Publications by Dave Giles
June Reading List
Put away that novel! Here’s some really fun June reading:Berger, J., 2003. Could Fisher, Jeffreys and Neyman have agreed on testing?. Statistical Science, 18, 1-32.Canal, L. and R. Micciolo, 2014. The chi-square controversy. What if Pearson had R? Journal of Statistical Computation and Simulation, 84, 1015-1021.Harvey, D. I., S. J. Leybourne, ...
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Central and Non-Central Distributions
Let’s imagine that you’re teaching an econometrics class that features hypothesis testing. It may be an elementary introduction to the topic itself; or it may be a more detailed discussion of a particular testing problem. We’re not talking here about a course on Bayesian econometrics, so in all likelihood you’ll be following the “classi...
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Computing Power Curves
In a recent post I discussed some aspects of the distributions of some common test statistics when the null hypothesis that’s being tested is actually false. One of the things that we saw there was that in many cases these distributions are “non-central”, with a non-centrality parameter that increases as we move further and further away fr...
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Computing Power Functions
In a recent post I discussed some aspects of the distributions of some common test statistics when the null hypothesis that’s being tested is actually false. One of the things that we saw there was that in many cases these distributions are “non-central”, with a non-centrality parameter that increases as we move further and further away fr...
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Multivariate Medians
I’ll bet that in the very first “descriptive statistics” course you ever took, you learned about measures of “central tendency” for samples or populations, and these measures included the median. You no doubt learned that one useful feature of the median is that, unlike the (arithmetic, geometric, harmonic) mean, it is relatively “rob...
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Testing for Multivariate Normality
The assumption that multivariate data are (multivariate) normally distributed is central to many statistical techniques. The need to test the validity of this assumption is of paramount importance, and a number of tests are available.A recently released R package, MVN, by Korkmaz et al. (2014) brings together several of these procedures in a frie...
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Applied Nonparametric Econometrics
Recently, I received a copy of a new econometrics book, Applied Nonparametric Econometrics, by Daniel Henderson and Christopher Parmeter.The title is pretty self-explanatory and, as you’d expect with any book published by CUP, this is a high-quality item.The book’s Introduction begins as follows:“The goal of this book is to help bridge the...
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Introduction to Applied Econometrics With R
I came across a January post from David Smith at Revolution Analytics, in his Revolutions blog. It’s titled, An Introduction to Applied Econometrics With R, and it refers to a very useful resource that’s been put together by Bruno Rodrigues of the University of Strasbourg. It’s called Introduction to Programming Econometrics With R, and you...
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Worrying About my Cholesterol Level
The headline, “Don’t Get Wrong Idea About Cholesterol”, caught my attention in the 3 May, 2015 Times-Colonist newspaper here in Victoria, B.C.. In fact the article came from a syndicated column, published about a week earlier. No matter – it’s always a good time for me to worry about my cholesterol!The piece was written by a certain Dr...
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Parallel Computing for Data Science
Hot off the press, Norman Matloff’s book, Parallel Computing for Data Science: With Examples in R, C++ and CUDA (Chapman and Hall/ CRC Press, 2015) should appeal to a lot of the readers of this blog.The book’s coverage is clear from the following chapter titles:1. Introduction to Parallel Processing in R2. Performance Issues: General3. Pr...
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