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Doing Maximum Likelihood Estimation by Hand in R

Doing Maximum Likelihood Estimation by Hand in R

Lately I’ve been writing maximum likelihood estimation code by hand for some economic models that I’m working with. It’s actually a fairly simple task, so I thought that I would write up the basic approach in case there are readers who haven’t built a generic estimation system before. First, let’s start with a toy example […]

Theme Change

I’ve changed the theme on this blog to the Hybrid theme. I was tired of how busy the old theme was, and I wanted more space for graphics and code snippets. If you have any suggestions for cleaning things up even more, please let me know.

The Price of Calculation

In a world in which the price of calculation continues to decrease rapidly, but the price of theorem proving continues to hold steady or increase, elementary economics indicates that we ought to spend a larger and larger fraction of our time on calculation.1 Over the next ten years, I hope that more and more mathematically […]

An Alternative to Occam’s Razor

In light of human foibles, I would suggest that this decision rule be used in lieu of Occam’s Razor: of several possible explanations for an observation, the most boring one is probably the most accurate.

iBad: The FSF Kool-Aid and Other Dystopian Hallucinations

The people who worry that the iPad will bring about a dystopian future for home computing keep forgetting something: for the rest of humanity, their ideal world of perfectly hackable machines is already a dystopian nightmare. It’s a world in which nothing works without spending hours setting it up, in which basic features are missing […]

Gay Marriage: Another Data Point

Relevant to my earlier post about the relationship between direct democracy and laws prohibiting gay marriage, Pew Research just published poll data showing that a majority of Americans disapprove of same-sex marriage.

Academics’ Slang: Orthogonal

H. G. Wells famously said that, “statistical thinking will one day be as necessary for efficient citizenship as the ability to read and write.” I think we’re getting closer to that day: even the Supreme Court of the United States plans to start using the word ‘orthogonal’ colloquially.

Outlawing Gay Marriage

Given the recent votes on same-sex marriage in New Jersey and Portugal, I wanted to test a seemingly innocuous claim that touches upon very broad issues in political theory: does the degree of directness of a “democratic” vote predict whether the vote will promote or prohibit same-sex marriage? Naively, it seemed clear to me that […]

Killing Yourself: An Addendum

In further support of the claim that a lot of deaths are partly self-induced, here’s a fascinating piece by Wired on the extraordinary rise in the percent of deaths among the young caused by their own poor decisions. It’s remarkable that, for the young, modern science has already made the world so safe that humanity, […]

Announcing r-ORM: A Pure R Object-Relational Mapper

My apologies for the long break between posts. Before the end of this week I’ll return to my series of posts on image processing in R. In the intervening time, I’ve finished a piece of code that I’d like to officially release to the public. The code in question is a very minimal object-relational mapper […]