2224 search results for "regression"

stone flakes III

June 22, 2014
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stone flakes III

Stone flakes are waste products from the tool making process in the stone age. This is the second post, first post was clustering, second linking to hominid type. The data also contains a more or less continuous age variable, which gives possibili...

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Conditional Distributions from some Elliptical Vectors

June 18, 2014
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Conditional Distributions from some Elliptical Vectors

This winter, in my ACT8595 course, I asked my students (that was some homework) to prove that it was possible to derive the conditional distribution when we have a Student-t random vector (and to get the analytical expression of the later). But before, let us recall a standard result about the Gaussian vector. If  is a Gaussian random vector, i.e. then  has a...

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Upcoming R Training Course in Boston

June 18, 2014
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Upcoming R Training Course in Boston

R for Software Developers and Data Analysts Saturday June 28, 2014 9:00am-4:00pm Microsoft NERD, Cambridge, MA I’ll be presenting a one day professional development workshop on R programming for software developers and data scientists, sponsored by the Greater Boston Chapter of … Continue reading →

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A suggestion to Windows-based users of R: It may be time to relocate

June 17, 2014
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Do you remember the time when you switched from graphical statistical software to R? I did it eight years ago, and I had hard time doing even a simple regression analysis without constantly searching for help, it was a pain. In desperation I frequently cheated and went back to Statistica … Continue reading →

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Tukey and Mosteller’s Bulging Rule (and Ladder of Powers)

June 16, 2014
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Tukey and Mosteller’s Bulging Rule (and Ladder of Powers)

When discussing transformations in regression models, I usually briefly introduce the Box-Cox transform (see e.g. an old post on that topic) and I also mention local regressions and nonparametric estimators (see e.g. another post). But while I was working on my ACT6420 course (on predictive modeling, which is a VEE for the SOA), I read something about a “Ladder of...

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Simultaneous confidence intervals for derivatives of splines in GAMs

June 16, 2014
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Simultaneous confidence intervals for derivatives of splines in GAMs

Last time out I looked at one of the complications of time series modelling with smoothers; you have a non-linear trend which may be statistically significant but it may not be increasing or decreasing everywhere. How do we identify where in the series the data are changing? In that post I explained how we can use the first...

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Varian on big data

June 15, 2014
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Last week my research group discussed Hal Varian’s interesting new paper on “Big data: new tricks for econometrics”, Journal of Economic Perspectives, 28(2): 3–28. It’s a nice introduction to trees, bagging and forests, plus a very brief entree to the LASSO and the elastic net, and to slab and spike regression. Not enough to be able to use them,...

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Example 2014.6: Comparing medians and the Wilcoxon rank-sum test

June 12, 2014
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Example 2014.6: Comparing medians and the Wilcoxon rank-sum test

A colleague recently contacted us with the following question: "My outcome is skewed-- how can I compare medians across multiple categories?" What they were asking for was a generalization of the Wilcoxon rank-sum test (also known as the Mann-Whitney-Wilcoxon test, among other monikers) to more than two groups. For the record, the answer...

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Basketball Data Part III – BMI: Does it Matter?

June 11, 2014
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Basketball Data Part III – BMI: Does it Matter?

For those of you who are just joining us, please refer back to the previous two posts referencing scraping XML data and length of NBA career by position. The next idea I wanted to explore was whether BMI had any … Continue reading →

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The Most Comprehensive Review of Comic Books Teaching Statistics

June 11, 2014
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The Most Comprehensive Review of Comic Books Teaching Statistics

As I’m more or less an autodidact when it comes to statistics, I have a weak spot for books that try to introduce statistics in an accessible and pedagogical way. I have therefore collected what I believe are all books that introduces statistics using comics (at least those written in English). What follows are highly subjective reviews of those...

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