Gov2001 February 2009

gov2001@lists.gking.harvard.edu

31 participants
46 discussions

[gov2001-l] R hates me

by sparshahoneysaha＠gmail.com

is anyone getting this error message for problem 2 on this week's problem set Error in pnorm(pa3) : element 1 is empty; the part of the args list of '.Internal' being evaluated was: (q, mean, sd, lower.tail, log.p) I get this when I run my log likelihood function in R and then try to use optim on it: > binomial.second <- function(pa2, pa3, y2, n2) { + pies2 <- pnorm(pa2) + pies3 <- pnorm(pa3) + for (i in 1:n) { + blaba <- ifelse(g > 0, sum(y2 * log(pies2) + (n - y2) * log(1 - pies2)), sum(y2 * log(pies3) + (n - y2) * log(1 - pies3))) + } + roe <- sum(blaba) / n + return(roe) + } > > opt123 <- optim(par = 0.25, fn = binomial.second, method = "BFGS", control = list(fnscale = -1), y = data, n = 10) Error in pnorm(pa3) : element 1 is empty; the part of the args list of '.Internal' being evaluated was: (q, mean, sd, lower.tail, log.p)

15 years, 1 month

[gov2001-l] what is BFGS doing?

by charlotte.cavaille＠gmail.com

it is 1 am so maybe it is just my brain but: how can we have an iteration process with BFGS (equivalent to the bisection one in principle) if we start with one point and not with a surface? thanks! charlotte 2009/2/24 Johnathan Boysielal <boysiel at fas.harvard.edu> > Dear class, > > As it turns out, I still need a co-author for the final paper. > > I am a G3 in the Political Economy & Government program (Kennedy School), > broadly interested in international and comparative political economy. If > you are still looking for a co-author and are interested in topics along > these or similar lines, please send me an email. > > I have provisionally selected some papers on the very timely topic of > political intervention in the financial markets, but of course there is no > shortage of interesting papers in the world.. > > - Johnathan > > > _______________________________________________ > gov2001-l mailing list > gov2001-l at lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >

15 years, 1 month

[gov2001-l] Stanley Chitekwe is out of the office.

by schitekwe＠unicef.org

I will be out of the office starting 02/25/2009 and will not return until 03/02/2009. I will respond to your message when I return. In the meantime please contact Roger Mathisen (rmathisen at unicef.org)

15 years, 1 month

[gov2001-l] important update to ps3

by woolfalk＠fas.harvard.edu

Hello, A number of issues have come up on parts 3.2 and 3.3 in problem set 3 about the question of iterations (specifically, "If so, after how many iterations?"). Patrick and I have decided to remove this component of questions 3.2 and 3.3 from the problem set. So, questions 3.2 and 3.3 should now read as follows: 3.2. Now use optim() to find the values (x*, y*) that maximize the joint density. Use c(1,0.05) as your starting values and method="BFGS". Report the value of the objective function at the maximum and (x*, y*). Does optim work well here? Did the algorithm converge? If not, why? 3.3. Repeat 3.2 but use c(5,5) as starting values. Report the value of the objective function at the maximum and (x*, y*). Does optim work well here? Did the algorithm converge? If not, why? Best, Miya -- Miya Woolfalk Ph.D. Student Harvard University Government and Social Policy

15 years, 1 month

[gov2001-l] Co-author needed

by boysiel＠fas.harvard.edu

Dear class, As it turns out, I still need a co-author for the final paper. I am a G3 in the Political Economy & Government program (Kennedy School), broadly interested in international and comparative political economy. If you are still looking for a co-author and are interested in topics along these or similar lines, please send me an email. I have provisionally selected some papers on the very timely topic of political intervention in the financial markets, but of course there is no shortage of interesting papers in the world.. - Johnathan

15 years, 1 month

[gov2001-l] [Fwd: [POLMETH] Second Call for PolMeth 2009 Proposals]

by king＠harvard.edu

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15 years, 1 month

[gov2001-l] lecture and section videos

by woolfalk＠fas.harvard.edu

Hello, Now that the course shopping period is over, lecture and section videos are no longer accessible to non-extension school students. We are able to sign non-extension school students up to be able to view these videos and I am working on getting this all sorted out. Hopefully, students enrolled in Gov 1002/2001 should have their access restored by Tuesday. Thanks, Miya -- Miya Woolfalk Ph.D. Student Harvard University Government and Social Policy

15 years, 1 month

[gov2001-l] PS3 3.2

by eageeva＠hotmail.com

Can anyone explain to me how we can retrieve a number of iteration after running optim()? > init<-c(1,0.05) > res<-optim(init, x_y_density,method="BFGS", control=list(fnscale=-1)) res $counts function gradient 16 6 Is it a number of calls of the function? Or I have to add number of calls of the function and it's gradient? Or I have to look for it somewhere else? Thanks! Sincerely, Olena Ageyeva _________________________________________________________________ Access your email online and on the go with Windows Live Hotmail. http://windowslive.com/online/hotmail?ocid=TXT_TAGLM_WL_HM_AE_Access_022009

15 years, 1 month

[gov2001-l] policy on OLS for replication papers

by plam＠fas.harvard.edu

Hi all, I just wanted to clear up a little uncertainty with many people about whether they can replicate a paper with OLS. Please read point 4.2 of this: http://gking.harvard.edu/papers/ The basic idea is that while we don't recommend replicating a paper which uses mainly OLS, if you insist on doing it, your improvement must be something more advanced. For example, if the authors used OLS on a binary dependent variable, you can replicate it and use a logit model. All the fancy add-ons to the OLS models (random effects, IV estimators, etc.) are things that we probably will not cover and therefore you will have a hard time improving on with any of our methods you will learn. The main point is that unless you currently have a good idea about an improvement on an OLS paper that uses something we learn in the class, we highly recommend not replicating OLS. -- Patrick Lam Department of Government and Institute for Quantitative Social Science, Harvard University http://www.people.fas.harvard.edu/~plam

15 years, 1 month

[gov2001-l] pset 2

by plam＠fas.harvard.edu

Hi all, Problem set 2 has been graded and will be handed back to you Monday after class. Those who only submitted online already have your grades and comments posted in the dropbox. Just a few things that generally people need to pay attention to: 1. Probabilities are always between 0 and 1. 0.3 is a probability. 30% is not a probability. 2. While one estimator can be more biased than another, there is no such thing as "less unbiased". All unbiased estimators are unbiased the same amount. There is no degree to the unbiasedness. 3. On that same note, a few people wrote that the midrange and mean estimators were slightly biased for the uniform and normal distributions because the means were slightly off. This is not true. The expectation of both estimators is equal to the population mean. The "bias" that you see is purely from simulation error (if we had infinite number of simulations, the mean of the sampling distribution would be exactly the population mean). 4. It's generally not a good idea to name objects in R the wrong names. A few of you named E(X^2) as "var", which is not true. It is a component of variance, but not the actual variance, so naming it wrong can be confusing. 5. For 4d, while it is great that many of you wrote functions for the random variable Y, it is not necessary. You can just do the operations on the X draws themselves. 6. When you are trying to compare quantities via two graphs, it is usually a good idea to have the graphs on the same scale for ease of comparison. If the Y axes are different, it makes it harder to actually compare whether the spreads are smaller/bigger, etc. -- Patrick Lam Department of Government and Institute for Quantitative Social Science, Harvard University http://www.people.fas.harvard.edu/~plam

15 years, 1 month

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Gov2001 February 2009