## Tests basés sur la vraisemblance – score

October 23, 2014
By
$\widehat\theta_n$

Une autre grandeur intéressant est le score, qui est la dérivée de la vraisemblance. Intuitivement (c’est l’idée de la condition du premier ordre),   et  seront proches si les dérivées en ces points sont proches. En  la dérivée est nulle, donc on va se demander ici, tout simplement, si la dérivée en  est proche de 0. Ou pas. On appele ce test le test du score, ou encore le test du multiplicateur de Lagrange. Ou…

## Tests basés sur la vraisemblance – Rapport de Vraisemblance

October 23, 2014
By
$\widehat\theta_n$

Chose promise, chose due. J’avais dit qu’on parlerait du test de rapport de vraisemblance. L’idée – visuelle – est d’avoir une lecture dans l’autre sens : au lieu de se demander si  et  sont proches, on va se demander si   et  sont proches. Si la fonction de vraisemblance est suffisamment régulière, on se pose la même question. Lorsque j’avais présenté le test, en cours, hier matin, j’avais proposé d’utiliser la delta-method pour…

## Why is my OS X Yosemite install taking so long?: an analysis

October 23, 2014
By

Why? Since the latest Mac OS X update, 10.10 "Yosemite", was released last Thursday, there have been complaints springing up online of the progress bar woefully underestimating the actual time to complete installation. More specifically, it appeared as if, for a certain group of people (myself included), the installer would stall out at "two minutes »more

## September 2014: Blog Contents

October 23, 2014
By

September 2014: Error Statistics Philosophy Blog Table of Contents  Compiled by Jean A. Miller (9/30) Letter from George (Barnard) (9/27) Should a “Fictionfactory” peepshow be barred from a festival on “Truth and Reality”? Diederik Stapel says no (rejected post) (9/23) G.A. Barnard: The Bayesian “catch-all” factor: probability vs likelihood (9/21) Statistical Theater of the Absurd: “Stat on a […]

## Stan 2.5, now with MATLAB, Julia, and ODEs

October 22, 2014
By

As usual, you can find everything on the Stan Home Page. Drop us a line on the stan-users group if you have problems with installs or questions about Stan or coding particular models. New Interfaces We’d like to welcome two new interfaces: MatlabStan by Brian Lau, and  Stan.jl (for Julia) by Rob Goedman. The new […] The post Stan 2.5, now with MATLAB, Julia, and ODEs appeared first on Statistical…

## Kathryn Chaloner 1954-2014

October 22, 2014
By

Prescript: Memory is fickle. It's been a while since these events, a while since I took her regression course and a while since I've read her papers. One thing I've found is that memories of the contents of particular papers evolves with time, and memo...

## Vote on simply statistics new logo design

October 22, 2014
By

As you can tell, we have given the Simply Stats blog a little style update. It should be more readable on phones or tablets now. We are also about to get a new logo. We are down to the last couple of choices and can't decide. Since we are statisticians, we thought we'd collect some

## Sailing between the Scylla of hyping of sexy research and the Charybdis of reflexive skepticism

October 22, 2014
By

Recently I had a disagreement with Larry Bartels which I think is worth sharing with you. Larry and I took opposite positions on the hot topic of science criticism. To put things in a positive way, Larry was writing about some interesting recent research which I then constructively criticized. To be more negative, Larry was […] The post Sailing between the Scylla of hyping of sexy research and the Charybdis…

## Les tests et la logique, modus tollens

October 22, 2014
By
$A \Rightarrow B$

Quand on apprend la logique, on apprend la notion de modus tollens, correspondant à une notion de contraposition. Si on a une proposition du genre , alors la proposition contraposée est .  Et on apprend que les deux propositions sont équivalentes (je fais de la logique classique). Par exemple si  correspond à “feu” et  à “fumée“,  signifie que tout feu fait de la fumée. Si cette affirmation est vrai, alors il n’y a pas de…

## Does this kurtosis make my tail look fat?

October 22, 2014
By

What is kurtosis? What does negative or positive kurtosis mean, and why should you care? How do you compute kurtosis in SAS software? It is not clear from the definition of kurtosis what (if anything) kurtosis tells us about the shape of a distribution, or why kurtosis is relevant to […]

## Prediction intervals too narrow

October 22, 2014
By

Almost all prediction intervals from time series models are too narrow. This is a well-known phenomenon and arises because they do not account for all sources of uncertainty. In my 2002 IJF paper, we measured the size of the problem by computing the actual coverage percentage of the prediction intervals on hold-out samples. We found […]

## Example 2014.12: Changing repeated measures data from wide to narrow format

October 21, 2014
By

Data with repeated measures often come to us in the "wide" format, as shown below for the HELP data set we use in our book. Here we show just an ID, the CESD depression measure from four follow-up assessments, plus the baseline CESD. Obs ID CESD...

## Modeling Plenitude and Speciation by Jointly Segmenting Consumers and their Preferences

October 21, 2014
By

In 1993, when music was sold in retail stores, it may have been informative to ask about preference across a handful of music genre. Today, now that the consumer has seized control and the music industry has responded, the market has exploded into more...

## Try a spaghetti plot

October 21, 2014
By

Joe Simmons writes: I asked MTurk NFL fans to consider an NFL game in which the favorite was expected to beat the underdog by 7 points in a full-length game. I elicited their beliefs about sample size in a few different ways (materials .pdf; data .xls). Some were asked to give the probability that the better […] The post Try a spaghetti plot appeared first on Statistical Modeling, Causal Inference, and…

October 21, 2014
By

I guess my first posted rant was the call for papers thing.  Here's a second.Countless times, from me to Chair/Dean xxx at Some Other University: I am happy to help with your evaluation of Professor zzz. This email will serve as my lette...

## Approximating the impact of inflation

October 21, 2014
By

The other day someone mentioned to me a rule of thumb he was using to estimate the number of years $$n$$ it would take for inflation to destroy half of the purchasing power of today's money: $n = \frac{70}{p}$ Here $$p$$ is the inflation in percent,...

## Degrees of Choice: A modification of a WSJ graphic

October 20, 2014
By

This post uses ggplot2 and rCharts to modify a grouped bar chart that appeared in an article that appeared online on October 19, 2014 in Wall Street Journal’s site. The article was titled “How to Sell a Liberal-Arts Education”. The code for ...

## Thinking like a statistician: don’t judge a society by its internet comments

October 20, 2014
By

In a previous post I explained how thinking like a statistician can help you avoid  feeling sad after using Facebook. The basic point was that missing not at random (MNAR) data on your friends' profiles (showing only the best parts of their life) can result in the biased view that your life is boring and uninspiring in

## Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman

October 20, 2014
By

Big data is all the rage, but sometimes you don’t have big data. Sometimes you don’t even have average size data. Sometimes you only have eleven unique socks: Karl Broman is here putting forward a very interesting problem. Interesting, not onl...

## Three ways to present a probability forecast, and I only like one of them

October 20, 2014
By

To the nearest 10%: To the nearest 1%: To the nearest 0.1%: I think the National Weather Service knows what they’re doing on this one. The post Three ways to present a probability forecast, and I only like one of them appeared first on Statist...

## On deck this week

October 20, 2014
By

Mon: Three ways to present a probability forecast, and I only like one of them Tues: Try a spaghetti plot Wed: I ain’t got no watch and you keep asking me what time it is Thurs: Some questions from our Ph.D. statistics qualifying exam Fri: Solution to the helicopter design problem Sat: Solution to the […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

## Compute the log-determinant of an arbitrary matrix

October 20, 2014
By

A few years ago I wrote an article that shows how to compute the log-determinant of a covariance matrix in SAS. This computation is often required to evaluate a log-likelihood function. My algorithm used the ROOT function in SAS/IML to compute a Cholesky decomposition of the covariance matrix. The Cholesky […]

## Compute the log-determinant of an arbitrary matrix

October 20, 2014
By

A few years ago I wrote an article that shows how to compute the log-determinant of a covariance matrix in SAS. This computation is often required to evaluate a log-likelihood function. My algorithm used the ROOT function in SAS/IML to compute a Cholesky decomposition of the covariance matrix. The Cholesky […]