Based on my perception of the last 3 years, I would have expected high dividend stocks to have substantially underperformed low and zero dividend stocks. Fortunately, just like with size and momentum in Beating Kenneth French Small – High, we c...

Despite not enjoying this year the optimal environment of CiRM, we are still making good progress on the revision (or the R vision) of Bayesian Core. In the past two days, we went over Chapters 1 (Introduction), 2 (Normal Models), 5 (Capture-Recapture Experiments), and 6 (Mixture Models), with Chapters 3 (Regression), 4 (Generalised Linear Models)

Something I have been doing a lot of work with recently are time series data, to which I have been fitting additive models to describe trends and other features of the data. When modelling temporally dependent data, we often need to adjust our fitted models to account for the lack of independence in the model residuals. When smoothing such...

When conducting any statistical analysis it is important to evaluate how well the model fits the data and that the data meet the assumptions of the model. There are numerous ways to do this and a variety of statistical tests to evaluate deviations from model assumptions. However, there is little general acceptance of any of the statistical tests. Generally...

This post provides links to a range of resources related to the use and interpretation of correlations. I wanted to provide a page with links to a number of additional resources that would be useful both for those of my students who might be keen to le...

In response to my last post, Chris had the following comment: I am actually trying to better understand the distinction between mixture models and mixture distributions in my own work. You seem to say mixture models apply to a small set of models – namely regression models.This comment suggests that my caution about the difference between mixed-effect models and mixture distributions...

The most recent edition of the Revolution Newsletter is out. The news section is below, and you read the full July edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Beta Test Revolution R Enterprise 5.0. Are you running R in a Microsoft environment? Revolution...

Yesterday, we had a meeting of our EMILE network on statistics for population genetics (in Montpellier) and we were discussing our respective recent advances in ABC model choice. One of our colleagues mentioned the constant request (from referees) to include the post-ABC processing devised by Fagundes et al. in their 2007 ABC paper. (This paper