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I always claim that graphs are important in econometrics and statistics ! Of course, it is usually not that simple. Let me come back to a recent experience. A got an email from Sami yesterday, sending me a graph of residuals, and asking me what could be done with a graph of residuals, obtained from a logistic regression ?...

I was in (yet another) session with my analyst, "Jane", the other day, and quite unintentionally the conversation turned, once again, to the subject of "semi-log" regression equations.After my previous rant to discussion with her about this matter, I've tried to stay on the straight and narrow. It's better for my blood pressure, apart from anything else! Anyway, somehow...

Over the past number of years, I have noted that spatial econometric methods have been gaining popularity. This is a welcome trend in my opinion, as the spatial structure of data is something that should be explicitly included in the empirical modelling procedure. Omitting spatial effects assumes that the location co-ordinates for observations are unrelated

In my June 25 post I described R- (i) code to change scale without changing the mean, and (ii) code to make a probability distribution symmetric by modifying order statistics. Both are commonly encountered problems by R programmers. My coauthor Javier Lopez-de-Lacalle of Spain has incorporated an efficient version of my code inside the maximum entropy bootstrap (meboot) package in R See the package...

Partial Least Squares Regression:This week I will be doing some consulting around Structural Equation Modeling (SEM) techniques to solve a unique business problem. We are trying to identify customer preference for various products and traditional regression is not adequate because of the high dimensional component to the data set along with the multi-colinearity of the variables. PLS is a...

Supposons que l'on dispose d'iris de Paris (en population >100khabts) et qu'on veuille pouvoir les classer selon leurs caractéristiques sociodémos : Population taux de chômage Etudiants CSP etc... Une fois, les iris classés, on se demande si l'on peut transporter cette typologie à une autre grande ville (Lyon) par exemple : Il faudrait alors pouvoir utiliser un modèle d'affectation des iris selon leurs caractéristiques respectives...

Diego Salmerón and Juan Antonio Cano from Murcia, Spain (check the movie linked to the above photograph!), kindly included me in their recent integral prior paper, even though I mainly provided (constructive) criticism. The paper has just been arXived. A few years ago (2008 to be precise), we wrote together an integral prior paper, published

Last time when I read the paper “A General Regression Neural Network” by Donald Specht, it was exactly 10 years ago when I was in the graduate school. After reading again this week, I decided to code it out with SAS macros and make this excellent idea available for the SAS community. The prototype of