Posts Tagged ‘ statistics ’

Simulation-based power analysis using proportional odds logistic regression

May 22, 2015
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Simulation-based power analysis using proportional odds logistic regression

Consider planning a clinicial trial where patients are randomized in permuted blocks of size four to either a 'control' or 'treatment' group. The outcome is measured on an 11-point ordinal scale (e.g., the numerical rating scale for pain). It may be reasonable to evaluate the results of this trial using a proportional odds cumulative logit […]

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Sequential Bayesian inference for time series

May 19, 2015
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Sequential Bayesian inference for time series

Hello hello, I have just arXived a review article, written for ESAIM: Proceedings and Surveys, called Sequential Bayesian inference for implicit hidden Markov models and current limitations. The topic is sequential Bayesian estimation: you want to perform inference (say, parameter inference, or prediction of future observations), taking into account parameter and model uncertainties, using hidden Markov […]

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New in forecast 6.0

May 15, 2015
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New in forecast 6.0

This week I uploaded a new version of the forecast package to CRAN. As there were a lot of changes, I decided to increase the version number to 6.0. The changes are all outlined in the ChangeLog file as usual. I will highlight some of the more important changes since v5.0 here. ETS One of […]

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the Flatland paradox

May 12, 2015
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the Flatland paradox

Pierre Druilhet arXived a note a few days ago about the Flatland paradox (due to Stone, 1976) and his arguments against the flat prior. The paradox in this highly artificial setting is as follows:  Consider a sequence θ of N independent draws from {a,b,1/a,1/b} such that N and θ are unknown; a draw followed by its […]

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terrible graph of the day

May 12, 2015
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terrible graph of the day

A truly terrible graph in Le Monde about overweight and obesity in the EU countries (and Switzerland). The circle presentation makes no logical sense. Countries are ordered by 2030 overweight percentages, which implies the order differs for men and women. (With a neat sexist differentiation between male and female figures.)  The allocation of the (2010) […]

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quantile functions: mileage may vary

May 11, 2015
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quantile functions: mileage may vary

When experimenting with various quantiles functions in R, I was shocked [ok this is a bit excessive, let us say surprised] by how widely the execution times would vary. To the point of blaming a completely different feature of R. Borrowing from Charlie Geyer’s webpage on the topic of probability distributions in R, here is […]

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arbitrary distributions with set correlation

May 10, 2015
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arbitrary distributions with set correlation

A question recently posted on X Validated by Antoni Parrelada: given two arbitrary cdfs F and G, how can we simulate a pair (X,Y) with marginals  F and G, and with set correlation ρ? The answer posted by Antoni Parrelada was to reproduce the Gaussian copula solution: produce (X’,Y’) as a Gaussian bivariate vector with […]

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Stephen Senn: Double Jeopardy?: Judge Jeffreys Upholds the Law (sequel to the pathetic P-value)

May 9, 2015
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Stephen Senn: Double Jeopardy?: Judge Jeffreys Upholds the Law (sequel to the pathetic P-value)

Stephen Senn Head of Competence Center for Methodology and Statistics (CCMS) Luxembourg Institute of Health Double Jeopardy?: Judge Jeffreys Upholds the Law “But this could be dealt with in a rough empirical way by taking twice the standard error as a criterion for possible genuineness and three times the standard error for definite acceptance”. Harold […]

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What is new in the vtreat library?

May 7, 2015
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What is new in the vtreat library?

The Win-Vector LLC vtreat library is a library we supply (under a GPL license) for automating the simple domain independent part of variable cleaning an preparation. The idea is you supply (in R) an example general data.frame to vtreat’s designTreatmentsC method (for single-class categorical targets) or designTreatmentsN method (for numeric targets) and vtreat returns a … Continue reading What is new in the vtreat library? → Related posts: Vtreat: designing…

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corrected MCMC samplers for multivariate probit models

May 5, 2015
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corrected MCMC samplers for multivariate probit models

“Moreover, IvD point out an error in Nobile’s derivation which can alter its stationary distribution. Ironically, as we shall see, the algorithms of IvD also contain an error.”  Xiyun Jiao and David A. van Dyk arXived a paper correcting an MCMC sampler and R package MNP for the multivariate probit model, proposed by Imai and […]

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