The Meetup phenomenon, which is now substantial and longstanding enough to be more of a cultural change than a flash in the pan, continues to impress me. Even more so than tools like LinkedIn, Meetups have changed the nature of professional networking, making it more informal, diverse, and decentralized. Last night, statistics consultant (and cheap
1042 search results for "Regression"
Liquidity Premium vs Liquidity of Corporate Bonds
All else equal, investors should require higher returns on assets whose liquidity is lower, in other words, investors demand a higher expected return, and hence larger liquidity premium, by holding a less liquidity asset. Risk & return co-exist.
Is this really true for corporate bonds? I run a simple regression using R to test my data, where US corporate bonds...
Parallel processing of independent Metropolis-Hastings algorithms
With Pierre Jacob, my PhD student, and Murray Smith, from National Institute of Water and Atmospheric Research, Wellington, who actually started us on this project at the last and latest Valencia meeting, we have completed a paper on using parallel computing in independent Metropolis-Hastings algorithms. The paper is arXived and the abstract goes as follows: 
The R-Files: Saptarshi Guha
"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Saptarshi Guha Background: Ph.D. in Statistics, Purdue University Nationality: India Years Using R: 6 Known for: Developing RHIPE package for R + Hadoop integration At just 31 years old, Saptarshi Guha has emerged as a cutting-edge contributor to the R...
R Tutorial Series: One-Way Omnibus ANOVA
Testing the omnibus hypothesis via one-way ANOVA is simple process in R. This tutorial will explore how R can be used to perform a one-way ANOVA to test the difference between two (or more) group means. Tutorial FilesBefore we begin, you may want to do...
R Tutorial Series: One-Way Omnibus ANOVA
Testing the omnibus hypothesis via one-way ANOVA is simple process in R. This tutorial will explore how R can be used to perform a one-way ANOVA to test the difference between two (or more) group means. Tutorial FilesBefore we begin, you may want to do...
Students in predominantly ethnic minority classes want segregated education very much. The others don’t.
I just did this for what will hopefully be a book chapter on our Divided Education - Divided Citizens research project with NEPC. Explanation further below for anyone more interested in the actual topic ;-) About the graphic: I like raw-...
Studying joint effects in a regression
We've seen in the previous post (here) how important the *-cartesian product to model joint effected in the regression. Consider the case of two explanatory variates, one continuous (, the age of the driver) and one qualitative (, gasoline ve...
The ARIMAX model muddle
There is often confusion about how to include covariates in ARIMA models, and the presentation of the subject in various textbooks and in R help files has not helped the confusion. So I thought I’d give my take on the issue. To keep it simple, I will only describe non-seasonal ARIMA models although the ideas
R Beginner’s Guide Book Update 10/1/2010
Update: Statistical Analysis with R is now available!I recently submitted the final drafts of all chapters of my R Beginner's Guide book, which is to be published through Packt. The official publishing timeline is set to December 2010, although the boo...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
