In this blog post, I present a paper that has really interested me for a long time. This is part2, where I will briefly present the model of the paper, and try to play around with the data. If you haven’t, I suggest you read part 1 where I provide ... [Read more...]

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Introduction I want to write about an Econometrica paper written in 1987 (jstor link) by John Rust, currently Professor of Economics at Georgetown University, paper which has been on my mind for the past 10 years or so. Why? Because it is a seminal paper in the econometric literature, but it is ... [Read more...]

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Intro Just like the question “what’s the difference between machine learning and statistics” has shed a lot of ink (since at least Breiman (2001)), the same question but where statistics is replaced by econometrics has led to a lot of discussion, as well. I like this presentation by Hal Varian ... [Read more...]

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Introduction Imputing missing values is quite an important task, but in my experience, very often, it is performed using very simplistic approaches. The basic approach is to impute missing values for numerical features using the average of each feature, or using the mode for categorical features. There are better ways ... [Read more...]

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I have been recently confronted to the issue of finding similarities among time-series and though about using k-means to cluster them. To illustrate the method, I’ll be using data from the Penn World Tables, readily available in R (inside the {pwt9} package):

library(tidyverse)
library(lubridate)
library(pwt9)
library(brotools)

First, of all, let’s only ... [Read more...]

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Intro Maximum likelihood estimation is a very useful technique to fit a model to data used a lot in econometrics and other sciences, but seems, at least to my knowledge, to not be so well known by machine learning practitioners (but I may be wrong about that). Other useful techniques ... [Read more...]

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Note: When I started writing this blog post, I encountered a bug and filed a bug report that I encourage you to read. The responsiveness of the developer was exemplary. Not only did Zhuo solve the issue in record time, he provided ample code snippets to illustrate the solutions. Hats ... [Read more...]

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Yesterday I released an ebook on Leanpub, called Modern R with the tidyverse, which you can also read for free here. In this blog post, I want to give some context. Modern R with the tidyverse is the second ebook I release on Leanpub. I released the first one, called ... [Read more...]

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This blog post is an excerpt of my ebook Modern R with the tidyverse that you can read for free here. This is taken from Chapter 8, in which I discuss advanced functional programming methods for modeling. As written just above (note: as written above in the book), map() simply applies ... [Read more...]

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I was recently asked how to go about matching several datasets where different samples of individuals were interviewed. This sounds like a big problem; say that you have dataset A and B, and that A contain one sample of individuals, and B another sample of individuals, then how could you ... [Read more...]

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