Posts Tagged ‘ Technical ’

Resampling Hierarchically Structured Data Recursively

April 4, 2012
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Resampling Hierarchically Structured Data Recursively

That's a mouthful! I presented this topic to a group of Vandy statisticians a few days ago. My notes (essentially reproduced in this post) are recorded at the Dept. of Biostatistics wiki: HowToBootstrapCorrelatedData. The presentation covers some bootstrap strategies for hierarchically structured (correlated) data, but focuses on the multi-stage bootstrap; an extension of that described

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useR! 2012 Simple Abstract Helper

January 3, 2012
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useR! 2012 Simple Abstract Helper

useR! 2012 has issued a call for abstracts! I've extended the WebSweave concept to offer a tool to create simple abstracts online, including those with markup, which may then be submitted at the conference website. Use the following link for the Simple Abstract Helper.

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Mortgage Refinance Calculator

December 20, 2011
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Mortgage Refinance Calculator

Mortgage rates are low, considering historical rates for the last 50 years. It may be timely to consider a mortgage refinance. The image above links to a simple tool for exploring mortgage refinance, built using rapache and the yet-to-be-archived yarr package for R. Hence, there are now two mortgage-related calculators on this site: MortCalc: A

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New Powerball (lottery) Rules Will Cost You More

December 16, 2011
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The popular news are reporting that the Multi-State Lottery Commission (MUSL) will change the rules for their lottery game Powerball, effective Jan. 15, 2012. I sent an email to the MUSL (at 8:00am Dec, 14th) asking for the new official rules, but haven't received a response yet (as of 10:30am Dec, 16th). Hence, these

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Why balloons are better than balls (in urn schemes)

November 18, 2011
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The below is taken from a work in progress: The Polya urn is a heuristic associated with Dirichlet process mixtures. We present the scheme in a modified format, using balloons instead of balls, where the probability of drawing a balloon from the urn is proportional to its volume. Balloons are preferred because their volume may

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Bayesian vs. Frequentist Intervals: Which are more natural to scientists?

November 17, 2011
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I don't know, of course, because the evidence at hand is based on my experience. But, I'll leave the reader to consider whether these observations generalize. Proponents of Bayesian statistical inference argue that Bayesian credible intervals are more intuitive than the frequentist confidence intervals, because the Bayesian inference is a probability statement about a parameter.

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Parameter vs. Observation Dimension?

October 24, 2011
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Parameter vs. Observation Dimension?

Bill Bolstad's response to Xi'an's review of his book Understanding Computational Bayesian Statistics included the following comment, which I found interesting: Frequentist p-values are constructed in the parameter dimension using a probability distribution defined only in the observation dimension. Bayesian credible intervals are constructed in the parameter dimension using a probability distribution in the parameter

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Another Mystery: sas7bdat != sd2

October 14, 2011
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I received an email from a very inconvenienced statistician a few weeks ago. The problem was an old data file with the extension .sd2. Apparently, this is an obsolete data storage format used by past versions of SAS. A quick glance at the file contents revealed that this sd2 formatted file is incompatible with the

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A Note on Antoniak’s Approximation for Dirichlet Processes

September 21, 2011
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A Note on Antoniak’s Approximation for Dirichlet Processes

Antoniak's 1974 article titled Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems (Annals of Statistics 2(6):1152-1174) is a fundamental work for most modern developments in this area. The article gives two expressions for the expected number of distinct values in a sample of size n, drawn from a Dirichlet process-distributed probability distribution with

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More sas7bdat progress

September 13, 2011
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The development version of the read.sas7bdat function (in the sas7bdat package) now reads field labels and formats. In addition, errors of the type "found <x> <type> subheaders where 1 expected" are now a thing of the past. These improvements are largely due to work by Clint Cummins. The function also works on some files generated

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