Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation... [Read more...]

I recently received an email about forecasting and rules of thumb. "Dans la profession [...] se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision [Read more...]

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I recently tried to answer a simple question, asked by @adelaigue. Actually, I thought that the answer would be obvious... but it is a little bit more compexe than what I thought. In a recent pool about elections in Brazil, it was mentionned in a ... [Read more...]

Estimating a proportion at first looks elementary. Hail to aymptotics, right? Well, initially it might seem efficient to iuse the fact that . In other words the classical confidence interval relies on the inversion of Wald’s test. A function to ease the computation is the following (not really needed!). waldci [Read more...]