Gov2001 February 2003

gov2001@lists.gking.harvard.edu

26 participants
117 discussions

[gov2001-l] VNC session terminated

by rtmoore＠fas.harvard.edu

Hello, all. I just had my vnc session terminated. Does anyone remember how I go about reconstructing my session, and where I type "nice +10" once I do? Thanks in advance... Ryan ------------------------------------------ Ryan T. Moore ~ Government & Social Policy Ph.D. Candidate ~ Harvard University

21 years, 2 months

[gov2001-l] Problem 4 (fwd)

by kimai＠fas.harvard.edu

By the joint density, I mean P(Y, lambda|gamma, mu), which is equal to P(Y|lambda)P(lambda|gamma, mu) by the law of conditional probability. P(Y|lambda) is the poisson distribution and P(lambda|gamma,mu) is the gamma distribution. You need to write down this equation in your answer, and in your computer program you have to evaluate this density function at different values of Y and lambda. The goal is to obtain P(Y|gamma, mu) by the grid method, which is equal to \int_0^{\infty} p(Y, lambda|gamma, mu) d lambda. Compare your numerical approximation with the true marginal density which appears on page 53 of the lecture notes. Kosuke ---------- Forwarded message ---------- Date: Wed, 26 Feb 2003 11:07:12 -0500 (EST) To: Kosuke Imai <kimai(a)fas.harvard.edu> Subject: Re: [gov2001-l] Problem 4 when you say joint density, do you mean we pick a lamda from the gamma function and then pick y from the poisson with that lamda. that gives us one column in the matrix. is this right? On Wed, 26 Feb 2003, Kosuke Imai wrote: > A number of people have asked questions about problem 4 last night. Here > is a basic idea. You want to evaluate the "joint" density with different > values of y and lambda where y is poisson and lambda is gamma. This is the > joint density function, so you are not drawing random variables from any > distribution. you are simply evaluating the height of the density. To do > this, you need to create a matrix where its row and column represents y > and labmda, respectively. Then, to integrate out lambda, you want to sum > over the column. After normalizing it, this gives you the marginal > density of negative binomial. > > Kosuke > > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)fas.harvard.edu > http://www.fas.harvard.edu/mailman/listinfo/gov2001-l >

21 years, 2 months

[gov2001-l] re: how to bring up the netscape brower in emacs?

by yryu＠fas.harvard.edu

does anyone know how to do it? I think it's sth like: gozzila ??? any idea? yongwook ----------------------------- Yongwook Ryu PhD Student Department of Government Harvard University Tel:617-493-3397 Email: yryu(a)fas.harvard.edu -----------------------------

21 years, 2 months

[gov2001-l] how to use rgamma

by olau＠fas.harvard.edu

Guys, How do the "shape" and "scale" parameters work for rgamma? I want to use rgamma() to get my lamdas for the poisson distribution in question 4. Thanks, Olivia.

21 years, 2 months

[gov2001-l] The R "Scoop" command

by brightjo＠gse.harvard.edu

If I have an m x n matrix and want to sum over the columns onto each row in the matrix I know I can do this one row at a time, but I don't have time for this--I got shit to do. So I'd like to do this for the whole matrix at once. Anyone know how to do that? John.

21 years, 2 months

[gov2001-l] plots into .eps

by rdavies＠fas.harvard.edu

This is a multi-part message in MIME format. ------=_NextPart_000_059D_01C2DD32.82DF49D0 Content-Type: text/plain; charset="iso-8859-1" Content-Transfer-Encoding: quoted-printable When I try to make my graphs into postscript files using the = postscript() command in R, they are coming out sideways... does anyone = know how to fix that? -Ryan ------=_NextPart_000_059D_01C2DD32.82DF49D0 Content-Type: text/html; charset="iso-8859-1" Content-Transfer-Encoding: quoted-printable <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN"> <HTML><HEAD> <META http-equiv=3DContent-Type content=3D"text/html; = charset=3Diso-8859-1"> <META content=3D"MSHTML 6.00.2600.0" name=3DGENERATOR> <STYLE></STYLE> </HEAD> <BODY bgColor=3D#ffffff> <DIV><FONT face=3DArial size=3D2>When I try to make my graphs into = postscript files=20 using the postscript() command in R, they are coming out sideways... = does anyone=20 know how to fix that?</FONT></DIV> <DIV><FONT face=3DArial size=3D2></FONT> </DIV> <DIV><FONT face=3DArial size=3D2>-Ryan</FONT></DIV></BODY></HTML> ------=_NextPart_000_059D_01C2DD32.82DF49D0--

21 years, 2 months

[gov2001-l] Extracting rows/columns from a matrix

by Adam_Thomas＠ksgphd.harvard.edu

Hello all, Can anyone tell me how to extract a row or a column from a matrix? For instance, if I had a 10*4 matrix and wanted to create a vector containing only the 10 elements from the second column, what command(s) would I use? Thanks, Adam

21 years, 2 months

[gov2001-l] how to import histograms into Latex document?

by yryu＠fas.harvard.edu

does anyone know how to tansfer histograms from R to Latex? What are the commands that i have to enter? Gov 2001 will be keeping me company through the night. cheers, yongwook ----------------------------- Yongwook Ryu PhD Student Department of Government Harvard University Tel:617-493-3397 Email: yryu(a)fas.harvard.edu -----------------------------

21 years, 2 months

[gov2001-l] Random draw from a distribution

by brightjo＠gse.harvard.edu

Gary presented two methods for drawing random numbers from any given probability distribution in class yesterday. I am using a different method and I want to make sure this is OK and if there are limitations to what I am doing. I believe I am essentially doing a version of the discretization method. That is, I define a vector Y of possible draws from the distribution--for example, with the binomial it will be something like Y<-(0:100)/100 (I'm not sure if there is an easier way to make a vector of elements [0,.01,.02,...1]). Then, I create a vector D of normalized weights (sum(D)=1) (I think it is equivalent to the discretized probability distribution) for each possible draw from the distribution. I then use sample() to draw from Y as weighted by D. I think the following is the "bridge" between what I am doing above and Gary's discretization method: It seems like sample() is doing the equivalent of mapping my discretized probability distribution to [0,1] and then drawing a random number from [0,1] and subsequently returning the draw indexed by that random number from [0,1]. Does this make sense? Thanks, John.

21 years, 2 months

[gov2001-l] boundaries on gamma and mu for beta-binomial distribution?

by olau＠fas.harvard.edu

On the beta binomial distribution, are there boundaries for gamma and mu in the alternative parametization? For example, I plugged in something greater than 1 for gamma, and I got a negative beta...and NAs for my beta distribution of pies. 8( Thanks, Olivia.

21 years, 2 months

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Gov2001 February 2003