Miscellaneous - 3/4 - Eran Raviv

Present-day great statistical discoveries

Blog, Miscellaneous, Statistics and EconometricsPosted on 12/21/2015

Some time during the 18th century the biologist and geologist Louis Agassiz said: “Every great scientific truth goes through three stages. First, people say it conflicts with the Bible. Next they say it has been discovered before. Lastly they say they always believed it”. Nowadays I am not sure about the Bible but yeah, it happens.

I express here my long-standing and long-lasting admiration for the following triplet of present-day great discoveries. The authors of all three papers had initially struggled to advance their ideas, which echos the quote above. Here they are, in no particular order.

‘Predictions’, ‘forecasts’ or ‘projections’?

Blog, MiscellaneousPosted on 12/02/2015

Perhaps it is the different jargon used in different disciplines, not sure. But for some reason, the terms ‘predictions’, ‘forecasts’ and ‘projections’ are frequently used interchangeably.

Books review

Blog, MiscellaneousPosted on 07/20/2015

I have recently reviewed couple of books.

How regression statistics mislead experts

Blog, Miscellaneous, Statistics and EconometricsPosted on 06/29/2015

This post concerns a paper I came across checking the nominations for best paper published in International Journal of Forecasting (IJF) for 2012-2013. The paper bears the annoyingly irresistible title: “The illusion of predictability: How regression statistics mislead experts”, and was written by Soyer Emre and Robin Hogarth (henceforth S&H). The paper resonates another paper published in “Psychological review” (1973), by Daniel Kahneman and Amos Tversky: “On the psychology of prediction”. Despite the fact that S&H do not cite the 1973 paper, I find it highly related.

Dark background theme for reading

Blog, Miscellaneous, MiscTipsPosted on 03/30/2015

I am picking up on Rob Hyndman’s suggestion on dark themes for writing. I carried on with a bit of “internet-scientific” reading. Opinions on ‘dark vs white’ background themes, which is better for your eyes, are mixed. You are busy, so just the bottom line: do what works for you.

Syntax highlighting style in Rmarkdown

Blog, MiscTips, RPosted on 03/14/2015

R vs MATLAB (Round 3)

Blog, Code, Miscellaneous, MiscTips, RPosted on 08/28/2014

At least for me, R by faR. MATLAB has its own way of doing things, which to be honest can probably be defended from many angles. Here are few examples for not so subtle differences between R and MATLAB:

My favourite statistician

Blog, Miscellaneous, Statistics and EconometricsPosted on 02/17/2014

We are all standing on the shoulders of giants. Bradley Efron is one such giant. With the invention of the bootstrap in 1979 and later with his very influential 2004 paper about the Least Angle Regression (and the accompanied software written in R).

Don’t believe anything you read

Blog, Miscellaneous, Statistics and EconometricsPosted on 01/21/2014

I just finished reading An estimate of the science-wise false discovery rate and application to the top medical literature. The authors ask how many of what we read is scientific journals is actually incorrect, or false.

Most popular posts – 2013

Blog, MiscellaneousPosted on 01/07/2014

Here (what people think) are the most interesting posts in 2013:
Understanding Multicollinearity
On p-value
Bootstrapping time series
Quantile Autoregression in R

My Own favourite:
How Important is Variable Selection?

The Importance of being inauthentic

Blog, Miscellaneous, MiscTipsPosted on 11/09/2013

Presenting properly is important. Here is how I think it should look like,

Design quotes

Blog, MiscellaneousPosted on 05/16/2013

Slides 18 and 30 are especially nice:

Quantify your jogging

Blog, Miscellaneous, RPosted on 04/28/2013

Numbers are useful (I think we can all agree on that..). If you own a smart phone, you can install this runmeter app. When you run, you can take the smartphone with you and activate this app to collect interesting numbers like distance, pace, fastest pace, heart rate*, calories etc. Now we can load the statistics collected over the past months into R and have a quantified look at the progress.

R and Dropbox

Code, MiscTips, RPosted on 04/15/2013

When you woRk, you probably have a set of useful functions/packages you constantly use. For example, I often use the excellent quantmod package, and the nice multi.sapply function. You want your tools loaded when R session fires.

Behavioral Economics in Action

Blog, MiscellaneousPosted on 09/01/2012

Do doctors unnecessarily prolong Colonoscopy? the answer is: they surely might.