## Notes on Regression - Approximation of the Conditional Expectation Function

Posted on February 26, 2018

The final installment in my ‘Notes on Regression’ series! For a review on ways to derive the Ordinary Least Square formula as well as various algebraic and geometric interpretations, check out the previous 5 posts:
Part 1 - OLS by way of minimising the sum of square errors
Part 2 - Projection and Orthogonality
Part 3 - Method of Moments
Part 4 - Maximum Likelihood
Part 5 - Singular Vector Decomposition

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#regression
#ols
#notes
## February Thoughts

Posted on February 11, 2018

Sorry about the lack of post over the past few month. Hope to regain some work life balance and update the blog more regularly. To start of the first blog post of 2018 I thought it would be nice to do share some interesting things that I have been reading over the past few weeks and create a to-do list to function as my commitment device.
Fun Facts Did you know that the skin color of a cat is heavily determined by a gene located on the X chromosome?

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#personal
#musings
## Notes on Graphs and Spectral Properties

Posted on December 25, 2017

Here is the first series of a collection of notes which I jotted down over the past 2 months as I tried to make sense of algebraic graph theory. This one focuses on the basic definitions and some properties of matrices related to graphs. Having all the symbols and main properties in a single page is a useful reference as I delve deeper into the applications of the theories. Also, it saves me time from googling and checking the relationship between these objects.

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#graph theory
#notes
## Dashboard 2.0

Posted on November 23, 2017

SG Dashboard 2.0 is now released and updated with Q3’s economic results. Built on R’s `flexdashboard`

with interactive graphs on `Plotly`

. My take on bringing statistical releases to the digital age.

#Singapore
#SG Economy
#Web-Scraping
#R
#Dashboard
## Choosing a Control Group in a RCT with Multiple Treatment Periods

Posted on November 18, 2017

Came across a fun little problem over the past few weeks that is related to the topic of policy impact evaluation - a long time interest of mine! Here’s the setting: we have a large population of individuals and a number of treatments that we want to gauge the effectiveness of. The treatments are not necessarily the same but are targeted towards certain sub-segments in the population. Examples of such situations include online ad targeting or marketing campaigns.

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#R
#notes
#simulation
#metrics
## November Reflections

Posted on November 5, 2017

A collection of thoughts to start the month off.
On the blog - Had a look at the google analytics data. There are about 750 views in total since the blog’s inception with a few users clocking in 5-10 minutes per post - so thank you for bumping up the stats if you are a regular reader!
The most popular post…is the SG dashboard. This was a little surprisingly. I thought my thesis or any of the mathy stuff is more interesting but who knows?

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#personal
#musings
## Notes on Regression - Singular Vector Decomposition

Posted on October 21, 2017

Here’s a fun take on the OLS that I picked up from The Elements of Statistical Learning. It applies the Singular Value Decomposition, also known as the method used in principal component analysis, to the regression framework.
Singular Vector Decomposition (SVD) First, a little background on the SVD. The SVD could be thought of as a generalisation of the eigendecomposition. An eigenvector v of matrix \(\mathbf{A}\) is a vector that is mapped to a scaled version of itself: \[ \mathbf{A}v = \lambda v \] where \(\lambda\) is known as the eigenvalue.

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#regression
#ols
#notes
## Mapping SG - Shiny App

Posted on October 11, 2017

While my previous posts on the Singapore census data focused mainly on the distribution of religious beliefs, there are many interesting trends that could be observed on other characteristics. I decided to pool the data which I have cleaned and processed into a Shiny app. Took a little longer than I expected but it is done. Have fun with it and hope you learn a little bit more about Singapore!

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#Singapore
#R
#spatial
#visualisation
## Comparing the Population and Group Level Regression

Posted on October 1, 2017

I was planning to write a post that uses region level data to infer the underlying relationship at the population level. However, after thinking through the issue over the past few days and working out the math (below), I realise that the question I wanted to answer could not be solved using the aggregate data at hand. Nonetheless, here is a formal description of the problem outlining the assumptions needed to infer population level trends from more aggregated data.

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#regression
#notes
## Notes on Regression - Maximum Likelihood

Posted on September 21, 2017

Part 4 in the series of notes on regression analysis derives the OLS formula through the maximum likelihood approach. Maximum likelihood involves finding the value of the parameters that maximise the probability of the observed data by assuming a particular functional form distribution.
Bernoulli example Take for example a dataset consisting of results from a series of coin flips. The coin may be biased and we want to find an estimator for the probability of the coin landing heads.

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#regression
#ols
#notes