or ‘p-hacking’ and the research hypothesis was posited ahead […] The post I didn’t say that! Part 2 appeared first on Statistical Modeling, Causal…

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1 in 5 million

October 14, 2014
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Earlier today, I've got an email from UCL Library Services, telling me that our research publications repository (UCL Discovery) has "recently passed the exciting milestone of 5 million downloads".As it happens, the 5 million-th download was our paper ...

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Operate on the body of a file but not the header

October 14, 2014
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Sometimes you need to run some UNIX command on a file but only want to operate on the body of the file, not the header. Create a file called body somewhere in your \$PATH, make it executable, and add this to it:#!/bin/bashIFS= read -r headerprintf '%s\n...

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In one of life’s horrible ironies, I wrote a paper “Why we (usually) don’t have to worry about multiple comparisons” but now I spend lots of time worrying about multiple comparisons

October 14, 2014
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Exhibit A: [2012] Why we (usually) don’t have to worry about multiple comparisons. Journal of Research on Educational Effectiveness 5, 189-211. (Andrew Gelman, Jennifer Hill, and Masanao Yajima) Exhibit B: The garden of forking paths: Why multiple comparisons can be a problem, even when there is no “fishing expedition” or “p-hacking” and the research hypothesis […] The post In one of life’s horrible ironies, I wrote a paper “Why we…

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On deck this week

October 14, 2014
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Tues: In one of life’s horrible ironies, I wrote a paper “Why we (usually) don’t have to worry about multiple comparisons” but now I spend lots of time worrying about multiple comparisons Wed: The Fault in Our Stars: It’s even worse than they say Thurs: Buggy-whip update Fri: The inclination to deny all variation Sat: […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Count data are less useful than you think

October 14, 2014
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A lot of Big Data analyses default to analyzing count data, e.g. number of searches of certain keywords, number of page views, number of clicks, number of complaints, etc. Doing so throws away much useful information, and frequently leads to bad analyses. *** I was reminded of the limitation of count data when writing about the following chart, which I praised on my sister blog as a good example of…

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googleVis 0.5.6 released on CRAN

October 14, 2014
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Version 0.5.6 of googleVis was released on CRAN over the weekend. This version fixes a bug in gvisMotionChart. Its arguments xvar, yvar, sizevar and colorvar were not always picked up correctly. Thanks to Juuso Parkkinen for reporting this issue.Exampl...

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Illustrating Asymptotic Behaviour – Part III

October 13, 2014
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This is the third in a sequence of posts about some basic concepts relating to large-sample asymptotics and the linear regression model. The first two posts (here and here) dealt with items 1 and 2 in the following list, and you'll find it helpful to r...

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Nobel Prize, 2014

October 13, 2014
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From the website of the Royal Swedish Academy of Sciences:The Prize in Economic Sciences 2014The Royal Swedish Academy of Sciences has decided to award the Sveriges Riksbanks Prize in Economic Sciences in Memory of Alfred Nobel for 2014 to Jean Ti...

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I declare the Bayesian vs. Frequentist debate over for data scientists

October 13, 2014
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In a recent New York Times article the "Frequentists versus Bayesians" debate was brought up once again. I agree with Roger: NYT wants to create a battle b/w Bayesians and Frequentists but it's all crap. Statisticians develop techniques. http://t.co/736gbqZGuq — Roger D. Peng (@rdpeng) September 30, 2014 Because the real story (or non-story) is way too

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Lawrence R. Klein Legacy Colloquium

October 13, 2014
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In MemoriamThe Department of Economics of the University of Pennsylvania, with kind support from the School of Arts and Sciences, the Wharton School, PIER and IER, is pleased is pleased to host a colloquium, "The Legacy of Lawrence R. Klein: Macroecono...

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Fat-tailed and long-tailed distributions

October 13, 2014
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The tail of a probability distribution is an important notion in probability and statistics, but did you know that there is not a rigorous definition for the "tail"? The term is primarily used intuitively to mean the part of a distribution that is far from the distribution's peak or center. […]

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Large Multiples

October 13, 2014
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Getting a sense of scale can be difficult, and the usual chart types like bars and lines don’t help. Showing scale requires a different approach, one that makes the multiplier directly visible. Bars In the U.S., CEOs on average make 354 times as much as workers, according to this recent posting on the Washington Post’s […]

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It Pays to be a CEO in the U.S.

October 13, 2014
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An interactive story showing the pay disparity between average workers and CEOs in different countries.

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10th anniversary of “Statistical Modeling, Causal Inference, and Social Science”

October 12, 2014
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Richard Morey pointed out the other day that this blog is 10 years old! During this time, we’ve had 5688 posts, 48799 comments, and who knows how many readers. On this tenth anniversary, I’d like to thank my collaborators on all the work I’ve blogged, my co-bloggers (“This post is by Phil”), our commenters, Alex […] The post 10th anniversary of “Statistical Modeling, Causal Inference, and Social Science” appeared first…

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Illustrating Asymptotic Behaviour – Part II

October 12, 2014
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This is the second in a sequence of three posts that deal with large-sample asymptotics - especially in the context of the linear regression model. The first post dealt with item 1 in this list:The consistency of the OLS estimator in a situat...

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Linear Regression and Matrix Operations in Excel

October 12, 2014
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Linear regression is a very frequently required method and is implemented in many software packages. Excel performs regression either directly through worksheet functions or on scatter plots, but it doesn’t allow the user to see the inner working...

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Tuning LaplacesDemon

October 12, 2014
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I was continuing with my Bayesian algorithms in R exercise. For these exercises I port SAS PROC MCMC examples to the various R solutions. However, the next example was logit model and that's just too simple, especially after last week's Jacobian for th...

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“Illinois chancellor who fired Salaita accused of serial self-plagiarism.”

October 12, 2014
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I came across a couple of stories today that made me wonder how much we can learn from a scholar’s professional misconduct. The first was a review by Kimberle Crenshaw of a book by Joan Biskupic about Supreme Court judge Sonia Sotomayor. Crenshaw makes the interesting point that Sotomayor, like many political appointees of the […]

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