1158 search results for "LaTeX"

Collinearity and stepwise VIF selection

February 5, 2013
By
Collinearity and stepwise VIF selection

Collinearity, or excessive correlation among explanatory variables, can complicate or prevent the identification of an optimal set of explanatory variables for a statistical model. For example, forward or backward selection of variables could produce inconsistent results, variance partitioning analyses may be unable to identify unique sources of variation, or parameter estimates may include substantial amounts

Read more »

Natura non facit saltus

February 5, 2013
By
Natura non facit saltus

(see John Wilkins’ article on the – interesting – history of that phrase http://scienceblogs.com/evolvingthoughts/…). We will see, this week in class, several smoothing techniques, for insurance ratemaking. As a starting point, assume that we do not want to use segmentation techniques: everyone will pay exactly the same price. no segmentation of the premium And that price should be related to...

Read more »

Tables from R into Word

February 5, 2013
By
Tables from R into Word

A good looking table matters! This tutorial is on how to create a neat table in Word by combining knitr and R Markdown. I'll be using my own function, htmlTable, from the Gmisc package. Background: Because most journals that I submit to want...

Read more »

Proposed techniques for communicating the amount of information contained in a statistical result

February 5, 2013
By
Proposed techniques for communicating the amount of information contained in a statistical result

A couple of weeks ago, I posted about how much we can expect to learn about the state of the world on the basis of a statistical significance test. One way of framing this question is: if we’re trying to come to scientific conclusions on the basis of statistical results, how much can we update

Read more »

Generating Labels for Supervised Text Classification using CAT and R

February 4, 2013
By
Generating Labels for Supervised Text Classification using CAT and R

The explosion in the availability of text has opened new opportunities to exploit text as data for research. As Justin Grimmer and Brandon Stewart discuss in the above paper, there are a number of approaches to reducing human text to … Continue reading →

Read more »

Proposed techniques for communicating the amount of information contained in a statistical result

February 4, 2013
By
Proposed techniques for communicating the amount of information contained in a statistical result

A couple of weeks ago, I posted about how much we can expect to learn about the state of the world on the basis of a statistical significance test. One way of framing this question is: if we’re trying to come to scientific conclusions on the basis of statistical results, how much can we update

Read more »

A random walk ? What else ?

February 2, 2013
By
A random walk ? What else ?

Consider the following time series, What does it look like ? I know, this is a stupid game, but I keep using it in my time series courses. It does look like a random walk, doesn’t it ? If we use Philipps-Perron test, yes, it does, > PP.test(x) Phillips-Perron Unit Root Test data: x Dickey-Fuller = -2.2421, Truncation lag parameter = 6,...

Read more »

A slightly different introduction to R, part III

February 2, 2013
By
A slightly different introduction to R, part III

I think you’ve noticed by now that a normal interactive R session is quite messy. If you don’t believe me, try playing around for a while and then give the history() command, which will show you the commands you’ve typed. If you’re anything like me, a lot of them are malformed attempts that generated some

Read more »

Overdispersion with different exposures

February 1, 2013
By
Overdispersion with different exposures

In actuarial science, and insurance ratemaking, taking into account the exposure can be a nightmare (in datasets, some clients have been here for a few years – we call that exposure – while others have been here for a few months, or weeks). Somehow, simple results because more complicated to compute just because we have to take into account...

Read more »

Bayesian model choice for the Poisson model

February 1, 2013
By
Bayesian model choice for the Poisson model

Following Arthur Charpentier‘s example, I am going to try to post occasionally on material covered during my courses, in the hope that it might be useful to my students, but also to others. In the second practical of the Bayesian Case Studies course, we looked at Bayesian model choice and basic Monte Carlo methods, looking

Read more »