Gov2001 April 2008

gov2001@lists.gking.harvard.edu

31 participants
45 discussions

[gov2001-l] Error with amelia(data, ts=ts, cs=cs)

by william5＠fas.harvard.edu

Hello; I have been trying to run amelia() including the ts and cs arguments. Amelia accepts the ts argument, but keeps rejecting the cs argument. I keep getting this error message: > amelia(panel, ts=panel$period, cs=panel$country, outname="xt") Amelia Error Code: 6 The 'cs' variable is out of the range of possible column numbers or is not an integer. $code [1] 6 panel = panel data set country is a number assigned to identify each country (i.e. 1 = Afghanistan, 2=Angola, etc.) Does anyone have an idea what I am doing wrong? Thanks Joe

16 years

[gov2001-l] matching with replacement

by john.sheffield＠gmail.com

Hi all, When you *match with replacement of the controls*, should you incorporate any kind of correction to your standard errors? If you have 100 treated units and 50 unique controls, you'll only have 150 real observations; matching with replacement of controls will give you 200 total units. That inflates your degrees of freedom with units that don't really exist. How does this work? And does the correction depend on what percentage of units are in fact unique? Thanks! John **

16 years

[gov2001-l] Prais-Winsten Regression?

by william5＠fas.harvard.edu

Good morning everyone, I had a bit of a rough night and need some help answering the questions below: #1 - Is anyone aware of a package or canned function in R that will implement Prais-Winsten Regression? #2 - Is OLS with PCSE (panel corrected standard error) just a variant of FGLS (feasible generalized least squares)? #3 - Does lagging the dependent variable in addition to correcting for first order autocorrelation produce bias estimates? Background- #1 - Unable to exactly replicate my author's work, I downloaded Stata and tried to replicate his work in that program. With a non-trivial amount of help, I was finally able to exactly replicate the author's results. The author claimed he used OLS with Panel Corrected Standard Errors. Stata reports that it conducted a Prais-Winsten regression correcting for panel specific first order autocorrelation. #2 - I am a bit confused as to whether or not PW regression is the same as OLS. OLS returns different point estimates than the PW regression (hence the trouble I have had replicating the author's work). The many articles I read last night seemed to indicate PW regression is a variant of FGLS. The author cites Beck and Katz as the reason for conducting OLS with PCSE. However, Beck and Katz specifically warn against using FGLS. #3 - I have read many articles about the correctness of using a lagged dependent variable and many other articles about the appropriateness of correcting for autocorrelation. I have not read an article that advocated or warned against doing both. Thanks for your time; I appreciate any help light you can shed on my intuitional problems.. Joe

16 years

[gov2001-l] random effects and amelia

by jdkuo＠fas.harvard.edu

Dear list, We're trying to use multiply imputed data to estimate a random effects logit. Has anybody had success doing this? We get the following error message: summary(AM1t1c1) Error in apply(coef1, 1, mean) : dim(X) must have a positive length In addition: Warning messages: 1: In x$coef : $ operator is invalid for atomic vectors, returning NULL 2: In x$coef : $ operator is invalid for atomic vectors, returning NULL 3: In x$coef : $ operator is invalid for atomic vectors, returning NULL 4: In x$coef : $ operator is invalid for atomic vectors, returning NULL But running a regular logit works fine. Thanks, Didi and Shahr

16 years

[gov2001-l] LME

by jeremy.hodgen＠kcl.ac.uk

We're trying to run a linear mixed effects model with 3 random effects: M1, M2 and Fam. M1 & M2 are dummies. We're actually interested in the variances of the random coefficients (& the remaining error). The variances of the random coefficients for M1 and M2 need to be set as equal. The following code produces equal variances for M1 and M2 together with error, but we want an additional random coefficient at a Family level. test3 <- lme(g~SES, random = list(Fam = pdIdent(~M1 + M2 -1)), data = ToyLong, method = "ML") Any ideas how we should amend this code? Jeremy Dr Jeremy Hodgen Senior Lecturer in Mathematics Education King's College London Department of Education and Professional Studies Franklin-Wilkins Building Waterloo Bridge Wing 150 Stamford Street London SE1 9NH Tel: 020 7848 3102 Fax: 020 7848 3182 E-mail: jeremy.hodgen at kcl.ac.uk

16 years

[gov2001-l] logit model for binary time series cross-sectional

by john.sheffield＠gmail.com

Has anyone run across an R package that does logit models for TSCS or BTSCS data? I started writing my own code, but reinventing the wheel isn't terribly efficient... Thanks, J

16 years

[gov2001-l] "de-factorizing" data from Penn World Tables

by blcarter＠fas.harvard.edu

Hi everyone, Quick question: I downloaded continuous data from the Penn World Tables, but R treats the observations as "factorized" or categorical within a variable. Consequently, I'm not able to include the variables in regressions; R essentially treats each observation within these variables as dummies. I've attempted to correct the problem with as.numeric, as.data.frame, and as.matrix commands, but have not been successful. Any thoughts? Thanks in advance, Brett

16 years

[gov2001-l] 1b

by jbischof＠fas.harvard.edu

In part 1b, the Zelig output for first differences bears no resemblance to the difference in the expected values. Anyone have an idea why this would be the case? I thought the FD process was just to give us a standard error for the difference between the expected values. -- Jon Bischof Graduate Student Department of Government Harvard University

16 years

[gov2001-l] Any idea what this error means?

by john.sheffield＠gmail.com

Sorry to spam the list today -- coding issues are bugging me. > coop1 <- setx(op,COOP=1,fn=list(numeric=median,ordered=median,others=median)) *Error: C stack usage is too close to the limit *I'm trying to set all values to the median -- what's my issue here? Thanks, J

16 years

[gov2001-l] Problem 2c

by john.sheffield＠gmail.com

Are people getting the *exact *answers that Zelig gives you from the hand-coded poisson and negative binomial models? I've got it to within a few thousandths, but I can never quite get the exact answer. Also (and I think this could be the cause of the problem), I'm getting a number of warning messages that the parameter of lgamma is out of its range; does anyone else have this issue? Thanks, John

16 years

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Gov2001 April 2008