Gov2001 March 2006

gov2001@lists.gking.harvard.edu

41 participants
66 discussions

[gov2001-l] Problem 2c, implementation

by jchattop＠fas.harvard.edu

Hi all, For problem 2c, there seem to be four values that need to be set before implementing the function we defined in part 2b: lambda, y, alpha, beta. We are told alpha and beta. How do we know what lambda and y are defined to be? Thanks, Jacqueline

18 years, 1 month

[gov2001-l] [Autoreply] Lynda Zhang is out of office

by lzhang＠hmdc.harvard.edu

I'm out of the office from Friday 3/3/06 to Monday 3/6/06. I will respond to your message when I return on Tuesday. Have a good weekend! Lynda

18 years, 1 month

[gov2001-l] Checking answers to problem 2

by sheldon.bond＠gmail.com

Greetings, Does anyone know if you can check your answer to the function in 2b with the canned function dnbinom in R? Sheldon

18 years, 1 month

[gov2001-l] R Help Session Tomorrow (Monday)

by dhopkins＠fas.harvard.edu

Hi All, Just a quick note/reminder that tomorrow following lecture (e.g. 4 PM) until 6:30 PM, Ian and I will be hosting an optional R help session in N-018. Please bring questions/frustrations/challenges you've faced, and we'll try to bring some challenging tasks as well... And if you come late, that's fine; we'll be set up to handle that. Best, Dan ---- Ph.D. Student Department of Government Harvard University Tutor, Currier House dhopkins(a)fas.harvard.edu http://www.danhopkins.org

18 years, 1 month

[gov2001-l] PS3 Problem 3

by dhopkins＠fas.harvard.edu

The below is a good question and worth responding to via the list. There are definitely a variety of parameterizations for the Weibull, and indeed the variant we present in the problem set is *not* the same as the parameterization in R. The variant in the problem set should, however, make the underlying math relatively transparent (for those who are curious). Best, Dan On Sat, 4 Mar 2006, Daniel Fetter wrote: > hi guys, > > is the density function for the weibull given on the problem set the > right one? it doesn't correspond to that given in R or on the few > websites i found. it seems like it should be > > f(x|alpha,beta)=beta*((alpha*x)^(beta-1))*exp(-(alpha*x)^beta)), rather than > f(x|alpha,beta)=beta*alpha*(x^(beta-1))*exp(-alpha*(x^beta)) > > (this is using alpha as the reciprocal of R's scale parameter b). > > thanks. > dan > > > On 3/4/06, Dan Hopkins <dhopkins(a)fas.harvard.edu> wrote: > > Hi All, > > > > With many thanks to some of you guys for passing along these errors, we've > > identified and corrected two errors in problem set 3. A corrected version > > is posted here: > > > > http://www.courses.fas.harvard.edu/~gov2001/Assignments/pset3.pdf > > > > In 2(a), the final sentence referred to a "joint probability," but since > > there is a continuous parameter, it should be referred to a "probability > > density." (The function only produces traditional probability statements > > after integrating over the continuous parameter.) > > > > In 4(b), the sigma_1,2 covariance parameter was supposed to be 0.6, not > > 2.4. > > > > Also, the video from section 4 is now posted. And Ian confirms that the > > mvtnorm library is available on the icegov machines, so you do *not* need > > to install it. > > > > Good weekends to all... > > > > Best, > > Dan > > > > > > > > ---- > > Ph.D. Student > > Department of Government > > Harvard University > > Tutor, Currier House > > dhopkins(a)fas.harvard.edu > > http://www.danhopkins.org > > _______________________________________________ > > gov2001-l mailing list > > gov2001-l(a)lists.fas.harvard.edu > > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > >

18 years, 1 month

[gov2001-l] ANNOUNCE PS 3 Small Corrections

by dhopkins＠fas.harvard.edu

Hi All, With many thanks to some of you guys for passing along these errors, we've identified and corrected two errors in problem set 3. A corrected version is posted here: http://www.courses.fas.harvard.edu/~gov2001/Assignments/pset3.pdf In 2(a), the final sentence referred to a "joint probability," but since there is a continuous parameter, it should be referred to a "probability density." (The function only produces traditional probability statements after integrating over the continuous parameter.) In 4(b), the sigma_1,2 covariance parameter was supposed to be 0.6, not 2.4. Also, the video from section 4 is now posted. And Ian confirms that the mvtnorm library is available on the icegov machines, so you do *not* need to install it. Good weekends to all... Best, Dan ---- Ph.D. Student Department of Government Harvard University Tutor, Currier House dhopkins(a)fas.harvard.edu http://www.danhopkins.org

18 years, 1 month

[gov2001-l] ANNOUNCE Several Notes

by dhopkins＠fas.harvard.edu

Hi All, In an effort to keep your inboxes from overflowing, we've consolidated a good deal of useful information into this email. PROBLEM SETS 1) Ian has drafted a very helpful page on numerical integration which should make the homework a bit easier. You can find it here: http://www.courses.fas.harvard.edu/~gov2001/sections/numint.pdf ***As you'll notice, although we use logs to improve numerical stability when calculating the joint density, the ultimate joint density we want is not on the log scale--and so the final line of code on page 1 puts us back onto the regular scale by exponentiating the logged joint density--that is, taking the exp() of the logged joint density. *This is an important point we neglected to mention in section.* 2) Homework 3 is posted on the website and due next Thursday, March 9th, in section. Just a reminder that except for distance students, *we expect hard copies turned in either at section or to Dan's mailbox on the 3rd floor of CGIS before section.* SECTIONS 3) Many thanks to those who were at section for the feedback provided through the notecards. One key recommendation was to focus more on the specific tasks and functions needed for the homework. We will very much keep this in mind as we plan for future sections. 4) In a course with people from varying backgrounds, ongoing feedback is especially key, so Ian and I encourage people to email us individually or leave notes in my mailbox--they don't have to be signed--with any feedback you might have. 5) Based on strong demand, we will go ahead with an R Help session this Monday, March 6th after lecture (4 PM) until at least 6:30 PM in CGIS room N-018. We will try to generate some exercises, but if you plan to come, come with questions/frustrations you want to address. 6) We've uploaded the section 4 notes to the website (designed to help with the homework), as well as the "name that distribution" pdf that we discussed briefly in the 6 PM section and at more length in the 5 PM section. We've also uploaded the code needed to make those figures in the .pdf, so you can experiment with the probability density functions and cumulative density functions. 7) Email list--After the discussion in the 6 PM section about overflowing inboxes, I wanted to point out that you can set the Gov. 2001 list options via this webpage: http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l Good weekends to all. Best, Dan ---- Ph.D. Student Department of Government Harvard University Tutor, Currier House dhopkins(a)fas.harvard.edu http://www.danhopkins.org

18 years, 2 months

[gov2001-l] Definitions for Govt-2001 terms

by stephen_purpura＠ksg07.harvard.edu

Our discussion of first principles in section tonight made me wonder, "Why don't we have a big table of distributions with their first principles, PDF, CDF, etc.?" Further, why don't the terms used on Wikipeda match the terms we use in class? Why don't we take apart this Wiki on the beta distribution http://en.wikipedia.org/wiki/Beta_distribution and rebuild it using GOVT-2001 terminology. Signed, Aiming without a Reference

18 years, 2 months

[gov2001-l] [Autoreply] Lynda Zhang is out of office

by lzhang＠hmdc.harvard.edu

I'm out of the office from Friday 3/3/06 to Monday 3/6/06 and will be back in the afternoon of 3/6/06. I will respond to your message when I return. Have a good weekend! Lynda

18 years, 2 months

[gov2001-l] PS2 2(d)

by dhopkins＠fas.harvard.edu

Hi All, The question below is relevant to all. We are interested in assessing the probabilities so that you can decide whether to switch or not to. The probabilities that we care about are those relevant to that decision... Best, Dan On Wed, 22 Feb 2006, Delia Bailey wrote: > Hi Dan and Ian, > Just a quick question about PS2... > for the monty hall problem, in the instance where you pick the > winning door AND monty gives you the prize, do you want us to lump > that together with "win, no switch" since you don't get a chance to > switch? or calculate the percentage of time that it's best to switch, > conditional on monty not giving you the prize immediately? > does that make sense? > -delia >

18 years, 2 months

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Gov2001 March 2006