Once upon a time, there was an enchanted book filled with hundreds of little plots, applied examples and linear regressions — the prettiest creature that was ever seen. Its authors were excessively fond of it, and its readers loved it even more. This magical book had a nice blue cover made for it, and everybody aptly called it « Regression and other Stories »!

As every good fairy tale, this one had its share of villains — the traps where statistical methods fall and fail you; the terrible confounders, lurking in the dark; the ill-measured data that haunt your inferences! But once you defeat these monsters, you’ll be able to think about, build and interpret regression models.

This episode will be filled with stories — stories about linear regressions! And here to narrate these marvelous statistical adventures are Andrew Gelman, Jennifer Hill and Aki Vehtari — the authors of a brand new book, « Regression and other Stories ».

Andrew is a professor of statistics and political science at Columbia University. He works on a lot of topics, including: why campaign polls are so variable while elections are so predictable, police stops in New York City, the statistical challenges of estimating small effects, and methods for surveys and experimental design.

Jennifer is a professor of applied statistics at NYU. She develops methods to answer causal questions related to policy research and scientific development. In particular she focuses on situations in which it is difficult or impossible to perform traditional randomized experiments, or when study designs are complicated by missing data or hierarchically structured data.

Finally, Aki is an associate professor in computational probabilistic modeling at Aalto University, Finland. His main research interests are Bayesian probability theory and methodology, especially probabilistic programming, inference methods, model assessment and selection, and non-parametric models.

In this episode, Jennifer, Andrew and Aki will tell us why they wrote this book, who it is for and they’ll also give us their 10 tips to improve your regression modeling! We also talked about the limits of regression and about going to Mars…

And I have another good news for you: until October 31st 2020, you can go to [ Ссылка ] and buy the book with a 20% discount by entering the promo code “GoodBayesian2020” upon checkout!

That way, you’ll make up your own stories before going to sleep and dream of a world where we can easily generalize from sample to population, and where multilevel regression with poststratification is a bliss…

Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at [ Ссылка ] !

Links from the show:

Regression and Other Stories on Cambridge Press website: [ Ссылка ]
Amazon page (because of differing VAT laws, in some regions it'll be cheaper to order from Amazon than from the editor directly, even with the discount): [ Ссылка ]
Code, data and examples for the book: [ Ссылка ]
Port of the book in Python and Bambi: [ Ссылка ]
Andrew's home page: [ Ссылка ]
Andrew's blog: [ Ссылка ]
Andrew on Twitter: [ Ссылка ]
Jennifer's home page: [ Ссылка ]
Aki's teaching material: [ Ссылка ]
Aki's home page: [ Ссылка ]
Aki on Twitter: [ Ссылка ]

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