Measuring and Monitoring Connectedness

June 25, 2015
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Measuring and Monitoring Connectedness

I'm at the IMF soon for a couple days of lecturing on Diebold-Yilmaz's Connectedness. It was published earlier this year, and preparing for the IMF jogged my memory: I brilliantly forgot to announce it in a No Hesitations post. Anyway, it's available a...

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How public relations and the media are distorting science

June 24, 2015
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Throughout history, engineers, medical doctors and other applied scientists have helped convert  basic science discoveries into products, public goods and policy that have greatly improved our quality of life. With rare exceptions, it has taken years if not decades to establish these discoveries. And even the exceptions stand on the shoulders of incremental contributions. The researchers that

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When the counterintuitive becomes the norm, arguments get twisted out of shape

June 24, 2015
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I was bothered by a recent post on the sister blog. The post was by political scientist David Fortunato and it was called, Would “concealed carry” have stopped Dylann Roof’s church shooting spree?. What bugged me in particular was this sentence: On its face, the claim that increasing the number of gun carriers would reduce […] The post When the counterintuitive becomes the norm, arguments get twisted out of shape…

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The sensitivity of Newton’s method to an initial guess

June 24, 2015
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The sensitivity of Newton’s method to an initial guess

In my article about finding an initial guess for root-finding algorithms, I stated that Newton's root-finding method "might not converge or might converge to a root that is far away from the root that you wanted to find." A reader wanted more information about that statement. I have previously shown […] The post The sensitivity of Newton's method to an initial guess appeared first on The DO Loop.

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Mathematical Statistics Lesson of the Day – Ancillary Statistics

Mathematical Statistics Lesson of the Day – Ancillary Statistics

The set-up for today’s post mirrors my earlier Statistics Lessons of the Day on sufficient statistics and complete statistics. Suppose that you collected data in order to estimate a parameter .  Let be the probability density function (PDF) or probability mass function (PMF) for . Let be a statistics based on . If the distribution of does NOT […]

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IJF best paper awards

June 23, 2015
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IJF best paper awards

Today at the International Symposium on Forecasting, I announced the awards for the best paper published in the International Journal of Forecasting in the period 2012–2013. We make an award every two years to the best paper(s) published in the journal. There is always about 18 months delay after the publication period to allow time for […]

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Network analysis with igraph

June 23, 2015
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Network analysis with igraph

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a “how to” analyse network data using R moment. This is much like learning-by-doing knowledge, so may be useful for newcomers, although at this … Read More →

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Stan

June 23, 2015
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Stan

Logo design by Michael Betancourt and Stephanie Mannheim. P.S. Some commenters suggested the top of the S above is too large, but I wonder if that’s just because I’ve posted the logo in a large format. On the screen it would typically be...

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A question about race based stratification

June 23, 2015
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A question about race based stratification

Can Candan writes: I have scraped horse racing data from a web site in Turkey and would like to try some models for predicting the finishing positions of future races, what models would you suggest for that? There is one recent paper on the subject that seems promising, which claims to change the SMO algorithm […] The post A question about race based stratification appeared first on Statistical Modeling, Causal…

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arXiv frenzy

June 23, 2015
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arXiv frenzy

In the few past days, there has been so many arXiv postings of interest—presumably the NIPS submission effect!—that I cannot hope to cover them in the coming weeks! Hopefully, some will still come out on the ‘Og in a near future: arXiv:1506.06629: Scalable Approximations of Marginal Posteriors in Variable Selection by Willem van den Boom, […]

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Next Kölner R User Meeting: Friday, 26 June 2015

June 23, 2015
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Next Kölner R User Meeting: Friday, 26 June 2015

The next Cologne R user group meeting is scheduled for this Friday, 6 June 2015 and we have an exciting agenda with two talks followed by networking drinks. Data Science at the Commandline (Kirill Pomogajko)An Introduction to RStan and the Stan Modelli...

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Randomized Hobbit

June 22, 2015
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Randomized Hobbit

@wrathematics pointed me to his ngram R package for constructing and simulating from n-grams from text. I’d recently grabbed the text of the hobbit, and so I applied it to that text, with amusing results. Here’s the code I used to grab the text. Then calculate the ngrams with n=2. Simulate some number of words […]

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Looking for Preference in All the Wrong Places: Neuroscience Suggests Choice Model Misspecification

June 22, 2015
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Looking for Preference in All the Wrong Places: Neuroscience Suggests Choice Model Misspecification

At its core, choice modeling is a utility estimating machine. Everything has a value reflected in the price that we are willing to pay in order to obtain it. Here are a collection of Smart Watches from a search of Google Shopping. You are free to click...

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"Readers’ Forum" Page

June 22, 2015
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"Readers’ Forum" Page

I've added a new page to this blog - it's titled "Readers' Forum". You'll see the tab for it in the bar just above the top post on the page you're reading now.Some explanation is in order.What?The Readers' Forum is intended to be a "clearing house" for...

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Why does designing a simple A/B test seem so complicated?

June 22, 2015
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Why does planning something as simple as an A/B test always end up feeling so complicated? An A/B test is a very simple controlled experiment where one group is subject to a new treatment (often group “B”) and the other group (often group &...

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Job advert

June 22, 2015
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Job advert

This is an interesting post just advertised at Imperial College London by Marta.Department of Epidemiology and BiostatisticsSchool of Public HealthResearch Associate in BiostatisticsSalary: £33,410 to £42,380 per annumDuration: 3 years fixe...

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Hey, what’s up with that x-axis??

June 22, 2015
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Hey, what’s up with that x-axis??

CDC should know better. P.S. In comments, Zachary David supplies this correctly-scaled version: It would be better to label the lines directly than to use a legend, and the y-axis is off by a factor of 100, but I can hardly complain given that he just whipped this graph up for us. The real point […] The post Hey, what’s up with that x-axis?? appeared first on Statistical Modeling, Causal…

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On deck this week

June 22, 2015
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Mon: Hey, what’s up with that x-axis?? Tues: A question about race based stratification Wed: Our new column in the Daily Beast Thurs: Irwin Shaw: “I might mistrust intellectuals, but I’d mistrust nonintellectuals even more.” Fri: An amusing window into folk genetics Sat: “Faith means belief in something concerning which doubt is theoretically possible.” — […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Back log

June 22, 2015
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Back log

Last week I went to Madrid to examine a PhD (I've mentioned this in another post). The thesis was focussed on a mixture of computer science and health economics $-$ in particular, much of the work was about developing suitable algorithms for running ef...

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Highlights from Milan Expo 2015

June 22, 2015
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Highlights from Milan Expo 2015

You may notice how quiet it is on the blog. That's because I was in Milan last week and spent some memorable time at the EXPO. Here are some highlights as well as tips for those who will be attending....

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Finding roots: Automating the search for an initial guess

June 22, 2015
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Finding roots: Automating the search for an initial guess

A SAS programmer asked an interesting question on a SAS Support Community. The programmer had a nonlinear function with 12 parameters. He also had file that contained 4,000 lines, where each line contained values for the 12 parameters. In other words, the file specified 4,000 different functions. The programmer wanted […] The post Finding roots: Automating the search for an initial guess appeared first on The DO Loop.

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Online Volatility Data and Labs

June 21, 2015
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I am reminded that I had planned to post on data/analysis sites that focus on financial asset return volatility measurement and modeling.To my mind, the key trio is implied vol, GARCH vol, and realized vol. For implied vol it's the VIX at CBO...

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“When more data steer us wrong: replications with the wrong dependent measure perpetuate erroneous conclusions”

June 21, 2015
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Evan Heit sent in this article with Caren Rotello and Chad Dubé: There is a replication crisis in science, to which psychological research has not been immune: Many effects have proven uncomfortably difficult to reproduce. Although the reliability of data is a serious concern, we argue that there is a deeper and more insidious problem […] The post “When more data steer us wrong: replications with the wrong dependent measure…

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