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Archive of posts filed under the Multilevel Modeling category.

Bayesian nonparametric weighted sampling inference

Yajuan Si, Natesh Pillai, and I write: It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference using inverse-probability weights. We use a hierarchical approach in which we model the distribution of the weights of the nonsampled units in the […]

Big Data needs Big Model

Gary Marcus and Ernest Davis wrote this useful news article on the promise and limitations of “big data.” And let me add this related point: Big data are typically not random samples, hence the need for “big model” to map from sample to population. Here’s an example (with Wei Wang, David Rothschild, and Sharad Goel):

How much can we learn about individual-level causal claims from state-level correlations?

Hey, we all know the answer: “correlation does not imply causation”—but of course life is more complicated than that. As philosophers, economists, statisticians, and others have repeatedly noted, most of our information about the world is observational not experimental, yet we manage to draw causal conclusions all the time. Sure, some of these conclusions are […]

Seth Roberts

I met Seth back in the early 1990s when we were both professors at the University of California. He sometimes came to the statistics department seminar and we got to talking about various things; in particular we shared an interest in statistical graphics. Much of my work in this direction eventually went toward the use […]

Bayesian Uncertainty Quantification for Differential Equations!

Mark Girolami points us to this paper and software (with Oksana Chkrebtii, David Campbell, and Ben Calderhead). They write: We develop a general methodology for the probabilistic integration of differential equations via model based updating of a joint prior measure on the space of functions and their temporal and spatial derivatives. This results in a […]

Crowdstorming a dataset

Raphael Silberzahn writes: Brian Nosek, Eric Luis Uhlmann, Dan Martin, and I just launched a project through the Open Science Center we think you’ll find interesting. The basic idea is to “Crowdstorm a Dataset”. Multiple independent analysts are recruited to test the same hypothesis on the same data set in whatever manner they see as […]

Index or indicator variables

Someone who doesn’t want his name shared (for the perhaps reasonable reason that he’ll “one day not be confused, and would rather my confusion not live on online forever”) writes: I’m exploring HLMs and stan, using your book with Jennifer Hill as my field guide to this new territory. I think I have a generally […]

If you get to the point of asking, just do it. But some difficulties do arise . . .

Nelson Villoria writes: I find the multilevel approach very useful for a problem I am dealing with, and I was wondering whether you could point me to some references about poolability tests for multilevel models. I am working with time series of cross sectional data and I want to test whether the data supports cross […]

Postdoc at Rennes on multilevel missing data imputation

Julie Josse sends along this job announcement: A post-doctoral position is available in the applied mathematics department of Agrocampus Rennes. The postdoc will be funded by the Henri Lebesgue Center (see http://www.lebesgue.fr/) if the application is selected. Applicants are expected to send their application before 31 March 2014. The research focus is on development of […]

Basketball Stats: Don’t model the probability of win, model the expected score differential.

Someone who wants to remain anonymous writes: I am working to create a more accurate in-game win probability model for basketball games. My idea is for each timestep in a game (a second, 5 seconds, etc), use the Vegas line, the current score differential, who has the ball, and the number of possessions played already […]