Blog Archives

Stuff I’ve gotten horribly wrong

June 5, 2014
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Stuff I’ve gotten horribly wrong

I'm the first (I hope) to admit when I've gotten something wrong. I like to think I'm humble enough to realize that there are limits to my knowledge. Actually, humility doesn't enter into it. Every day I'm confronted with things that I don't know or understand. Those same limits can often blind me to being

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Recursive assignment

June 2, 2014
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Recursive assignment

Here’s yet another example where I just need to read the help files. Before I go on, I should add my own notion as to why that’s not always easy to do. On loads of message boards, you’ll see people say- correctly- that the documentation is very clear on XYZ. True. But that’s only relevant

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Another skewed normal distribution

February 8, 2014
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Another skewed normal distribution

At the CLRS last year, Glenn Meyers talked about something very near to my heart: a skewed normal distribution. In loss reserving (and I'm sure, many other contexts) standard linear regression is less than ideal as it presumes that deviations from the mean are equally distributed. We rarely expect this assumption to hold (though we

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An idiot learns Bayesian analysis: Part 2

February 1, 2014
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An idiot learns Bayesian analysis: Part 2

A week ago, I wrote a bit about my personal journey to come to grips with Bayesian inference. I referred to the epiphany that when we're talking about Bayesian analysis, what we're talking about- in a tangible way- is using and modifying multivariate distributions. This reminds me of the moment, about twenty years ago now,

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An idiot learns Bayesian analysis: Part 1

January 25, 2014
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An idiot learns Bayesian analysis: Part 1

I've done a dreadful job of reading The Theory That Would Not Die, but several weeks ago I somehow managed to read the appendix. Here the author gives a short explanation of Bayes' theorem using statistics related to breast cancer and mammogram results. This is the same real world example (one of several) used by

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24 Days of R: Day 24

December 24, 2013
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24 Days of R: Day 24

OK, so I phoned it in last night. Final post and maybe this one will be a bit better. Can't recall what got me thinking about it, but I was running over the issue of school performance and the erroneous notion that small class sizes will produce better students. This is occasionally debunked, but I

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24 Days of R: Day 23

December 23, 2013
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24 Days of R: Day 23

Penultimate post, I'm going to take a quick look at the Gini indicator for wealth inequality. Data comes from the World Bank. I've downloaded the zipped file, decompressed it and given it a different name. I'm going to This will give us a decent set of data. How does this look when we plot it?

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24 Days of R: Day 22

December 22, 2013
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24 Days of R: Day 22

I like to use Goodreads to keep track of which books I'm reading (and not reading). They very helpfully sent me an e-mail to inform me how many books I've read so far in 2013. The number is 19. Hardly an impressive number, but between job, family and trying to develop my R skills, I'm

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24 Days of R: Day 21

December 21, 2013
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24 Days of R: Day 21

I drove through Tennessee today. Despite having grown up in Kentucky, I had never really noticed the Tennessee flag, but earlier this year, while in Nashville, I saw it and thought it was one of the cooler state flags. I downloaded a PNG file of the flag from wikicommons and tried to do what I

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24 Days of R: Day 20

December 20, 2013
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24 Days of R: Day 20

Some time ago, I was doing some analysis and trying to determine whether or not there was a predictive variable for a binomial response. I ran logistic regressions for about half a dozen variables in different combinations and nothing showed a fit of any significance. Well, almost nothing. I had measured the response against date.

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