[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 ...

[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 ...

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…

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 […]

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…

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…

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…

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…

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

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 […]

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…

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...

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 […]