On deck this week

June 30, 2014
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Mon: Who invented the Metropolis algorithm? Tues: “Who’s bigger”—the new book that ranks every human on Wikipedia—is more like Bill Simmons than Bill James Wed: “Being an informed Bayesian: Assessing prior informativeness and prior–likelihood conflict” Thurs: “The great advantage of the model-based over the ad hoc approach, it seems to me, is that at any […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Create standard statistical graphs from SAS/IML

June 30, 2014
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Create standard statistical graphs from SAS/IML

Last week I showed how to use the SUBMIT and ENDSUBMIT statements in the SAS/IML language to call the SGPLOT procedure to create ODS graphs of data that are in SAS/IML vectors and matrices. I also showed how to create a SAS/IML module that hides the details and enables you […]

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R/Rmetrics in Paris [alas!]

June 29, 2014
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R/Rmetrics in Paris [alas!]

Today I gave a talk on Bayesian model choice in a fabulous 13th Century former monastery in the Latin Quarter of Paris… It is the Collège des Bernardins, close to Jussieu and Collège de France, unbelievably hidden to the point I was not aware of its existence despite having studied and worked in Jussieu since […]

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ADS Perspective on the First-Quarter Contraction

June 29, 2014
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ADS Perspective on the First-Quarter Contraction

Following on my last post about the first-quarter GDP contraction, now look at the FRB Philadelphia's Aruoba-Diebold-Scotti (ADS) Index. 2014Q1 is the rightmost downward blip. It's due mostly to the huge drop in expenditure-side GDP (GDP_E), which...

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Scott Adams blogging

June 29, 2014
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Some of my commenters (you know who you are) demand more Scott-Adams-related content. So I went over to the Dilbert blog and found two interesting recent items: The Pivot: I’m not particularly interested in the topic (rich guys getting richer) but Adams usefully deploys statistical thinking in this one (“Success simply can’t be predicted to […] The post Scott Adams blogging appeared first on Statistical Modeling, Causal Inference, and Social…

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Football! Soccer! Statistics!

June 29, 2014
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Football! Soccer! Statistics!

Emil Johansson, a Chemical Engineering student currently living in Gothenburg, Sweden made a beautiful visualisation of a well known event …Continue reading →

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The TaoTeProgramming R package

June 29, 2014
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The TaoTeProgramming R package

I’d like to do a song of great social and political import. The code that created the illustrations in Tao Te Programming is now available as the TaoTeProgramming package on CRAN. The sea is just flat hills And they are both just smooth mountains. The package contains just over 1000 lines of code.  More than […]

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stone flakes IV

June 29, 2014
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stone flakes IV

In this post I want to try something new, a causal graphical model. The aim here is just as much to get myself a feel what these things do as to understand how the stone flakes data fit together. DataData are stone flakes data which I analyzed previous...

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Break!

June 28, 2014
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Break!

Just to break the mono-thematic nature of the recent posts, I thought I'd just linked to this article which has appeared in the Significance website.That's an interesting analysis conducted by researchers at the LSE, demystifying the myth that migrants...

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Useless Algebra, Inefficient Computation, and Opaque Model Specifications

June 28, 2014
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I (Bob, not Andrew) doubt anyone sets out to do algebra for the fun of it, implement an inefficient algorithm, or write a paper where it’s not clear what the model is. But… Why not write it in BUGS or Stan? Over on the Stan users group, Robert Grant wrote Hello everybody, I’ve just been […] The post Useless Algebra, Inefficient Computation, and Opaque Model Specifications appeared first on Statistical…

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The Oracle (6)

June 27, 2014
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The Oracle (6)

Quick update, now that the group stage is finished. We needed a few tweaks to the simulation process (described in some more details here), which we spent some time debating and implementing.First off, the data on the last World Cups show that during t...

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Squeezing more speed from R for nothing, Rcpp style

June 27, 2014
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Squeezing more speed from R for nothing, Rcpp style

In a previous post we explored how you can greatly speed up certain types of long-running computations in R by parallelizing your code using multicore package*. I also mentioned that there were a few other ways to speed up R… Continue reading →

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Comment of the week

June 27, 2014
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This one, from DominikM: Really great, the simple random intercept – random slope mixed model I did yesterday now runs at least an order of magnitude faster after installing RStan 2.3 this morning. You are doing an awesome job, thanks a lot! The ...

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Quantifying luck vs. skill in sports

June 27, 2014
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Trey Causey writes: If you’ll permit a bit of a diversion, I was wondering if you’d mind sharing your thoughts on how sabermetrics approaches the measurement of luck vs. skill. Phil Birnbaum and Tom Tango use the following method (which I’ve quoted below). It seems to embody the innovative but often non-intuitive way that sabermetrics […] The post Quantifying luck vs. skill in sports appeared first on Statistical Modeling, Causal…

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The First Quarter GDP Contraction was Less Severe than you Think

June 27, 2014
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The First Quarter GDP Contraction was Less Severe than you Think

As discussed in an earlier post, my co-authors and I believe that our "GDPplus," obtained by optimally blending the noisy expenditure- and income-side GDP estimates, provides a superior U.S. GDP measure. (Check it out online; the Federal Reserve B...

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Simulate many samples from a logistic regression model

June 27, 2014
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Simulate many samples from a logistic regression model

My last blog post showed how to simulate data for a logistic regression model with two continuous variables. To keep the discussion simple, I simulated a single sample with N observations. However, to obtain the sampling distribution of statistics, you need to generate many samples from the same logistic model. […]

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Bayesian First Aid: Test of Proportions

June 27, 2014
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Bayesian First Aid: Test of Proportions

Does pill A or pill B save the most lives? Which web design results in the most clicks? Which in vitro fertilization technique results in the largest number of happy babies? A lot of questions out there involves estimating the proportion or relative ...

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(Py, R, Cmd) Stan 2.3 Released

June 26, 2014
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We’re happy to announce RStan, PyStan and CmdStan 2.3. Instructions on how to install at: http://mc-stan.org/ As always, let us know if you’re having problems or have comments or suggestions. We’re hoping to roll out the next release a bit quicker this time, because we have lots of good new features that are almost ready […] The post (Py, R, Cmd) Stan 2.3 Released appeared first on Statistical Modeling, Causal…

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Estimating a customer satisfaction regression, asking only a subset of predictors for each person

June 26, 2014
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Someone writes in with an interesting question: I’d like to speak with you briefly to get your thoughts on the imputation of missing data in a new online web-survey technique I’m developing. Our survey uses Split Questionnaire Design. The total number of surveys will vary in length with different customers, but will generally be between […] The post Estimating a customer satisfaction regression, asking only a subset of predictors for…

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Light entertainment: famous people, sleep, publication bias

June 26, 2014
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Light entertainment: famous people, sleep, publication bias

Bernard L. tipped us about this "infographic": The chart is missing a title. The arcs present "sleep schedules" for the named people. The "data" comes from a book. I wonder about the accuracy of such data. Also note the inherent...

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New Zealand Association of Economists Conference

June 26, 2014
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New Zealand Association of Economists Conference

In a couple of days' time I'll be heading off to New Zealand to participate in the 55th Annual Conference of the N.Z. Association of Economists. I'll be one of the keynote speakers, and I'm honoured to be presenting the A. W. H. Phillips Memorial Lectu...

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Mathematics and Applied Statistics Lesson of the Day – The Weighted Harmonic Mean

Mathematics and Applied Statistics Lesson of the Day – The Weighted Harmonic Mean

In a previous Statistics Lesson of the Day on the harmonic mean, I used an example of a car travelling at 2 different speeds – 60 km/hr and 40 km/hr.  In that example, the car travelled 120 km at both speeds, so the 2 speeds had equal weight in calculating the harmonic mean of the speeds. […]

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Review: Kraak, Mapping Time

June 26, 2014
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Review: Kraak, Mapping Time

Can you write an entire book about a single chart? Even if that chart is supposedly the best one ever? Menno-Jan Kraak's new book, Mapping Time: Illustrated by Minard's Map of Napoleon's Russian Campaign of 1812, discusses the historical context of Minard's work, his, life, and walks through a number of design exercises to show the same or similar data in different ways.

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