Posts Tagged ‘ Bayesian statistics ’

Is Rigor Contagious? (my talk next Monday 4:15pm at Columbia)

February 24, 2017
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Is Rigor Contagious? Much of the theory and practice of statistics and econometrics is characterized by a toxic mixture of rigor and sloppiness. Methods are justified based on seemingly pure principles that can’t survive reality. Examples of these principles include random sampling, unbiased estimation, hypothesis testing, Bayesian inference, and causal identification. Examples of uncomfortable reality […] The post Is Rigor Contagious? (my talk next Monday 4:15pm at Columbia) appeared first…

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Looking for rigor in all the wrong places (my talk this Thursday in the Columbia economics department)

February 21, 2017
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Looking for rigor in all the wrong places (my talk this Thursday in the Columbia economics department)

Looking for Rigor in All the Wrong Places What do the following ideas and practices have in common: unbiased estimation, statistical significance, insistence on random sampling, and avoidance of prior information? All have been embraced as ways of enforcing rigor but all have backfired and led to sloppy analyses and erroneous inferences. We discuss these […] The post Looking for rigor in all the wrong places (my talk this Thursday…

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Coming soon!

February 21, 2017
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Coming soon!

We've just received a picture of the cover of the BCEA book, which is really, really close to being finally published!I did mention this in a few other posts (for example here and here) and it has been in fact a rather long process, so much so tha...

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Blind Spot

February 20, 2017
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Blind Spot

X pointed me to this news article reporting an increase in death rate among young adults in the United States: Selon une enquête publiée le 26 janvier par la revue scientifique The Lancet, le taux de mortalité des jeunes Américains âgés de 25 à 35 ans a connu une progression entre 1999 et 2014, alors […] The post Blind Spot appeared first on Statistical Modeling, Causal Inference, and Social Science.

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Vine regression?

February 17, 2017
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Jeremy Neufeld writes: I’m an undergraduate student at the University of Maryland and I was recently referred to this paper (Vine Regression, by Roger Cooke, Harry Joe, and Bo Chang), also an accompanying summary blog post by the main author) as potentially useful in policy analysis. With the big claims it makes, I am not […] The post Vine regression? appeared first on Statistical Modeling, Causal Inference, and Social Science.

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Krzysztof Sakrejda speaks in NYC on Bayesian hierarchical survival-type model for Dengue infection

February 16, 2017
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Daniel writes: Krzysztof Sakrejda is giving a cool talk next Tues 5:30-7pm downtown on a survival model for Dengue infection using Stan. If you’re interested, please register asap. Google is asking for the names for security by tomorrow morning. ...

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Combining results from multiply imputed datasets

February 16, 2017
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Aaron Haslam writes: I have a question regarding combining the estimates from multiply imputed datasets. In the third addition of BDA on the top of page 452, you mention that with Bayesian analyses all you have to do is mix together the simulations. I want to clarify that this means you simply combine the posteriors […] The post Combining results from multiply imputed datasets appeared first on Statistical Modeling, Causal…

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Lasso regression etc in Stan

February 14, 2017
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Lasso regression etc in Stan

Someone on the users list asked about lasso regression in Stan, and Ben replied: In the rstanarm package we have stan_lm(), which is sort of like ridge regression, and stan_glm() with family = gaussian and prior = laplace() or prior = lasso(). The latter estimates the shrinkage as a hyperparameter while the former fixes it […] The post Lasso regression etc in Stan appeared first on Statistical Modeling, Causal Inference,…

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Stan and BDA on actuarial syllabus!

February 12, 2017
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Stan and BDA on actuarial syllabus!

Avi Adler writes: I am pleased to let you know that the Casualty Actuarial Society has announced two new exams and released their initial syllabi yesterday. Specifically, 50%–70% of the Modern Actuarial Statistics II exam covers Bayesian Analysis and Markov Chain Monte Carlo. The official text we will be using is BDA3 and while we […] The post Stan and BDA on actuarial syllabus! appeared first on Statistical Modeling, Causal…

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Storytelling as predictive model checking

February 10, 2017
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Storytelling as predictive model checking

I finally got around to reading Adam Begley’s biography of John Updike, and it was excellent. I’ll have more on that in a future post, but for now I just went to share the point, which I’d not known before, that almost all of Updike’s characters and even the descriptions and events in many of […] The post Storytelling as predictive model checking appeared first on Statistical Modeling, Causal Inference,…

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