Posts Tagged ‘ statistics ’

Cigarette and life expectancy

July 28, 2014
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Yesterday evening, I uploaded a graph, with the labor productivity as a function of coffee consumption. Of course, it was for fun ! With this kind of regression, base on aggregated data, we can say almost anything, since most of them are correlated bec...

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Coffee and Productivity

July 27, 2014
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On Twitter, I was asked if there were serious research papers published on coffee consumption and labour productivity. There are some papers on coffee breaks and productivity, e.g. Productivity Through Coffee Breaks, but I could not find anything on c...

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Statistics, and the Goldilocks Principle

July 26, 2014
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By the end of May, in Toronto, we had that great talk at the SSC by Jeff Rosenthal, on monte carlo techniques, and Jeff mention the name of “the Goldilocks principle” (it was in the contect of MCMC, and I did mention it in my talk in London...

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S. Senn: “Responder despondency: myths of personalized medicine” (Guest Post)

July 26, 2014
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S. Senn: “Responder despondency: myths of personalized medicine” (Guest Post)

Stephen Senn Head, Methodology and Statistics Group Competence Center for Methodology and Statistics (CCMS) Luxembourg Responder despondency: myths of personalized medicine The road to drug development destruction is paved with good intentions. The 2013 FDA report, Paving the Way for Personalized Medicine  has an encouraging and enthusiastic foreword from Commissioner Hamburg and plenty of extremely […]

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Interactive visualization of non-linear logistic regression decision boundaries with Shiny

July 24, 2014
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Interactive visualization of non-linear logistic regression decision boundaries with Shiny

(skip to the shiny app) Model building is very often an iterative process that involves multiple steps of choosing an algorithm and hyperparameters, evaluating that model / cross validation, and optimizing the hyperparameters. I find a great aid in this process, for classification tasks, is not only to keep track of the accuracy across models, »more

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Coherent population forecasting using R

July 24, 2014
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Coherent population forecasting using R

This is an example of how to use the demography package in R for stochastic population forecasting with coherent components. It is based on the papers by Hyndman and Booth (IJF 2008) and Hyndman, Booth and Yasmeen (Demography 2013). I will use Australian data from 1950 to 2009 and forecast the next 50 years. In demography, “coherent” forecasts are where male and females (or other sub-groups) do not diverge over…

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Continued:”P-values overstate the evidence against the null”: legit or fallacious?

July 23, 2014
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Continued:”P-values overstate the evidence against the null”: legit or fallacious?

Since the comments to my previous post are getting too long, I’m reblogging it here to make more room. I say that the issue raised by J. Berger and Sellke (1987) and Casella and R. Berger (1987) concerns evaluating the evidence in relation to a given hypothesis (using error probabilities). Given the information that this hypothesis H* was randomly […]

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Plotting the characteristic roots for ARIMA models

July 23, 2014
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Plotting the characteristic roots for ARIMA models

When modelling data with ARIMA models, it is sometimes useful to plot the inverse characteristic roots. The following functions will compute and plot the inverse roots for any fitted ARIMA model (including seasonal models). # Compute AR roots arroots <- function(object) { if(class(object) != "Arima" & class(object) != "ar") stop("object must be of class Arima or ar") if(class(object) == "Arima") parvec <- object$model$phi else parvec <- object$ar if(length(parvec) > 0)…

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Dr Nic goes to ICOTS9

July 23, 2014
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Dr Nic goes to ICOTS9

I had a great time at ICOTS9. Academic conferences are a bit of a lottery, but ICOTS is two for two for me. Both ICOTS8 and ICOTS9 were winners – enjoyable, interesting and inspiring.  I’ve just returned from ICOTS9 in … Continue reading →

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I am not an econometrician

July 21, 2014
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I am not an econometrician

I am a statistician, but I have worked in a department of predominantly econometricians for the past 17 years. It is a little like an Australian visiting the United States. Initially, it seems that we talk the same language, do the same sorts of things, and have a very similar culture. But the longer you stay there, the more you realise there are differences that run deep and affect the…

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