Statistics and Common Sense

Autor: Nobuyuki Hanaki, Jan R. Magnus, Donghoon Yoo

Publikováno v: Journal of Statistics and Data Science Education, Vol 31, Iss 3, Pp 295-304 (2023)

AbstractCommon sense is a dynamic concept and it is natural that our (statistical) common sense lags behind the development of statistical science. What is not so easy to understand is why common sense lags behind as much as it does. We conduct a sur

Externí odkaz: https://doaj.org/article/df94fb2674ad4635a7f6bc1089a31d3f

Grade Expectations: Rationality and Overconfidence

Autor: Jan R. Magnus, Anatoly A. Peresetsky

Publikováno v: Frontiers in Psychology, Vol 8 (2018)

Confidence and overconfidence are essential aspects of human nature, but measuring (over)confidence is not easy. Our approach is to consider students' forecasts of their exam grades. Part of a student's grade expectation is based on the student's pre

Externí odkaz: https://doaj.org/article/1e92d05a3de242bd881dce2401768284

Sampling properties of the Bayesian posterior mean with an application to WALS estimation

Autor: Giuseppe De Luca, Jan R. Magnus, Franco Peracchi

Publikováno v: Journal of Econometrics, 230(2), 299-317. Elsevier BV
De Luca, G, Magnus, J R & Peracchi, F 2022, ' Sampling properties of the Bayesian posterior mean with an application to WALS estimation ', Journal of Econometrics, vol. 230, no. 2, pp. 299-317 . https://doi.org/10.1016/j.jeconom.2021.04.008

Many statistical and econometric learning methods rely on Bayesian ideas, often applied or reinterpreted in a frequentist setting. Two leading examples are shrinkage estimators and model averaging estimators, such as weighted-average least squares (W

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9f584f6f5f121907066a5aa18c481717
https://research.vu.nl/en/publications/d361eb35-47a5-43e1-a2fa-a41e9154160c

DICE Simplified

Autor: Masako Ikefuji, Roger J. A. Laeven, Jan R. Magnus, Chris Muris

Publikováno v: Ikefuji, M, Laeven, R J A, Magnus, J R & Muris, C 2021, ' DICE Simplified ', Environmental Modeling and Assessment, vol. 26, no. 1, pp. 1-12 . https://doi.org/10.1007/s10666-020-09738-2
Environmental Modeling & Assessment, 26, 1-12. Springer Netherlands
Environmental Modeling and Assessment, 26(1), 1-12. Springer Netherlands

We analyze Nordhaus’ DICE model and show that the temperature and CO2 equations are needlessly complicated and can be simplified without loss of essence. In addition, we argue that the damage function can be altered in such a way that it lends itse

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c04d0bc1703ec592d4b651df8d23008
https://research.vu.nl/en/publications/f04d3ce0-4d62-4dba-b605-6ec1c219c8aa

Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities

Autor: Jan R. Magnus, Roger J. A. Laeven, Masako Ikefuji, Yuan Yue

Publikováno v: Journal of the American Statistical Association, 117(537), 82-93. Taylor and Francis Ltd.
Ikefuji, M, Laeven, R J A, Magnus, J R & Yue, Y 2022, ' Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities ', Journal of the American Statistical Association, vol. 117, no. 537, pp. 82-93 . https://doi.org/10.1080/01621459.2021.1928512

We analyze the impact of short-run (90 days) and long-run (30 years) earthquake risk on real estate transaction prices in five Japanese cities (Tokyo, Osaka, Nagoya, Fukuoka, and Sapporo), using quarterly data over the period 2006–2015. We exploit

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b07e1217dab00206d22a2a9674e26275
https://research.vu.nl/en/publications/802fbd20-766f-4632-a37b-e36c48f20e27