
Recent Posts
Archives
 February 2019
 November 2018
 March 2018
 March 2016
 February 2016
 January 2016
 October 2015
 September 2015
 August 2015
 July 2015
 June 2015
 May 2015
 March 2015
 February 2015
 November 2013
 September 2013
 July 2013
 June 2013
 April 2013
 March 2013
 January 2013
 November 2012
 October 2012
 July 2012
 June 2012
 May 2012
 April 2012
 March 2012
 February 2012
 January 2012
 December 2011
 November 2011
 October 2011
 September 2011
 August 2011
 July 2011
 June 2011
 May 2011
 April 2011
 March 2011
 February 2011
 January 2011
 December 2010
 November 2010
 October 2010
 September 2010
 August 2010
 July 2010
Categories
Meta
Tag Archives: econometrics
Hebbian History
memeengine replied to your post: Or can the influence of any ancestor ever fade down to zero? (Or, well… to arbitrarily small size?) An AR[1] process can go arbitrarily ↓0 as time↑∞. But in real life the sins of the fathers … Continue reading
Posted in Uncategorized
Tagged Africa, autoregression, civil law, class mobility, common law, Daron Acemoglu, econometrics, economic growth, GDP, GDP per capita, growth, Hebbian learning, hierarchy, history, local linear approximation, Louisiana, methodology, Nathan Nunn, OLS, power, race, racism, regression analysis, slavery, statistics, structure, Sweden, the law, USA, wealth
Leave a comment
“You can keep blaming your parents for your life in your 20’s, but by the time you’re 30 it’s your own fault.” —having a difficult time getting an original source on this quote This is like unknotting an autoregressive term … Continue reading
Posted in Uncategorized
Tagged autoregression, autoregressive, econometrics, family, individualism, kids, life, noncommutativ, parents, psychology, sociology, statistics, the future, the past, time series
Leave a comment
http://video.ted.com/assets/player/swf/EmbedPlayer.swf Noticed: It’s easier for me to grok statistical significance (p’s and t’s) from a scatterplot than magnitude (β’s). Even though magnitude can be the most important thing, it’s “hidden” off to the left. Note to self: look off to the left … Continue reading
It takes ~20 observations to verify your first significant digit of the mean with confidence. Do you know how many observations it takes to verify your first sigfig of the variance? More like 1000. And that’s just to get one … Continue reading
I feel vindicated in several ways by the Netflix Engineering team’s recent blog post explaining what they did with the results of the Netflix Prize. What they wrote confirms what I’ve been saying about recommendations as well as my experience … Continue reading
Posted in Uncategorized
Tagged BellKor, business, collaborative filtering, computational homology, consulting, dimension reduction, domain knowledge, Doug Hinton, econometrics, ensemble methods, Gilbert Strang, John Wilder Tukey, Kaggle, linear algebra, machine learning, Netflix, neural networks, Pragmatic Chaos, RBM's, recommendation engines, regression, restricted Boltzann machines, statistics, SVD, topology, web startups
Leave a comment
A First Lesson in Econometrics by John J. Siegfried
As nice as it is to be able to assume normality, … there are problems. The most obvious problem is that we could be wrong. One … very nice thing … is that, in many situations, … [being wrong] won’t … Continue reading
[I]n the late 1920’s and early 1930’s…. There were lots of deep thoughts [in economics], but a lack of quantitative results. … It is usually not of very great practical or even scientific interest to know whether the [causal] influence … Continue reading
Quote
February 27, 2012
Tagged academia, Alfred Nobel, Bank of Sweden, data, dynamite, econometrics, economics, education, elasticity, experiment, facts, human factors, ideation, laureate, magnitude, math, mathematics, maths, measurement, quantification, science, size, statistics, theory, Trygve Haavelmo
Leave a comment
Upon my return [to academia, after years of private statistical consulting], I started reading the Annals of Statistics … and was bemused. Every article started with: Assume that the data are generated by the following model… followed by mathematics exploring … Continue reading
Quote
November 12, 2011
Tagged academia, academic jousting matches, academic trends, academic trifles, academic wars, academics getting off track, artificial intelligence, C P Snow, econometrics, image recognition, Leo Breiman, machine learning, math, mathematics, maths, psychometrics, random forests, signal processing, statistics
Leave a comment
My sister isn’t “irrational”, her utility function just has large interaction terms.
What happens if, instead of doing a linear regression with sums of monomial terms, you do the complete opposite? Instead of regressing the phenomenon against , you regressed the phenomenon against an explanation like ? I first thought of this question several years ago whilst living … Continue reading
Posted in Uncategorized
Tagged bad day, catastrophe theory, complexity, econometrics, emotions, feminism, good day, holism, mappings, mathematical modelling, mathematics, ODE's, operators, parsimony, psychology, reductionism, regression, regression analysis, separability, separation of variables, simplicity, statistics, tipping points, utility theory
Leave a comment