In my Serious Stats blog I have a new post on providing CIs for a difference between independent R square coefficients.You can find the post there or go direct to the function hosted on RPubs. I have been experimenting with knitr but can't yet ge...
In my Serious Stats blog I have a new post on providing CIs for a difference between independent R square coefficients.You can find the post there or go direct to the function hosted on RPubs. I have been experimenting with knitr but can't yet ge...
In an earlier blog post I provided R code for a CI of a difference in R square for dependent and non-dependent correlations. This was based on a paper by Zou (2007). That paper also provides a method for calculating the CI of a difference in independent R square coefficients based on the limits of […]
Here's something (else!) that annoys the heck out of me. I've seen it come up time and again in economics seminars over the years.It usually goes something like this:There are two estimates of some parameter, based on two different models.Question from...
For your enjoyment:Diebold, F. X. & M. Shin, 2016. Assessing point forecast accuracy by stochastic error distance. NBER Working Paper No.2516.Franses, P.H., 2016. Yet another look at MIDAS regression. Econometric Institute Report 2016-32.Hillier, G...
One of the common tropes one hears from advocates of confidence intervals is that they are superior, or should be preferred, to p values. In our paper "The Fallacy of Placing Confidence in Confidence Intervals", we outlined a number of interpretation p...
Now that the Canada Day and Independence Day celebrations are behind (some of) us, it's time for some serious reading at the cottage. Here are some suggestions for you:Farmer, R. E. A., 2015. The stock market crash really did cause the great recession....
Here's some suggested reading for the coming month:Backhouse, R. and B. Cherrier, 2016. 'It's computerization, stupid!' The spread of computers and the changing roles of theoretical and applied economics.Castle, J. L., M. P. Clements, and D. F. H...
Over at the Psychonomic Society Featured Content blog, there are several new articles outlining some of our work on confidence intervals published previously in Psychonomic Bulletin & Review. In a three-part series, Steve Lewandosky ...
One of my papers that has attracted a lot of attention lately is "The Fallacy of Placing Confidence in Confidence Intervals," in which we describe some of the fallacies held by the proponents and users of confidence intervals. This paper has been discu...
The latest issue of Chance contains a very timely article by Nicholas Horton, Benjamin Baumer, and Hadley Wickham. It's titled, "Setting the Stage for Data Science: Integration of Data Management Skills in Introductory and Second Courses in S...
