1536 search results for "regression"

Common Data Creation Commands

April 19, 2011
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Common Data Creation Commands

Here is a video tutorial where I go through some of the most commonly used commands in creating and manipulating data. As soon as I want to do more than just running a single regression, I use these commands more than any other set of commands (in som...

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Introduction to Cointegration and Pairs Trading

April 15, 2011
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Introduction to Cointegration and Pairs Trading

Introduction Suppose you see two drunks (i.e., two random walks) wandering around. The drunks don’t know each other (they’re independent), so there’s no meaningful relationship between their paths. But suppose instead you have a drunk walking with her dog. This … Continue reading →

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Measuring Price Dispersion of Marijuana

April 12, 2011
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Measuring Price Dispersion of Marijuana

The intersection of mapping APIs, fast database operations and user engagement offers a lot of very cool crowdsourcing applications ranging from the benign and powerful (Google’s Person Finder) to the minor and questionable (A DUI checkpoints app). Most intriguing in … Continue reading →

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Painting a picture of statistical packages

April 4, 2011
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Painting a picture of statistical packages

Imagine you have to analyze text comprising 18,000 words. You have to identify the most commonly cited ideas or words in the text and then present the analysis in a graphic format. There are sophisticated tools out there to help you with this task, but then again there is a tight deadline. You have fewer than five minutes to...

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Painting a picture of statistical packages

April 4, 2011
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Painting a picture of statistical packages

Imagine you have to analyze text comprising 18,000 words. You have to identify the most commonly cited ideas or words in the text and then present the analysis in a graphic format. There are sophisticated tools out there to help you with this task, but then again there is a tight deadline. You have fewer than five minutes to...

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R ready to Deduce you

April 1, 2011
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R ready to Deduce you

Despite being one of the most powerful computing platforms, and being free at the same time, R still struggles against other statistical software, such as SPSS and SAS, in gaining mass appeal amongst users of statistical and market intelligence software. Many have cited the absence of a user-friendly graphical user interface (GUI)...

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R ready to Deduce you

April 1, 2011
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R ready to Deduce you

Despite being one of the most powerful computing platforms, and being free at the same time, R still struggles against other statistical software, such as SPSS and SAS, in gaining mass appeal amongst users of statistical and market intelligence software. Many have cited the absence of a user-friendly graphical user interface (GUI)...

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A Simple Instrumental Variables Problem

March 29, 2011
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A Simple Instrumental Variables Problem

When working with labor economics, we often run into issues with selection on variables of interest. Regressing earnings on years of education to estimate the human capital earnings function makes sense at first blush until we imagine that education is … Continue reading →

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Example 8.32: The HistData package, sunflower plots, and getting data from R into SAS

March 29, 2011
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Example 8.32: The HistData package, sunflower plots, and getting data from R into SAS

This entry is mainly a promotion of the fascinating HistData R package. The package, compiled by the psychologist, statistician, and graphics innovator Michael Friendly, contains a number of small data sets of historical interest. These include data ...

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Time series

March 28, 2011
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Time series

(This post got published on The Statistics Forum yesterday.) The short book review section of the International Statistical Review sent me Raquel Prado’s and Mike West’s book, Time Series (Modeling, Computation, and Inference) to review. The current post is not about this specific book, but rather on why I am unsatisfied with the textbooks in

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