Blog Archives

Parallel Computing for Data Science

July 8, 2015
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Hot off the press, Norman Matloff's book, Parallel Computing for Data Science: With Examples in R, C++ and CUDA  (Chapman and Hall/ CRC Press, 2015) should appeal to a lot of the readers of this blog.The book's coverage is clear from the following chapter titles:1. Introduction to Parallel Processing in R2. Performance Issues: General3. Principles of Parallel...

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Worrying About my Cholesterol Level

June 9, 2015
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Worrying About my Cholesterol Level

The headline, "Don't Get Wrong Idea About Cholesterol", caught my attention in the 3 May, 2015 Times-Colonist newspaper here in Victoria, B.C.. In fact the article came from a syndicated column, published about a week earlier. No matter - it's always a good time for me to worry about my cholesterol!The piece was written by a certain 

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Introduction to Applied Econometrics With R

April 30, 2015
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I came across a January post from David Smith at Revolution Analytics, in his Revolutions blog. It's titled, An Introduction to Applied Econometrics With R, and it refers to a very useful resource that's been put together by Bruno Rodrigues of the University of Strasbourg. It's called Introduction to Programming Econometrics With R,...

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Applied Nonparametric Econometrics

February 19, 2015
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Recently, I received a copy of a new econometrics book, Applied Nonparametric Econometrics, by Daniel Henderson and Christopher Parmeter.The title is pretty self-explanatory and, as you'd expect with any book published by CUP, this is a high-quality item.The book's Introduction begins as follows:"The goal of this book is to help bridge the gap between applied economists and theoretical...

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Testing for Multivariate Normality

February 15, 2015
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The assumption that multivariate data are (multivariate) normally distributed is central to many statistical techniques. The need to test the validity of this assumption is of paramount importance, and a number of tests are available.A recently released R package, MVN, by Korkmaz et al. (2014) brings together several of these procedures in a friendly and accessible way....

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Multivariate Medians

December 29, 2014
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I'll bet that in the very first "descriptive statistics" course you ever took, you learned about measures of "central tendency" for samples or populations, and these measures included the median. You no doubt learned that one useful feature of the median is that, unlike the (arithmetic, geometric, harmonic) mean, it is relatively "robust" to outliers in the data.(You...

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Computing Power Functions

November 5, 2014
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Computing Power Functions

In a recent post I discussed some aspects of the distributions of some common test statistics when the null hypothesis that's being tested is actually false. One of the things that we saw there was that in many cases these distributions are "non-central", with a non-centrality parameter that increases as we move further and further away from the...

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Central and Non-Central Distributions

November 3, 2014
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Central and Non-Central Distributions

Let's imagine that you're teaching an econometrics class that features hypothesis testing. It may be an elementary introduction to the topic itself; or it may be a more detailed discussion of a particular testing problem. We're not talking here about a course on Bayesian econometrics, so in all likelihood you'll be following the "classical" Neyman-Pearson...

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June Reading List

May 28, 2014
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Put away that novel! Here's some really fun June reading: Berger, J., 2003. Could Fisher, Jeffreys and Neyman have agreed on testing?. Statistical Science, 18, 1-32. Canal, L. and R. Micciolo, 2014. The chi-square controversy. What if Pearson had R? Journal of Statistical Computation and Simulation, 84, 1015-1021. Harvey, D. I., S. J. Leybourne, and A. M....

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Great Resource for Teaching Statistics with R

April 26, 2014
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Great Resource for Teaching Statistics with R

If you're having trouble teaching statistics using R, then you'll just love the statsTeachR collaboration. It's being launched officially at the 2014 New England Statistics Symposium today. Here's what it's about: "statsTeachR is an open-access, online repository of modular lesson plans, a.k.a. "modules", for teaching statistics using R at the undergraduate and graduate level. Each module focuses on teaching a...

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