July 27, 2023

vgherard

AB testing

Sequential Hypothesis Testing

Frequentist Methods

Statistics

R

False Positive Rates under repeated checks - a simulation study using R.

July 11, 2023

vgherard

Statistics

Model Misspecification

Regression

Linear Models

R

Some options in R, using the `{lmtest}` package.

June 14, 2023

vgherard

Mathematics

Probability Theory

Sufficient conditions for independence of sum and ratio.

June 7, 2023

vgherard

Statistics

Frequentist Methods

Causal Inference

Notes and proofs of basic theorems

June 7, 2023

vgherard

Statistics

Measure Theory

Frequentist Methods

Self-reassurance that p-value properties don't depend on regularity assumptions on the test statistic.

May 25, 2023

vgherard

Statistics

Regression

Time Series

Linear Models

Model Misspecification

R

Effects of noise autocorrelation on linear regression. Explicit formulae and a simple simulation.

May 14, 2023

vgherard

Statistics

Regression

Linear Models

Model Misspecification

R

Being wrong in the right way. With R excerpts.

May 12, 2023

vgherard

Statistics

Regression

Linear Models

Model Misspecification

OLS estimators are consistent but generally biased - here's an example.

May 1, 2023

vgherard

Statistics

Confidence Intervals

Frequentist Methods

Bayesian Methods

Compares frequentist properties of credible intervals and confidence intervals in a gambling game involving a magic piggy bank.

March 30, 2023

vgherard

Statistics

*Cum hoc ergo propter hoc*

Nov. 25, 2022

vgherard

Statistics

Selective Inference

Model Misspecification

Mathematicals details on Selective Inference, model misspecification and coverage guarantees.

Nov. 14, 2022

vgherard

Statistics

Selective Inference

R

Introducing the problem of Selective Inference, illustrated through a simple simulation in R.

Nov. 13, 2021

vgherard

Natural Language Processing

R

kgrams: Classical k-gram Language Models in R.

July 25, 2021

vgherard

R

Introducing W.I.P. {runiv}, an R package to interact with R-universe repository APIs

July 21, 2021

vgherard

R

Create automatic resumes of your R packages using the R-Universe API.

July 6, 2021

vgherard

Data Structures

R

Introducing {r2r}, an R implementation of hash tables.

July 6, 2021

vgherard

Other

A short description of the post.

- Articles (17)
- AB testing (1)
- Bayesian Methods (1)
- Causal Inference (1)
- Confidence Intervals (1)
- Data Structures (1)
- Frequentist Methods (4)
- Linear Models (4)
- Mathematics (1)
- Measure Theory (1)
- Model Misspecification (5)
- Natural Language Processing (1)
- Other (1)
- Probability Theory (1)
- R (9)
- Regression (4)
- Selective Inference (2)
- Sequential Hypothesis Testing (1)
- Statistics (11)
- Time Series (1)

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Text and figures are licensed under Creative Commons Attribution CC BY-SA 4.0. Source code is available at https://github.com/vgherard/vgherard.github.io/, unless otherwise noted. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".