Latest updates for Statistical Modeling

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Recent items include:

  • Survey Statistics: 2 different uses of simulated data
  • Survey Statistics: more on SynthMargins and Bayes-Raking
  • Survey Statistics: logit shift and raking

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statmodeling.stat.columbia.edu /2 weeks ago

Survey Statistics: 2 different uses of simulated data

Last month Andrew wrote: I use simulated data to understand how a model works; it can be viewed as a form of mathematical analysis, a way of working out the implications of a set o...

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statmodeling.stat.columbia.edu /1 month ago

Survey Statistics: more on SynthMargins and Bayes-Raking

Last week we discussed SynthMargins, a method from the poster Modeling Complex Contingency Tables that uses partial information (margins) about poststratification variables. On the...

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statmodeling.stat.columbia.edu /1 month ago

Survey Statistics: logit shift and raking

We’ve been discussing how to use population margin information about poststratification variables (see Modeling Complex Contingency Tables and SynthMargins & Bayes-Raking). I w...

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statmodeling.stat.columbia.edu /3 weeks ago

Survey Statistics: ANOVA follow-up

Rodney Sparapani commented on the ANOVA post about struggles with multilevel models, saying ANOVA is more straightforward. I also struggle with multilevel models, but I don’t find...

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statmodeling.stat.columbia.edu /2 weeks ago

Our continuing struggles with the Monster model

tl;dr. We’re still stuck. It was 30 years ago that Frédéric Bois, Jiming Jiang, and I published our paper on hierarchical modeling for toxicology. It was a successful paper–it’s be...

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statmodeling.stat.columbia.edu /1 month ago

Survey Statistics: ANOVA

Andrew recently answered “Why did ANOVA fall out of fashion?”: Anova is still important; it’s just been subsumed by hierarchical models. The link is to my 2005 paper, Analysis of v...

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statmodeling.stat.columbia.edu /1 month ago

This is how we do modern frequentist statistics: Using fake-data simulation to understand what can happen in a study

In a famous (to readers of this blog) example of statistical error, a researcher reported that beautiful parents were 36% more likely to have girl babies. The saps at Freakonomics...

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statmodeling.stat.columbia.edu /3 weeks ago

A nonlinear effect plus measurement error in x becomes close to linear: A simulation study

It’s time for another one of Bob’s favorite sort of post, which is when I use simulation to demonstrate a statistical principle. 1. Flogging a dead horse The issue in question came...

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kdnuggets.com /2 weeks ago

3 Statsmodels Tricks for Time Series Analysis & Forecasting

A fitted statsmodels model computes a more than just the array of numbers most code pulls out of it.

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towardsdatascience.com /1 month ago

Why You Think Like a Bayesian but Were Taught Like a Frequentist

From a chocolate bar with no price tag to a marketing mix model in PyMC, and the 200-year-old integral that stood in between. The post Why You Think Like a Bayesian but Were Taught...

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statmodeling.stat.columbia.edu /1 week ago

Survey Statistics: favorite textbooks ?

This series has used a few survey statistics textbooks, see my list below. Which of your favorites am I missing ? Kish 1965: Särndal, Swensson, Wretman 1992: Groves et al. 2009: Lu...

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medium.com /3 weeks ago

Why Model Evaluation Matters: A Production Case Study

A model was already live, forecasting rain a day ahead. It looked done. Evaluating it properly is what showed it wasn’t.Continue reading on Medium »

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towardsdatascience.com /1 day ago

Your Six AI Models Are Really Two: The Math of Correlated Mistakes

Ask several models the same question, take a vote, and you get fewer independent opinions than you paid for. One formula says how many, and I checked it on six open models and 1,50...

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statmodeling.stat.columbia.edu /1 month ago

It’s fine to use computer-generated survey responses—if you don’t care about the data anyway!

Think about it like this: a survey organization uses a method M to get data D to give population estimates E which are used by clients to make actions A. The method M is crucial in...

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statmodeling.stat.columbia.edu /1 month ago

“Why did ANOVA fall out of fashion?”

A student asks the above question. My response: Anova is still important; it’s just been subsumed by hierarchical models. The link is to my 2005 paper, Analysis of variance: Why it...

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r-bloggers.com /1 month ago

Semi-parametric option pricing based on underlying’s historical data (accepted at the osQF 2026 (ex R/Finance) conferenc...

This post is a follow-up to my previous posts on semi-parametric option pricing. A link to the study (accepted for presentation at the osQF 2026 conference) is provided at the end...

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r-bloggers.com /3 weeks ago

mlreserve: machine-learning loss reserving on ‘real-world’ triangles (based on a ‘ChainLadder’ fork)

This post presents a function `mlReserve()` for machine-learning loss reserving on 'real-world' triangles, based on a fork of the 'ChainLadder' package. It includes two experiments...

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wattsupwiththat.com /2 days ago

BREAKING: Models Model Modeled Tipping Points

Imagine I write a computer program to simulate a horse race. Then I write another computer program to predict which simulated horse will win. My second program does wonderfully. Pr...

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medium.com /2 weeks ago

“Average of Ratios or Ratio of Averages?” Why Your iROAS Depends on Who’s Asking

Lets imagine a hypothetical scenario: two marketing analysts measure the same geo experiment. Same regions, same budget cut, same data set…Continue reading on Medium »

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thepredicto.medium.com /1 month ago

Predicto Atlas: One Model to Forecast Them All

A single deep learning model trained across 528 stocks, built to forecast volatility.Continue reading on Medium »

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towardsdatascience.com /4 weeks ago

Your Model's MSE Is Lying to You: Part II

Autoregressive rollout and uncertainty propagation. Second in a series on probabilistic forecasting for physical signals. The post Your Model's MSE Is Lying to You: Part II appeare...

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statmodeling.stat.columbia.edu /1 month ago

What’s happening with the models of the Atlantic Meridional Overturning Circulation?

John “not Towering Inferno” Williams points to this new research article by Valentin Portmann et al., which states: Climate models show considerable discrepancies in their future p...

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bioengineer.org /1 week ago

New FLARE Framework Brings Statistical Rigor to Nonlinear Clinical Risk Prediction

A new framework called FLARE combines nonlinear machine learning flexibility with closed-form uncertainty estimates, statistical tests, and patient-level interaction analysis for c...

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medium.com /1 month ago

I Gave a Decision Model My Production Data for a Week

No text generation, no parsing, just typed answers with probabilities. Here is what it measured.Continue reading on Medium »

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bioengineer.org

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medium.com

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statmodeling.stat.columbia.edu

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towardsdatascience.com

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wattsupwiththat.com

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kdnuggets.com

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