Thanks Bill & Lanny. I'm forwarding this to the Clarify and Relogit
mailing lists so others might see too. Gary
: Gary King, King(a)Harvard.Edu http://GKing.Harvard.Edu :
: Center for Basic Research Direct (617) 495-2027 :
: in the Social Sciences Assistant (617) 495-9271 :
: 34 Kirkland Street, Rm. 2 HU-MIT DC (617) 495-4734 :
: Harvard U, Cambridge, MA 02138 eFax (928) 832-7022 :
On Thu, 15 May 2003, William Berry wrote:
> Folks,
>
> As I noted in my previous email, Clarify and Relogit are designed to
> simulate quantities of interest for case n from the estimation sample with
> the command "setx [n]." As the exchange that follows shows, my colleague,
> Lanny Martin, has devised a clever strategy for using Clarify and Relogit
> to simulate quantities of interest for out-of-sample cases. Using Clarify
> as an example, one appends the out of sample cases to the estimation data
> set (adding a dummy variable which indicates whether a case is in the
> estimation sample (insample=1) or out of sample (insample=0). Then one
> uses the command
>
> estsimp modelname depvar indepvars if insample==1
>
> to estimate one's model using just the cases for which insample equals
> 1. Then one uses the command
>
> setx[#]
>
> where # is the observation number for a case for which insample equals 0.
>
> Perhaps you might consider noting this strategy in the next version of your
> documentation for Clarify and Relogit. (While the "if" qualifier is
> included in your description of the estsimp and relogit commands, its
> usefulness for out-of-sample predictions is not immediately obvious.)
>
> This strategy also creates the option for users to input independent
> variable values for a set of hypothetical cases by specifying values in an
> input file. While for most applications, using setx commands to assign
> independent variable values is simpler than inputting these values from a
> file (through, for example, the command "setx mean"), there are other cases
> where it would be simpler to use an input file... in which one can enter
> just variable values in a spreadsheet and avoid the need to type many
> commands with long lists of variable names.
>
> Bill
>
> >X-Sender: lanny@letter.net@mail.letter.net
> >X-Mailer: QUALCOMM Windows Eudora Version 5.2.0.9
> >Date: Thu, 15 May 2003 09:54:28 -0400
> >To: William Berry <wberry(a)garnet.acns.fsu.edu>
> >From: "Lanny W. Martin" <lmartin(a)garnet.acns.fsu.edu>
> >Subject: Re: clarify
> >X-Note: Report abuse to abuse(a)emailsrvr.com
> >X-From: lmartin(a)garnet.acns.fsu.edu - user139.net031.fl.sprint-hsd.net
> >([207.30.5.139]), outgoing 1.
> >X-Note: HELOBOGUS, IPMX (-1)
> >
> >
> >Bill,
> >
> >I just did a little experiment to see whether my suggestion yesterday
> >would work, and the good news is that I think it does. I took two
> >separate datasets that had the same explanatory variables (actually, I
> >just created the two separate data sets by splitting my original data set
> >into two files). Then, within each dataset I created a variable "sample"
> >which took a value of 1 for all obs. in one dataset and 0 for all obs. in
> >the other dataset. I then just appended one data set to the other.
> >
> >Next, using clarify, I ran:
> >
> >estsimp modelname variables if sample==1,
> >
> >which generated simulated parameters based on only my sample observations
> >(i.e., the observations in the first of the two datasets that were
> >appended). Then I just setx as usual with:
> >
> >setx [#],
> >
> >but the # I used was an observation that was NOT in the estimation sample
> >(i.e., from the second of the two datasets that were appended).
> >
> >I checked everything to make sure that setx was using the correct
> >observation, and it was. I also downloaded relogit (since I should
> >probably have it anyway) and tried the same thing, and it works fine.
> >
> >So, solving the problem basically just boils down to appending the
> >out-of-sample data to the sample data, doing relogit with an IF condition,
> >and then doing setx to an out-of-sample observation. A little more
> >brute-force than changing code, but it looks like everything worked correctly.
> >
> >Lanny
> >
> >
> >At 05:09 PM 5/14/2003 -0400, you wrote:
> >>Hi Lanny...
> >>
> >>The short answer is yes; you have it right. But just to be precise...
> >>
> >>It's actually RELOGIT that I'd be using to estimate the model. But
> >>RELOGIT relies on the setx command in Clarify to specify a set of X
> >>values for which predicted Pr(Y=1) is to be calculated. With the
> >>existing setx command, one can set the values of the Xs to the X values
> >>for observation number n in the estimation data set with the command
> >>"setx [n]." I would be looking to modify the code (I presume in the
> >>'setx.ado' file) so that the command "setx [n]" would set X values to the
> >>X values of the nth case in a user-specified (non-estimation) data set...
> >>or I suppose, leave setx alone but create another command, say "setnewx
> >>[n]", that would do the same thing.
> >>
> >>Thanks for your willingness to take a quick look and see if what I want
> >>to do might be doable in a "quick easy fix" to the Clarify code.
> >>
> >>Bill
> >>
> >>At 03:36 PM 5/14/2003 -0400, you wrote:
> >>
> >>>Hey Bill,
> >>>
> >>>I was going to sit down with clarify for a few minutes, but I wanted to
> >>>make sure I understood your question first: So, what you want to do is
> >>>estimate your model as usual in clarify using "estsimp" on one sample of
> >>>data, then you want to set the x values equal to the values of the
> >>>explanatory variables for observations that are outside your
> >>>dataset. And after you do this, you would just generate whatever
> >>>quantities of interest to you. Is that right?
> >>>
> >>>Lanny
> >>>
> >>>___________________________________
> >>>Lanny W. Martin
> >>>Assistant Professor
> >>>Department of Political Science
> >>>Florida State University
> >>>Tallahassee, FL 32306-2230
> >>>
> >>>Email: lanny.martin(a)fsu.edu
> >>>Web: http://garnet.acns.fsu.edu/~lmartin/
> >>>
> >>>Phone: (850) 644-7328
> >>>Fax: (850) 644-1367
> >>>___________________________________
> >>
> >>
> >>****************************************************
> >>William D. Berry
> >>Marian D. Irish Professor of Political Science
> >>Department of Political Science
> >>Florida State University
> >>Tallahassee, FL 32306-2230
> >>e-mail: wberry(a)garnet.acns.fsu.edu
> >>voice: 850-644-7321 FAX: 850-644-1367
> >>http://garnet.acns.fsu.edu/~wberry
> >>****************************************************
>
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