Publications by andrew
Package party: Conditional Inference Trees
I am going to be using the party package for one of my projects, so I spent some time today familiarising myself with it. The details of the package are described in Hothorn, T., Hornik, K., & Zeileis, A. (1999). “party: A Laboratory for Recursive Partytioning” which is available from CRAN. The main workhorse of the package is ctree, so that ...
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xkcd Style Bubble Plot
A package was recently released to generate plots in the style of xkcd using R. Being a big fan of the cartoon, I could not resist trying it out. So I set out to produce something like one of Hans Rosling’s bubble plots. First I needed some data. Spoilt for choice. I scraped some population data broken down by country and retained only the c...
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Package MatchIt: Balancing experimental data
A balanced experimental design is one in which the distribution of the covariates is the same in both the control and treatment groups. However, although achievable in an experimental scenario, for observational data this ideal is seldom attained. The MatchIt package provides a means of pre-processing data so that the treated and control groups...
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Analysis of Cable Morning Trade Strategy
A couple of years ago I implemented an automated trading algorithm for a strategy called the “Cable Morning Trade”. The basis of the strategy is the range of GBPUSD during the interval 05:00 to 09:00 London time. Two buy stop orders are placed 5 points above the highest high for this period; two sell stop orders are placed 5 points below the ...
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Comrades Marathon Attrition Rate
It is a bit of a mission to get the complete data set for this year’s Comrades Marathon. The full results are easily accessible, but come as an HTML file. Embedded in this file are links to the splits for individual athletes. So with a bit of scripting wizardry it is also possible to download the HTML files for each of the individual athletes. ...
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Robust logistic regression
Corey Yanofsky writes: In your work, you’ve robustificated logistic regression by having the logit function saturate at, e.g., 0.01 and 0.99, instead of 0 and 1. Do you have any thoughts on a sensible setting for the saturation values? My intuition suggests that it has something to do with proportion of outliers expected in the data (assuming ...
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Medal Allocations at the Comrades Marathon
Following up on my previous post regarding attrition rates at Comrades Marathon 2013, here are the statistics I have gathered for medal allocations. There is some interesting history behind the Comrades Marathon medals. For reference, the medals are allocated as follows: Gold medals to the first ten finishers in the men’s race and the ladies�...
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Job opening! Come work with us!
Postdoctoral position in statistical modeling of social networks A full-time postdoctoral position is available beginning Fall 2014 in the research group of Tian Zheng and Andrew Gelman working on statistical analysis and modeling of social network data, in close cooperation with our experimental collaborators. Four key papers of this project so ...
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The Green Number Effect
Following up on a suggestion from my previous post, here are the statistics for medal count versus age. Every point on the plot is the number (see colour legend on right) of athletes who have achieved a given number of medals by a particular age. There is clear evidence of a Green Number Effect: many people hang on for ten medals and then pack i...
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Job openings at conservative political analytics firm!
After posting that announcement about Civis Analytics, I wrote, “If a reconstituted Romney Analytics team is hiring, let me know and I’ll post that ad too.” Adam Schaeffer obliged: Not sure about Romney’s team, but Evolving Strategies is looking for sharp folks who lean right: Evolving Strategies is a political communications research f...
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