1500 search results for "regression"

4 and a half myths about beta in finance

February 8, 2011
By
4 and a half myths about beta in finance

Much of what has been said and thought about beta in finance is untrue. Myth 1: beta is about volatility This myth is pervasive. Beta is associated with the stock’s volatility but there is more involved.  Beta is the ratio of the volatility of the stock to the volatility of the market times the correlation … Continue reading...

Read more »

R courses from Statistics.com

February 7, 2011
By

If you're looking for some in-depth training in R, here are some upcoming courses presented by R gurus and hosted by statistics.com to consider: Feb 11: Modeling in R (Sudha Purohit -- more details after the jump) Mar 4: Introduction to R - Data Handling (Paul Murrell) Apr 15: Programming in R (Hadley Wickham) Apr 29: Graphics in R...

Read more »

Reproducing the BMA exercise of Fernández, Ley and Steel (2001) in R

February 7, 2011
By
Reproducing the BMA exercise of Fernández, Ley and Steel (2001) in R

In their paper Model uncertainty in cross-country growth regressions (Journal of Applied Econometrics 2001), Fernández, Ley and Steel (FLS) demonstrate the use of Bayesian Model Averaging (BMA) for a cross-section economic growth data set. This tutor...

Read more »

Open data might be a false good opportunity…

February 7, 2011
By
Open data might be a false good opportunity…

I am always surprised to see many people on Twitter tweeting about #opendata, e.g. @data4all, @usdatagov, @datapublicatwit, @ProPublica or @open3 among so many others... Initially, I was also very enthousiastic, but I have to admit that open data a...

Read more »

Boxplots and Beyond – Part II: Asymmetry

Boxplots and Beyond – Part II: Asymmetry

In my last post, I discussed boxplots in their simplest forms, illustrating some of the useful options available with the boxplot command in the open-source statistical software package R.  As I noted in that post, the basic boxplot is both useful...

Read more »

Revolution R Enterprise 4.2 now available

February 1, 2011
By

Today we're pleased to announce the availability of the latest update to the Revolution R family, Revolution R Enterprise 4.2. This release includes all of the capabilities of the most powerful statistical software available, open-source R (version 2.11.1), plus additional components for big data analysis, integration, user experience and more. Version 4.2 includes a number of new features, including:...

Read more »

A gentle introduction to R

January 31, 2011
By
A gentle introduction to R

Whenever a post on this blog requires some data analysis and perhaps a chart or two, my tool of choice is the versatile statistical programming package R. Developed as an open-source implementation of an engine for the S programming language, R is therefore free. Since commercial mathematical packages can costs thousands of dollars, this alone

Read more »

Data Mining with WEKA

January 30, 2011
By

There are a number of good open source projects for statistics and data mining, for example the software WEKA developed at the University of Waikato. The description on their website states that: Weka is a collection of machine learning algorithms for data mining tasks. The algorithms can either be applied directly to a dataset or

Read more »

R programming books (updated)

January 28, 2011
By
R programming books (updated)

In a recent post, I asked for suggestions for introductory R computing books. In particular, I was looking for books that: Assume no prior knowledge of programming. Assume very little knowledge of statistics. For example, no regression. Are cheap, since they are for undergraduate students. Some of my cons aren’t really downsides as such. Rather,

Read more »

Homicides in Mexico 2006-2009

January 27, 2011
By
Homicides in Mexico 2006-2009

Just today the Mexican government released to the public the mortality database for 2009, and as you can see from the chart Mexico has suffered from a steep rise in homicides from 2008 onward and very likely reached the highest violence rate in recent history last year. Since the Mexican government also recently made...

Read more »