garch() uncertainty

May 16, 2012
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garch() uncertainty

As part of an on-going paper with Kerrie Mengersen and Pierre Pudlo, we are using a GARCH(1,1) model as a target. Thus, the model is of the form which is a somehow puzzling object: the latent (variance) part is deterministic and can be reconstructed exactly given the series and the parameters. However, estimation is not [...]

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Question 6 of my final exam for Design and Analysis of Sample Surveys

May 16, 2012
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6. A survey of New York City residents is performed using cluster sampling. The design effect is 3.0. From the survey, the estimated proportion who prefer the Mets to the Yankees is 0.42 with a standard error of 0.05. How many people were in the sample? Solution to question 5 From yesterday: 5. Which of [...]

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Update: Parameters as Population Quantities

May 16, 2012
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Some time ago, I had an ineloquent and less-than-cordial online discussion with a commenter on this site, partially about how statisticians define the term "parameter". This post is just to quote a relevant passage from "Bootstrap Methods and Their Application", by Davison and Hinkley (1997), that better articulates a point I had made earlier. 2.1.1 [...]

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Global Homicide Rates by Government Type

May 16, 2012
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Global Homicide Rates by Government Type

Surprising resultsFor purposes of this article, any mention of homicide rates refers to reported homicide rates.Open vs ClosedIn mostly open countries (full democracies), the homicide rates are rather low when compared to other types of governments - e...

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Stepping Outside My Open-Source Comfort Zone: A First Look at Golden Helix SVS

May 16, 2012
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Stepping Outside My Open-Source Comfort Zone: A First Look at Golden Helix SVS

I'm a huge supporter of the Free and Open Source Software movement. I've written more about R than anything else on this blog, all the code I post here is free and open-source, and a while back I invited you to steal this blog under a cc-by-sa license....

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The West Wing was always a favorite show of mine (at least,…

May 16, 2012
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The West Wing was always a favorite show of mine (at least, seasons 1-4, the Sorkin years) and I think this is a great scene which talks about the difference between evidence and interpretation. The topic is a 5-day waiting period for gun purchases and...

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Wikipedia author confronts Ed Wegman

May 16, 2012
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Wegman: “It’s not reprinted 100 percent like you had it.” Wikipedia guy: “No, you added another paragraph at the end and you changed the headline. . . . You even copied the typos that I’ve corrected on my website. It was taken verbatim and reprinted in your paper.” The original author got a check for [...]

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Survey: 85% of New College Grads Move Back in with Mom and Dad

May 16, 2012
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Survey: 85% of New College Grads Move Back in with Mom and Dad

Reblogged from NewsFeed: The kids are coming home to roost. Read more… 190 more words Check out how this "survey" was reported and twisted in the chain of news media. Quote from politifact.com: "Boomerang kids: 85% of college grads move home," blared a headline on CNNMoney.com. "85% of college grads return to nest," echoed the New York Post. "Survey: [...]

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Health by numbers: A statistician’s challenge

May 16, 2012
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Health by numbers: A statistician's challenge: A reminder that the data we analyze are almost always not the data we want. Hans Rosling, a professor of international health at the Karolinska Institute in Sweden, believes embracing this uncertainty, ra...

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The curious case of random eigenvalues

May 16, 2012
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The curious case of random eigenvalues

I've been a fan of statistical simulation and other kinds of computer experimentation for many years. For me, simulation is a good way to understand how the world of statistics works, and to formulate and test conjectures. Last week, while investigating the efficiency of the power method for finding dominant [...]

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Population of Tawi-Tawi from 1903 to 2010

May 16, 2012
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Population of Tawi-Tawi from 1903 to 2010

R Codeslibrary(ggplot2)library(colorRamps)TawiTawiPop <- c(17000, 45000, 46000, 59000, 79000, 110000, 143000, 195000, 228204, 250718, 322317, 450346, 366550)YearNames <- c("1903", "1918", "1939", "1948", "1960", "1970", "1975", "1...

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Facebook’s challenges ahead as it goes public

May 16, 2012
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Given that Facebook is on the verge of going public -- the IPO supposedly over-subscribed, leading to an increase in the projected price of the offering, this article from Reuters is big news: GM, the third largest advertiser, will not spend anymore money on Facebook ads. This should rightfully get Facebook's attention. We have previously discussed the incredibly low clickthrough rates of Facebook ads, and speculated as to why consumers…

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Dynamic Content with RStudio, Markdown, and Marked.

May 16, 2012
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Dynamic Content with RStudio, Markdown, and Marked.

As Markus Gesmann recently pointed out, the new version of RStudio (0.96) has some really nice features for creating dynamic reports with Yihui Xie’s knitr. You can integrate not just R and LaTeX, but also R and Markdown (as well as some other fo...

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Using R to graph a subject trend in PubMed

May 15, 2012
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Using R to graph a subject trend in PubMed

The traditional way to show that your topic is worth studying in front of an audience is to show the state of the field based on a literature review. This is especially true if your subject is obscure except to a handful of scientists in the world.I wa...

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Interactive reports in R with knitr and RStudio

May 15, 2012
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Interactive reports in R with knitr and RStudio

Last Saturday I met the guys from RStudio at the R in Finance conference in Chicago. I was curious to find out what RStudio could offer. In the past I have used mostly Emacs + ESS for editing R files. Well, and what a surprise it was. JJ, Joe and Josh ...

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Venngage: And Yet Another Online Infographics Editor

May 15, 2012
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Venngage: And Yet Another Online Infographics Editor

After 2 very similar posts in a very small timeframe, featuring Easel.ly and infogr.am respectively, I seem not to be able to follow the 'automatic infographics editing' scene fast enough. Automatic resume infographics creator visualize.me has just l...

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infogr.am: Another Online Editor of Interactive Infographics

May 15, 2012
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infogr.am: Another Online Editor of Interactive Infographics

A few days ago, we posted the website Easel.ly, a new web-based service that aims to empower lay users to design infographic-like illustrations within the browser. Unfortunately, Easel.ly seems more apt in combining infographic-like images on a canvas...

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Question 5 of my final exam for Design and Analysis of Sample Surveys

May 15, 2012
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5. Which of the following better describes changes in public opinion on most issues? (Choose only one.) (a) Dynamic stability: On any given issue, average opinion remains stable but liberals and conservatives move back and forth in opposite directions (the “accordion model”) (b) Uniform swing: Average opinion on an issue can move but the liberals [...]

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The Historical Evolution of Europe’s Borders

May 15, 2012
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The Historical Evolution of Europe’s Borders

The movie "Epic time-lapse map of Europe" fast forwards a map from the year 1000 AD until 2003 to reveal the dynamic nature of Europe's borders, alliances, unions, territories, and occupied lands. An alternative movie takes a bit longer, but contain...

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A statistical research project: Weeding out the fraudulent citations

May 15, 2012
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John Mashey points me to a blog post by Phil Davis on “the emergence of a citation cartel.” Davis tells the story: Cell Transplantation is a medical journal published by the Cognizant Communication Corporation of Putnam Valley, New York. In recent years, its impact factor has been growing rapidly. In 2006, it was 3.482 [I [...]

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Thoughts on privacy

May 15, 2012
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Thoughts on privacy

As this world gets more connected, and as data storage and analysis advances, we have to change our notions of privacy and data stewardship. About 25 years ago, right before email hit the big time and data analysis methods were limited to small dataset...

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No sorting and lack of structure undermine a chart

May 15, 2012
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No sorting and lack of structure undermine a chart

Reader Daniel L. isn't impressed with this page of charts about gay rights in the U.S., from the Guardian paper (London). (link) The use of circles to organize data has a long history, stretching back at least to the Nightingale...

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