Posts Tagged ‘ Uncategorized ’

Visualize a design matrix

April 26, 2017
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Visualize a design matrix

Most SAS regression procedures support a CLASS statement which internally generates dummy variables for categorical variables. I have previously described what dummy variables are and how are they used. I have also written about how to create design matrices that contain dummy variables in SAS, and in particular how to [...] The post Visualize a design matrix appeared first on The DO Loop.

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Stan in St. Louis this Friday

April 24, 2017
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Stan in St. Louis this Friday

This Friday afternoon I (Jonah) will be speaking about Stan at Washington University in St. Louis. The talk is open to the public, so anyone in the St. Louis area who is interested in Stan is welcome to attend. Here are the details: Title: Stan: A Software Ecosystem for Modern Bayesian Inference Jonah Sol Gabry, […] The post Stan in St. Louis this Friday appeared first on Statistical Modeling, Causal…

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Visualize an ANOVA with two-way interactions

April 24, 2017
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Visualize an ANOVA with two-way interactions

There are several ways to visualize data in a two-way ANOVA model. Most visualizations show a statistical summary of the response variable for each category. However, for small data sets, it can be useful to overlay the raw data. This article shows a simple trick that you can use to [...] The post Visualize an ANOVA with two-way interactions appeared first on The DO Loop.

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Representists versus Propertyists: RabbitDucks – being good for what?

April 19, 2017
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Representists versus Propertyists: RabbitDucks – being good for what?

It is not that unusual in statistics to get the same statistical output (uncertainty interval, estimate, tail probability,etc.) for every sample, or some samples or the same distribution of outputs or the same expectations of outputs or just close enough expectations of outputs. Then, I would argue one has a variation on a DuckRabbit. In […] The post Representists versus Propertyists: RabbitDucks – being good for what? appeared first on…

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Regression with restricted cubic splines in SAS

April 19, 2017
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Regression with restricted cubic splines in SAS

Restricted cubic splines are a powerful technique for modeling nonlinear relationships by using linear regression models. I have attended multiple SAS Global Forum presentations that show how to use restricted cubic splines in SAS regression procedures. However, the presenters have all used the %RCSPLINE macro (Frank Harrell, 1988) to generate [...] The post Regression with restricted cubic splines in SAS appeared first on The DO Loop.

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Visualize the 68-95-99.7 rule in SAS

April 17, 2017
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Visualize the 68-95-99.7 rule in SAS

A reader commented on last week's article about constructing symmetric intervals. He wanted to know if I created it in SAS. Yes, the graph, which illustrates the so-called 68-95-99.7 rule for the normal distribution, was created by using several statements in the SGPLOT procedure in Base SAS The SERIES statement [...] The post Visualize the 68-95-99.7 rule in SAS appeared first on The DO Loop.

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Quadratic optimization in SAS

April 12, 2017
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Quadratic optimization in SAS

At SAS Global Forum last week, I saw a poster that used SAS/IML to optimized a quadratic objective function that arises in financial portfolio management (Xia, Eberhardt, and Kastin, 2017). The authors used the Newton-Raphson optimizer (NLPNRA routine) in SAS/IML to optimize a hypothetical portfolio of assets. The Newton-Raphson algorithm [...] The post Quadratic optimization in SAS appeared first on The DO Loop.

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A simple trick to construct symmetric intervals

April 10, 2017
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A simple trick to construct symmetric intervals

Many intervals in statistics have the form p ± δ, where p is a point estimate and δ is the radius (or half-width) of the interval. (For example, many two-sided confidence intervals have this form, where δ is proportional to the standard error.) Many years ago I wrote an article [...] The post A simple trick to construct symmetric intervals appeared first on The DO Loop.

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Nonsmooth models and spline effects

April 5, 2017
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Nonsmooth models and spline effects

Most regression models try to model a response variable by using a smooth function of the explanatory variables. However, if the data are generated from some nonsmooth process, then it makes sense to use a regression function that is not smooth. A simple way to model a discontinuous process in [...] The post Nonsmooth models and spline effects appeared first on The DO Loop.

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Software for honours students

April 4, 2017
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Software for honours students

I spoke to our new crop of honours students this morning. Here are my slides, example files and links.   Managing References Mendeley Zotero Paperpile Data analysis and computation Download R Download Rstudio Online R tutorial R packages for time series R packages for econometrics R packages for finance Writing your thesis LaTeX Windows: Download MikTeX […]

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