Shige's Research Blog

Saturday, July 16, 2016

LaplacesDemon is back

Looks like LaplacesDemon package is back. Now we have a pure R-based Bayesian computation platform.

Friday, July 01, 2016

Microsoft Analytics in 2016

Here is a thorough introduction of data science solution offered by Microsoft.

Saturday, June 18, 2016

Wednesday, May 25, 2016

Thursday, March 31, 2016

Friday, February 26, 2016

Multiple imputation using R

R has a long list of packages for multiple imputation. The main problem is integration: statistical procedures in other packages may or may not work with the imputation procedures. I have been using Amelia together with Zelig. Because they were written by the same group, they work well together. However, I have been having trouble with making multiple imputation to work with the plm package. After searching the internet, here comes the solution:

  1. Impute the missing data using Amelia or Mice.
  2. Estimate the model on each imputed data.
  3. Use the mitools package to extract and combine results. 
For example, here is a simple example:
...
imp <- mice(d)
mydata <- imputationList(lapply(1:5, complete, x = imp))
fit <- lapply(mydata$imputations, function(x){
plm(cog3pl ~ oc + grade9 + boy + han + ruralbirth, data = x,
index = c("schids"), model = "pooling")})
betas <- MIextract(fit, fun = coef)
vars <- MIextract(fit, fun = vcov)
summary(MIcombine(betas, vars))
I bet this will work for most, if not all, estimation procedures in R.

Sunday, February 21, 2016

Another text analysis package

Quanteda seems to be a serious contender for analyzing textual data using R.

Wednesday, February 10, 2016

Rstudio 0.99.878 becomes official

Rstudio 0.99.878 becomes official. There is server version in AUR that can be used. However, the pandoc that comes with that version seems to have problems on Arch/Manjora. The discussion here is very helpful. One easy solution is to replace the built-in pandoc with the one that comes with the system:

sudo mv /usr/lib/rstudio-server/bin/pandoc/pandoc /usr/lib/rstudio-server/bin/pandoc/pandoc_old
sudo mv /usr/lib/rstudio-server/bin/pandoc/pandoc-citeproc /usr/lib/rstudio-server/bin/pandoc/pandoc-citeproc_old

sudo ln -s /usr/bin/pandoc /usr/lib/rstudio-server/bin/pandoc/pandoc
sudo ln -s /usr/bin/pandoc-citeproc /usr/lib/rstudio-server/bin/pandoc/pandoc-citeproc

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