Blog Archives

Stata embraces Bayesian statistics

April 9, 2015
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Stata 14 has just been released. The new and big thing with version 14 is the introduction of Bayesian Statistics. A wide variety of new models can now be estimated with Stata by combining 10 likelihood models, 18 prior distributions, different types of outcomes, and multiple equation models. Stata has also made available a...

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R: What to do when help doesn’t arrive

November 3, 2014
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R is great when it works. Not so much, when it doesn’t. Specifically, this becomes a concern when the packages are not fully illustrated in the accompanied help documentation, and the author/s of the package don’t respond (in time).I am not suggesting that the package authors should respond to every email that they receive. My request is that...

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Summarize statistics by Groups in R & R Commander

December 8, 2013
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Summarize statistics by Groups in R & R Commander

R is great at accomplishing complex tasks. Doing simple things with R though takes some effort. Consider the simple task of producing summary statistics for continuous variables over some factor variables. Using Stata, I’d write a brief one-liner to get the mean for one or more variables using another variable as a factor. For instance, tabstat Horsepower RPM, by(Type) ...

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Comparing mnlogit and mlogit for discrete choice models

December 8, 2013
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Earlier this weekend (Dec. 7, 2013), mnlogit was released on CRAN by Wang Zhiyu and Asad Hasan ([email protected]) claiming that mnlogit uses “parallel C++ library to achieve fast computation of Hessian matrices”. Here is a comparison of mnlogit with mlogit by Yves Croissant whose package seems to be the inspiration for mnlogit. I will estimate the same model using the same data...

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What happened to six million voters?

May 22, 2013
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What happened to six million voters?

The recent elections in Pakistan on May 11 were a great success by all means. In spite of the threats for violence by Al-Qaeda and its local franchises in Pakistan against those who would vote, millions of Pakistanis indeed stepped out to vote for an elected government. The Election Commission of Pakistan (ECP) claimed a voter turnout of 60%....

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Second edition of Crawley’s The R Book

April 9, 2013
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Second edition of Crawley’s The R Book

The second edition of Michael Cawley's The R Book is available from Wiley. According to the publisher, the new edition boasts the following features:"Features full colour text and extensive graphics throughout.Introduces a clear structure with numbered...

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Workshops on Modelling Choices using R in Toronto

February 27, 2013
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Making choices is inherently human. We choose between brands of cereal or amongst candidates in an election. At times, choices may be influenced by the characteristics of the decision maker, such as age, income and sex. Choices may also be influenced by the attributes of competing alternatives, such as the cost of travelling between two cities by air or...

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Help needed with sample selection biases

February 4, 2013
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We are searching for a graduate student to assist us on a very short assignment about sample selection biases and Heckman Probit models. The help is not needed for estimating the models, but instead for reviewing the scenarios where the use of such models is theoretically appropriate or otherwise. For instance, we are particularly interested in determining if Heck...

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Research support specialist position at Ryerson University

September 3, 2012
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The Ted Rogers School of Management at Ryerson University in Toronto has an opening for a research support specialist to assist with monitoring current research projects and to provide assistance with econometric/statistical analysis and training.Requi...

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Big data, big analytics, big opportunity

July 30, 2012
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Big data, big analytics, big opportunity

Data, data, every where Nor any byte to think The world today is awash with data. Corporations, governments, and individuals are busy generating petabytes of data on culture, economy, environment, religion, and society.  While data has become abundant and ubiquitous, data analysts needed to turn raw data into knowledge are in fact in short...

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