Heteroskedasticity

R-Econometrics

Code for chapter 8 on heteroskedasticity in Wooldridge (2013) is now available here. Hope you like it.

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How to Create Coefficient Plots in R the Easy Way

Didier Ruedin

Presenting regression analyses as figures (rather than tables) has many advantages, despite what some reviewers may think

coefplottables2graphs has useful examples including R code, but there’s a simpler way. There’s an R package for (almost) everything, and (of course) you’ll find one to produce coefficient plots. Actually there are several ones.

The one I end up using most is the coefplot function in the package arm. It handles most common models out of the box. For those it doesn’t, you can simply supply the coefficients. Here’s the code for the coefficient plot shown. The first two lines are just to get the data in case you’re interested in full replication.

The default in arm is to use a vertical layout, so coefplot(m1) works wonderfully. Often I prefer the horizontal layout, which is easily done with vertical=FALSE; I also add custom margins so that the variable…

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Crawling – Mining Twitter Data menggunakan R

menulis yang terpikir

Dalam aktivitas content mining, data mining, social network analysis dan sebagai bagian dari pekerjaan data science, maka melakukan mining terhadap media sosial merupakan hal yang ‘wajib’. Dalam entri blog kali ini saya akan menuliskan mengenai crawling percakapan dan konten dari media sosial Twitter menggunakan bahasa R. Penjelasan mengenai R ada di halaman wikipedia ini. R dibangun secara crowdsourcing dimana banyak saintis dan programmer membuat modul modul khusus untuk meningkatkan fungsi fungsi dari bahasa R.

Salah satu package / library / modul yang menarik adalah twitteR, modul ini dibuat untuk mengakses API dari Twitter, sehingga kita bisa melakukan operasi operasi seperti melihat profile, melihat daftar teman, daftar followers, pencarian kata kunci dan lain lainnya. Operasi yang sering saya lakukan adalah pencarian kata kunci untuk kemudian saya lakukan data mining, sentiment analysis atau social network analysis.

Langkah langkah yang perlu dilakukan adalah yang pertama kali…

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Contraceptive Choice in Indonesia

Data Until I Die!

I wanted yet another opportunity to get to use the fabulous caret package, but also to finally give plot.ly a try.  To scratch both itches, I dipped into the UCI machine learning library yet again and came up with a survey data set on the topic of contraceptive choice in Indonesia.  This was an interesting opportunity for me to learn about a far-off place while practicing some fun data skills.

According to recent estimates, Indonesia is home to some 250 million individuals and over the years, thanks to government intervention, has had its fertility rate slowed down from well over 5 births per woman, to a current value of under 2.4 births per woman.  Despite this slow down, Indonesia is not generating enough jobs to satisfy the population.  Almost a fifth of their youth labour force (aged 15-24) are unemployed (19.6%), a whole 6.3% more than a recent…

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VisualBlackBox: Example of real time push driven data visualization

Code and Philosophy

Apologies for the long delay in posts; I have been busy learning about Big Data/Hadoop/Spark/etc infrastructure lately… which leads me into a perfect introduction for this post.  Data scientists who can create compelling big data visualizations are in extreme demand from my experience (not that I consider myself particularly capable in either of those areas at this point, just getting started).  Being the curious programmer that I am, I wanted to delve into this area a little more on my own.  Knowing that I am a very goal driven person, I created a little project to basically train myself on the new data visualization technologies and as a bonus I get to help others who are interested as well.  So along came…

Visual Black Box – https://github.com/PaulMontgomery/VisualBlackBox

VBB is an open source/Apache 2 licensed, push driven, real time, HTML5 data visualization tool (like line graphs, bar charts, heat maps, US…

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Visualising energy consumption profile (by hour of day) using D3.js

Analytics Anvil

With the benefit of smart electricity meters it’s possible to obtain hourly data showing household consumption in KWh. I downloaded this dataset for my own house in CSV format from United Energy’s EnergyEasy portal.

With some massaging, the data can be formatted to a structure which which makes aggregation easier.  The excellent tool OpenRefine made this task easier, effectively unpivoting half-hourly measures which were in many columns into a single column, so that the data looks like this:

Day,Interval,Quantity
2012-01-01,0000,0.05
2012-01-01,0030,0.05
2012-01-01,0100,0.044
2012-01-01,0130,0.05
2012-01-01,0200,0.044
[...]
2013-12-31,2130,0.025
2013-12-31,2200,0.019
2013-12-31,2230,0.025
2013-12-31,2300,0.025
2013-12-31,2330,0.025

Using the D3 Javascript visualisation library, it’s possible to create an interactive visualisation which can interrogate this data in arbitrary ways to find patterns and answer basic questions about household energy consumption.  For example:

  1. During which hours of the day is the highest average energy consumption? Is this different in summer vs winter?  Has this changed from 2012 to 2013?

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