Please share: Manning Deal of the Day November 19: Half off Practical Data Science with R. Use code dotd1119au at www.manning.com/zumel/.

# Category: Statistics

## Practical Data Science with R October 2013 update

A quick status update on our upcoming book “Practical Data Science with R” by Nina Zumel and John Mount.

We are really happy with how the book is coming out. We were able to cover most everything we hoped to. Part 1 (especially chapter 3) is already being used in courses, and has some very good stuff on how to review data. Part 2 covers the “statistical / machine-learning canon,” and turns out to be a very complete demonstration of what odd steps are needed to move from start to finish for each example in R. Part 3 is going to finish with the important (but neglected) topics of delivering results to production, and building good documentation and presentations. Continue reading Practical Data Science with R October 2013 update

## Estimating rates from a single occurrence of a rare event

Elon Musk’s writing about a Tesla battery fire reminded me of some of the math related to trying to estimate the rate of a rare event from a single occurrence of the event (plus many non-event occurrences). In this article we work through some of the ideas. Continue reading Estimating rates from a single occurrence of a rare event

## Practical Data Science with R, deal of the day Aug 1 2013

Deal of the Day August 1: Half off my book Practical Data Science with R. Use code dotd0801au at www.manning.com/zumel/

## What is “Practical Data Science with R”?

A bit about our upcoming book “Practical Data Science with R”. Nina and I share our current draft of the front matter from the book, which is a description which will help you decide if this is the book for you (we hope that it is). Or this could be the book that helps explain what you do to others.

## Big News! “Practical Data Science with R” MEAP launched!

Nina Zumel and I ( John Mount ) have been working very hard on producing an exciting new book called “Practical Data Science with R.” The book has now entered Manning Early Access Program (MEAP) which allows you to subscribe to chapters as they become available and give us feedback before the book goes into print.

Please subscribe to our book, your support now will help us improve it. Please also forward this offer to your friends and colleagues (and please ask them to also subscribe and forward). Continue reading Big News! “Practical Data Science with R” MEAP launched!

## Bayesian and Frequentist Approaches: Ask the Right Question

It occurred to us recently that we don’t have any articles about Bayesian approaches to statistics here. I’m not going to get into the “Bayesian versus Frequentist” war; in my opinion, which style of approach to use is less about philosophy, and more about figuring out the best way to answer a question. Once you have the right question, then the right approach will naturally suggest itself to you. It could be a frequentist approach, it could be a bayesian one, it could be both — even while solving the same problem.

Let’s take the example that Bayesians love to hate: significance testing, especially in clinical trial style experiments. Clinical trial experiments are designed to answer questions of the form “Does treatment X have a discernible effect on condition Y, on average?” To be specific, let’s use the question “Does drugX reduce hypertension, on average?” Assuming that your experiment does show a positive effect, the statistical significance tests that you run should check for the sorts of problems that John discussed in our previous article, Worry about correctness and repeatability, not p-values: What are the chances that an ineffective drug could produce the results that I saw? How likely is it that another researcher could replicate my results with the same size trial?

We can argue about whether or not the question we are answering is the *correct* question — but given that it *is* the question, the procedure to answer it and to verify the statistical validity of the results is perfectly appropriate.

So what is the correct question? From your family doctor’s viewpoint, a clinical trial answers the question “If I prescribe drugX to all my hypertensive patients, will their blood pressure improve, on average?” That isn’t the question (hopefully) that your doctor actually asks, though possibly your insurance company does. Your doctor should be asking “If I prescribe drugX to *this patient*, the one sitting in my examination room, will the patient’s blood pressure improve?” There is only one patient, so there is no such thing as “on average.”

If your doctor has a masters degree in statistics, the question might be phrased as “If I prescribe drugX to this patient, what is the posterior probability that the patient’s blood pressure will improve?” And that’s a bayesian question. Continue reading Bayesian and Frequentist Approaches: Ask the Right Question

## A pathological glm() problem that doesn’t issue a warning

I know I have already written a lot about technicalities in logistic regression (see for example: How robust is logistic regression? and Newton-Raphson can compute an average). But I just ran into a simple case where R‘s glm() implementation of logistic regression seems to fail without issuing a warning message. Yes the data is a bit pathological, but one would hope for a diagnostic or warning message from the fitter. Continue reading A pathological glm() problem that doesn’t issue a warning

## Data Science, Machine Learning, and Statistics: what is in a name?

A fair complaint when seeing yet another “data science” article is to say: “this is just medical statistics” or “this is already part of bioinformatics.” We certainly label many articles as “data science” on this blog. Probably the complaint is slightly cleaner if phrased as “this is already known statistics.” But the essence of the complaint is a feeling of claiming novelty in putting old wine in new bottles. Rob Tibshirani nailed this type of distinction in is famous machine learning versus statistics glossary.

I’ve written about statistics v.s. machine learning , but I would like to explain why we (the authors of this blog) often use the term data science. Nina Zumel explained being a data scientist very well, I am going to take a swipe at explaining data science.

We (the authors on this blog) label many of our articles as being about data science because we want to emphasize that the various techniques we write about are only meaningful when considered parts of a larger end to end process. The process we are interested in is the deployment of useful data driven models into production. The important components are learning the true business needs (often by extensive partnership with customers), enabling the collection of data, managing data, applying modeling techniques and applying statistics criticisms. The pre-existing term I have found that is closest to describing this whole project system is data science, so that is the term I use. I tend to use it a lot, because while I love the tools and techniques our true loyalty is to the whole process (and I want to emphasize this to our readers).

The phrase “data science” as in use it today is a fairly new term (made popular by William S. Cleveland, DJ Patil, and Jeff Hammerbacher). I myself worked in a “computational sciences” group in the mid 1990’s (this group emphasized simulation based modeling of small molecules and their biological interactions, the naming was an attempt to emphasize computation over computers). So for me “data science” seems like a good term when your work is driven by data (versus driven from computer simulations). For some people data science is considered a new calling and for others it is a faddish misrepresentation of work that has already been done. I think there are enough substantial differences in approach between traditional statistics, machine learning, data mining, predictive analytics, and data science to justify at least this much nomenclature. In this article I will try to describe (but not fully defend) my opinion. Continue reading Data Science, Machine Learning, and Statistics: what is in a name?

## Checking claims in published statistics papers

When finishing Worry about correctness and repeatability, not p-values I got to thinking a bit more about what can you actually check when reading a paper, especially when you don’t have access to the raw data. Some of the fellow scientists I admire most have a knack for back of the envelope calculations and dimensional analysis style calculations. They could always read a few facts off a presentation that the presenter may not have meant to share. There is a joy in calculation and figuring, so I decided it would be a fun challenge to see if you could check any of the claims of “Association between muscular strength and mortality in men: prospective cohort study,” Ruiz et. al. BMJ 2008;337:a439 from just the summary tables supplied in the paper itself. Continue reading Checking claims in published statistics papers