Bayesian data analysis follows a very simple and general recipe: Specify a model and likelihood, i.e. what process do you think is generating your data? Specify a prior distribution, i.e. quantify what you know about a problem before having seen … Continue reading → [Read more...]

Jeff and I talk with Brian Caffo about teaching MOOCs on Coursera. [Read more...]

Now that the election is over, you may want to use polling data in a model of the campaign. Simon Jackman has thoughtfully made his daily state-by-state predictions available for download, but a commonly-used dataset is the RealClearPolitics polling a... [Read more...]

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Specification testing is an important part of econometric practice. However, from what I can see, few researchers perform heteroskedasticity tests after estimating probit/logit models. This is not a trivial point. Heteroskedasticity in these models can represent a major violation of the probit/logit specification, both of which assume homoskedastic ... [Read more...]

On the 30th of November 2012 Parco Tecnologico Padano (PTP) Lodi, will host the event "Italian BioR Day". Italian BioR Day, promoted by Parco Tecnologico Padano (PTP) and Quantide srl, is linked to the events organized by MilanoR. It will … Continue reading → [Read more...]

In the previous post, I demonstrated simple backtests for trading a number of assets ranked based on their 3, 6, 9, or 12 (i.e lookback periods) month simple returns. While it was not an exhaustive backtest, the results showed that when trading the top 8 ranked assets, the ranking based 3, 6, 9, and 12 … Continue reading → [Read more...]

It's very convenient manage data with R: you can import your dataset, you could find many packages which respond to your needs, then you could plot your results. However it could be very bothersome retrieve the data from online databases. … Continue reading → [Read more...]

Creating SQLite databases from R 1. IntroductionThese notes show how to create an SQLite database from within R. The notes outline two way in which R can communicate with SQLite databases: using the RSQLite package and using the sqldf package. Both packages use reasonably standard versions of SQL to administer and ... [Read more...]

Welcome to the re-designed, re-hosted and re-platformed Simply Statistics blog. We have moved the blog over to the WordPress platform to give us some newer features that were lacking over at tumblr. So far the transition has gone okay but … Continue reading → [Read more...]

In Paths to the F1 2012 Championship Based on How They Might Finish in the US Grand Prix I posted a quick hack to calculate the finishing positions that would determine the F1 2012 Drivers’ Championship in today’s United States Grand Prix, leaving a tease dangling around the possibility of working ... [Read more...]

Based on comments by cellocgw I decided to look at last week's Secret Santa again. This time, the moment a person, whoever that is, draws his/her own name, the drawing starts again at the first person.IntroductionA group of n persons draws sequentially... [Read more...]

An interview with Brad Efron about scientific writing. I haven’t watched the whole interview, but I do know that Efron is one of my favorite writers among statisticians. Slidify, another approach for making HTML5 slides directly from R.  I love … Continue reading → [Read more...]

Quite a while back I wrote some tutorials on getting the StatET plugin for Eclipse running, so that you can write R code and run it within the Eclipse development environment. The developers of all of these pieces of software have kept marching on with... [Read more...]

An old irony in New York is the ubiquity of the ‘gourmet deli’. It is hard to find a deli …Continue reading » [Read more...]

I can’t exactly remember how I arrived to Making sense of random effects, a good post in the Distributed Ecology blog (go over there and read it). Incidentally, my working theory is that I follow Scott Chamberlain (@recology_), who follows … Continue reading → [Read more...]

Yesterday I posted an example of plotting 2012 U.S. presidential exit poll results using ggplot2. There I took for granted that a data.frame containing all we need resides in a file called "PresExitPolls2012.Rdata". Today I want to show how I scraped t... [Read more...]

There are several graphics available for visualizing missing data including the VIM package. However, I wanted a plot specifically for looking at the nature of missingness across variables and a clustering variable of interest to support data preparati... [Read more...]

This entry is part 14 of 12 in the series Using RYes, this post condenses 50+ hours of learning into a 15 minute tutorial.  Read ‘em and weep.  (That is, you read while I weep.) OK.  For the last week …   read more ... [Read more...]

A minor bug-fix release 3.4.4 of Armadillo came out upstream a few days ago. RcppArmadillo, our wrapper for R and Armadillo, is now on CRAN with its corresponding version 0.3.4.4. No R level or interface changes were made and the upstream changes are ... [Read more...]