Blog Archives

Finding Correlations in Data with Uncertainty

August 11, 2013
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Finding Correlations in Data with Uncertainty

A week or so ago a colleague of mine asked if I knew how to calculate correlations for data with uncertainties. Now, if we are going to be honest, then all data should have some level of experimental or measurement error. However, I suspect that in the majority of cases these uncertainties are ignored when

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Uncertainty in parameter estimates using multilevel models

August 3, 2013
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David Hsu writes: I have a (perhaps) simple question about uncertainty in parameter estimates using multilevel models — what is an appropriate threshold for measure parameter uncertainty in a multilevel model? The reason why I ask is that I set out to do a crossed two-way model with two varying intercepts, similar to your flight The post Uncertainty...

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A Chart of Recent Comrades Marathon Winners

July 30, 2013
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A Chart of Recent Comrades Marathon Winners

Continuing on my quest to document the Comrades Marathon results, today I have put together a chart showing the winners of both the men and ladies races since 1980. Click on the image below to see a larger version. The analysis started off with the same data set that I was working with before, from

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Comrades Marathon Inference Trees

July 19, 2013
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Comrades Marathon Inference Trees

Following up on my previous posts regarding the results of the Comrades Marathon, I was planning on putting together a set of models which would predict likelihood to finish and probable finishing time. Along the way I got distracted by something else that is just as interesting and which produces results which readily yield to qualitative

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Optimising a Noisy Objective Function

July 16, 2013
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Optimising a Noisy Objective Function

I am busy with a project where I need to calibrate the Heston Model to some Asian options data. The model has been implemented as a function which executes a Monte Carlo (MC) simulation. As a result, the objective function is rather noisy. There are a number of algorithms for dealing with this sort of problem, and

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Priors

July 16, 2013
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Nick Firoozye writes: While I am absolutely sympathetic to the Bayesian agenda I am often troubled by the requirement of having priors. We must have priors on the parameter of an infinite number of model we have never seen before and I find this troubling. There is a similarly troubling problem in economics of utility The post Priors...

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Please send all comments to /dev/ripley

July 10, 2013
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Please send all comments to /dev/ripley

Trey Causey asks, Has R-help gotten meaner over time?: I began by using Scrapy to download all the e-mails sent to R-help between April 1997 (the earliest available archive) and December 2012. . . . We each read 500 messages and coded them in the following categories: -2 Negative and unhelpful -1 Negative but helpful The post Please...

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R sucks

June 29, 2013
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I was trying to make some new graphs using 5-year-old R code and I got all these problems because I was reading in files with variable names such as “co.fipsid” and now R is automatically changing them to “co_fipsid”. Or maybe the names had underbars all along, and the old R had changed them into The post R...

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Are Green Number Runners More Likely to Bail?

June 22, 2013
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Are Green Number Runners More Likely to Bail?

Comrades Marathon runners are awarded a permanent green race number once they have completed 10 journeys between Durban and Pietermaritzburg. For many runners, once they have completed the race a few times, achieving a green number becomes a possibility. And once the idea takes hold, it can become something of a compulsion. I can testify

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Job openings at conservative political analytics firm!

June 21, 2013
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Job openings at conservative political analytics firm!

After posting that announcement about Civis Analytics, I wrote, “If a reconstituted Romney Analytics team is hiring, let me know and I’ll post that ad too.” Adam Schaeffer obliged: Not sure about Romney’s team, but Evolving Strategies is looking for sharp folks who lean right: Evolving Strategies is a political communications research firm specializing in The post Job...

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