Just back from 2017 NBER-NSF Time Series at Northwestern. Quite a feast -- my head is spinning. Program dumped below; formatted version here. Many thanks to the program committee for producing this event, and more generally for keepin...
Statistics Blogs
Just back from 2017 NBER-NSF Time Series at Northwestern. Quite a feast -- my head is spinning. Program dumped below; formatted version here. Many thanks to the program committee for producing this event, and more generally for keepin...
Suppose you measure people on two independent attributes, X and Y, and take those for whom X+Y is above some threshold. Then even though X and Y are uncorrelated in the full population, they will be negatively correlated in your sample. This article gives the following example. Suppose beauty and acting ability were uncorrelated. Knowing how […]
A little belatedly, here is my September reading list:Benjamin, D. J. et al., 2017. Redefine statistical significance. Pre-print.Jiang, B., G. Athanasopoulos, R. J. Hyndman, A. Panagiotelis, and F. Vahid, 2017. Macroeconomic forecasting for Australia u...
Hi, With Lawrence Murray, Chris Holmes and Christian Robert, we have recently arXived a paper entitled “Better together? Statistical learning in models made of modules”. Christian blogged about it already. The context is the following: parameters of a first model appear as inputs in another model. The question is whether to consider a “joint model […]
Avec un peu de retard, je vais tenter de poursuivre le billet sur la normalité, mis en ligne en avril dernier. Mon point de départ reprenait une discussion autour de la « moyenne » comme outil central pour définir la norme, ainsi que des idées que l’on peut retrouver dans le livre de Todd Rose, The End of Averages. Pour compléter mon précédant billet, je pourrais reprendre un exemple mentionné dans…
Authors: John Mount and Nina Zumel. The p-value is a valid frequentist statistical concept that is much abused and mis-used in practice. In this article I would like to call out a few features of p-values that can cause problems in evaluating summaries. Keep in mind: p-values are useful and routinely taught correctly in statistics, … Continue reading Remember: p-values Are Not Effect Sizes
I often need to work with many variables at a time in SAS, but I don’t like to type all of their names manually – not only is it messy to read, it also induces errors in transcription, even when copying and pasting. I recently learned of an elegant and efficient way to store multiple […]
Anna and I have just arxived a paper (that we've also submitted to Value in Health), in which we're trying to publicise more widely and in a less technical way the "Moment Matching" method (which we sent to MDM and should be on track and possibly out s...
Anna and I have just arxived a paper (that we've also submitted to Value in Health), in which we're trying to publicise more widely and in a less technical way the "Moment Matching" method (which we sent to MDM and should be on track and possibly out s...
For some reason, Kobi's favourite thing in the world is flying on an airplane, with making paper airplanes a very closed second and playing airport pretending to check (real) suitcases in and setting off through security as a rather close third.So it's...
