Gov2001 April 2003

gov2001@lists.gking.harvard.edu

22 participants
48 discussions

[gov2001-l] R intro & office hours

by kimai＠fas.harvard.edu

For those of you who haven't used R before, I uploaded a brief introduction to R which is written by Dan Ho for another class. It's under ``Handout'' on the course website. A reminder that today I will hold an extra office hour right after the lecture in my office at CBRSS. Tomorrow, I will have a regular office hour from 4 to 6pm. Kosuke

20 years, 11 months

[gov2001-l] Our Abstract

by cdmoore＠fas.harvard.edu

Here's our abstract. Any comments are greatly appreciated. Best, Dan and Colin Crowded Cities, Crowded Streets: How Population Density Affects Local Participation Dan Hopkins and Colin Moore Drawing on a survey of 29,000 Americans from communities throughout the United States, this paper expands on J. Eric Oliver's (2000) argument that living in a larger city decreases the probability that one will engage in a variety of forms of local political participation. By shifting the causal emphasis from a city¡¯s size to its population density, we illustrate that the effects of an individual¡¯s environment depend crucially on the kind of participation in question. As population density increases, an individual is 2.7% less likely to attend a public meeting, but 2.0% more likely to participate in a demonstration, boycott, or protest.

20 years, 11 months

[gov2001-l] office hrs (fwd)

by kimai＠fas.harvard.edu

I will have a regular office hour today from 4 to 6pm. Kosuke ---------- Forwarded message ---------- Date: Tue, 29 Apr 2003 11:58:30 -0400 (EDT) From: Yevgeniy Kirpichevsky <kirpich(a)fas.harvard.edu> To: Kosuke Imai <kimai(a)fas.harvard.edu> Subject: office hrs Kosuke, will you be in the office today @4? -y and p

20 years, 11 months

[gov2001-l] standard errors of interaction terms

by alnelson＠fas.harvard.edu

When you run a linear regression that includes interaction terms, how do you interpret the standard errors? For instance, we have two dummy variables, one that indicates the presence of a popular initiative on a ballot and another that indicates whether a presidential race was held that year. So we get estimated coefficients and standard errors for: initiative presrace initiative*presrace When initiative and presrace both = 1 (both present on the ballot), the total predicted effect of the presence of an initiative equals the coefficient on initiative plus the coefficient on initiative*presrace. What is the standard error for this predicted effect? Do we add together the standard errors for initiative + initiative*presrace, or do something else? Thanks! Anna

20 years, 11 months

[gov2001-l] First Differences Regression

by lipscy＠fas.harvard.edu

Hi, We are attempting to run a regression in "first differences" where the functional form is the same as a normal regression, but all the variables are "differenced" or have a delta in front of them. Does this simply involve taking each variable in our dataset and doing: DELTA Y = Y_t - Y_{t-1} ? We have tried this and we are getting very different results from the article we are trying to replicate. Before concluding that they did something wrong, we wanted to make sure we are doing everything correctly. Is there some additional trick to running a regression with first differences? Thanks, 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 -------------------------------------------------

20 years, 11 months

[gov2001-l] Grabbing standard errors

by brightjo＠gse.harvard.edu

How can you extract the standard errors for the parameter estimates from a fitted model (like model$coef for coefficients? There must be an easy way to do this that I am overlooking. Thanks, JOhn.

20 years, 11 months

[gov2001-l] multiple equation models

by olau＠fas.harvard.edu

Dear all, Does anyone know of a paper that deals with a multiple equation model with two different distributions? I think I have a case where I have stochastically dependent Ys (probability of crisis, length of crisis). The problem is that the first Y (pr crisis) is logisitic and the second is weibull. Any suggestions? Thanks, Olivia

20 years, 11 months

[gov2001-l] Recoding variables

by lipscy＠fas.harvard.edu

I think I have an intuitive sense of the answer to this question, but it's come up in one of the datasets we are trying to replicate so just thought I would canvass others' opinions. Suppose a variable such as "divided government" is coded -1 for unified, 0 for partial, and 1 for divided. After running a regression, the variable is not significant. Is it legitimate then to reassign values such as 0 for unified, 1 for partial, and 255 for divided to produce significant results? My intuition tells me that this would be legitimate only if there is some prior theoretical reason to believe that divided government has 255 times the effect of partial. Is that right? Thanks, 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 -------------------------------------------------

20 years, 11 months

[gov2001-l] amelia

by konisky＠MIT.EDU

Has anyone had success using the Windows version of amelia? I have been unable to input my dataset; the program either fails to recognize the file or crashes altogether. I have tried numerous formats, including Ascii, txt, excel, comma delimited, and Stata without any luck. Any suggestions would be greatly appreciated. David

20 years, 11 months

[gov2001-l] IMPORTANT: term paper

by kimai＠fas.harvard.edu

Hi everyone, The two important things to be noted about the term paper. 1. Deadline: 4pm, May 14. We decided to extend the due date to the end of the reading period, which is May 14. There will be a box at the CBRSS first floor reception desk. So, you (or your co-author) should turn in one hard copy of the paper in the box. Note that we rarely give incompletes, so be sure to finish it by the deadline. 2. Paper format: The paper should follow *all* of the guidelines specified in http://gking.harvard.edu/papers/papers.html Read this document carefully as you write up your paper. We take this point seriously as we grade your papers. Good luck, Kosuke

20 years, 12 months

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Gov2001 April 2003