Blog Archives

Frequentist German Tank Problem

March 20, 2014
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Frequentist German Tank Problem

The German Tank Problem: The Frequentist WayMany things are given a serial number and often that serial number, logically, starts at 1 and for each new unit is increased by 1. For example, German tanks in World War II had several parts with serial numbers. By collecting...

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Stop using bivariate correlations for variable selection

March 19, 2014
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Stop using bivariate correlations for variable selection

Stop using bivariate correlations for variable selectionSomething I've never understood is the widespread calculation and reporting of univariate and bivariate statistics in applied work, especially when it comes to model selection. Bivariate statistics are, at best, useless for multi-variate model selection and, at worst, harmful. Since nearly all...

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Bayesian Search Models

March 13, 2014
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Bayesian Search Models

Bayesian Search TheoryThe US had a pretty big problem on their hands in 1966. Two planes had hit each other during a in-flight refueling and crashed. Normally, this would be an unfortunate thing and terrible for the families of those involved in the crash but otherwise fairly limited...

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Instrumental Variables Simulation

January 9, 2014
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Instrumental VariablesInstrumental variables are an incredibly powerful for dealing with unobserved heterogenity within the context of regression but the language used to define them is mind bending. Typically, you hear something along the lines of “an instrumental variable is a variable that is correlated with x but uncorrelated with...

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Penalizing P Values

November 19, 2013
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Penalizing P ValuesIoannidis' paper suggesting that most published results in medical research are not true is now high profile enough that even my dad, an artist who wouldn't know a test statistic if it hit him in the face, knows about it. It has even...

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TV Ratings Myths

August 28, 2013
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TV Ratings Myths

TV Show Cancellations: Myths and ModelsTV shows are amazing ways to waste time and, on occasion, the story is so good that you actually start to care. The problem is that some shows get cancelled before they jump the shark. Classic examples are shows like

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Fixing My Internet With R and Python

February 20, 2013
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Fixing My Internet With R and Python

Last summer, I had some internet connectivity problems. Specifically, I would have massive latency issues that affected my conversations on Skype and my relatively pathetic under the best of circumstances efforts at online gaming. It was driving me up a wall and I couldn't figure it out. It hadn't...

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Taking Expectations to the Next Level

January 31, 2013
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Taking Expectations to the Next Level

Higher ExpectationsI came across this post on Thursday and found it to be quite interesting. Clearly rental prices vary according to where you live. That isn't too surprising. I started thinking a bit more about it and thought that Boston and the nearby communities would have to...

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Maximize Your Expectations!

January 30, 2013
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Maximize Your Expectations!

A ProblemA major problem in secondary data analysis is that you didn't get to decide what data was collected. Lets say you were interested in how many times a student has read the Twilight books). Specifically, you want to know how effective the ads for...

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How slow is R really?

January 28, 2013
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One thing you always hear about R is how slow it is, especially when the code is not well vectorized or includes loops. But R is an interpreted language and its strong suit really isn't speed but rather the comparative advantage is the 4,284 packages o...

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