Hello,
I have chosen a finance paper that i would like to work on for the paper.
Are there any graduate students out there who would be interested in
working with me? I should note that I am a undergraduate freshman, who is
taking this class to do an internship at Geode Capital Management under
David Kane this summer.
thanks,
mee-jung
For part 3a. Central Limit theorm, do we do a separate draw for the
variance for each draw from the student t distribution? or do we do one
draw and use that to do all 1000 i.d.d?
thanks,
mee-jung
For R-novices:
Stanford's equivalent of Gov 1000 has some good handouts on how to get up and
started using R:
http://www.stanford.edu/class/polisci350a/
Closer to home, you can also look at the documented code used by Gov 1000
students for midterms and finals here:
http://www.courses.fas.harvard.edu/~gov1000/
This kind of information is pretty useful because searching through the manuals
for basic commands can take forever.
-Phillip.
-------------------------------------------------
Phillip Y. Lipscy
Perkins Hall Room #129
35 Oxford Street
Cambridge, MA 02138
(617)493-4893 DORM
(617)851-8220 CELL
lipscy(a)fas.harvard.edu
http://www.people.fas.harvard.edu/~lipscy/
First Year Student, Ph.D. Program
Harvard University, FAS, Department of Government
-------------------------------------------------
all,
I am looking for a person who has competence in programming, especially R, to
work together in the wonderful field of international relations. The topic
can be formulated in such a way to reflect my as well as your interests.
I am a Gov PhD, specializing in international relations, IPE and IR of East
Asia.
yongwook
-----------------------------
Yongwook Ryu
PhD Student
Department of Government
Harvard University
Tel:617-493-3397
Email: yryu(a)fas.harvard.edu
-----------------------------
Hi everyone,
I won't be able to hold an office hour next Tuesday. But, send me an
e-mail if you want to talk to me so that we can arrange some other time.
Also, I'm around this morning. So, stop by if you have questions, etc.
Kosuke
Where it says "do your results change if you increase or decrease the sample
size, n?" for OLS, is that referring to the bias question and/or to the
estimates of beta and sigma?
John.
Sorry for the multiple stupid questions, but what's wrong with this code?
After I fixed the sigma name it now tells me that argument 2 is not yet
handled by cat
What does that mean?
Thanks!
At 01:22 PM 2/12/2003, Yevgeniy Kirpichevsky wrote:
>i don't think sigma^2 is a valid variable name. rename it to, say, sigma.2
>
>On Wed, 12 Feb 2003, Maria Popova wrote:
>
> > Hi all,
> >
> > I just tried running this program:
> >
> > sims<-1000
> > n<-50
> > k<-2
> > x1<-rep(1, 50)
> > beta<-rep(2, 1)
> > sigma^2<-2
> >
> > for (i in 1:sims)
> > {
> > x2<-runif(50, min=0, max=2)
> > X<-cbind(x1, x2)
> > Y<-rnorm(50, mean=X*beta, sd=sigma^2)
> > beta.estimate<-function(X, Y){(t(X)*X)^-1%*%(t(X)*Y)}
> > sigma2.estimate<-function(e, n, k){(t(Y-X*beta)%*%(Y-X*beta))/(n-k)}
> >
> > }
> > cat("OLS estimates are: ",beta.estimate,"\n")
> >
> > and I got an error messsage saying: object "sigma" not found. Can anyone
> > tell me why?
> > Thanks!
> >
> > Maria
> >
> > _______________________________________________
> > gov2001-l mailing list
> > gov2001-l(a)fas.harvard.edu
> > http://www.fas.harvard.edu/mailman/listinfo/gov2001-l
> >
>
>_______________________________________________
>gov2001-l mailing list
>gov2001-l(a)fas.harvard.edu
>http://www.fas.harvard.edu/mailman/listinfo/gov2001-l
