Gov2001 March 2010

gov2001@lists.gking.harvard.edu

32 participants
84 discussions

by han.he＠college.harvard.edu

Hi, I am trying to replicate a line of stata code: logit reelect2 ddef3_n ddef1 gdppc_gr2 dev nd maj, robust; I am able to get the beta values, but my errors are off. I used both: mylogit = glm(reelect2 ~ ddef3_n + ddef1 + gdppc_gr2 + dev + nd + maj, family=binomial(link="logit"), na.action=na.pass) and mylogit = zelig(reelect2 ~ ddef3_n + ddef1 + gdppc_gr2 + dev + nd + maj, model = "logit", data = data, robust = TRUE) The first is non-robust but the second is. Anyone have any suggestions with how to approach this? Thanks! Han Harvard College Class of 2013 614-329-1324

14 years, 1 month

videos from lectures

by csuperti＠fas.harvard.edu

I am having problems accessing the videos for lectures and sections from the past 3 weeks. Is anyone experiencing the same problem?Any suggestion? Thanks Chiara

14 years, 1 month

Beamer question

by shelbygrossman＠gmail.com

Hi all, Sometimes when I put pictures into Latex using the Beamer package the file name of the picture shows up above the picture in the slide show. Does anyone know why this is happening, and how to make sure the file name doesn't show up? (If it helps, my code is below.) Thanks, Shelby \frame { \begin{figure}[!htp] \begin{center} \includegraphics[width = 3.5in, height=2.5in]{Construction.jpg} \end{center} \end{figure} }

14 years, 1 month

Replication Assignment - Question on draft paper - Improvements

by msolano＠fas.harvard.edu

Sorry, I have another question: for the draft paper due soon, do we have to also present our methodological improvements to the paper? Or do we just have to replicate the numbers and graphs and that's it? Thank you.

14 years, 1 month

pcse package

by mwestrum＠fas.harvard.edu

Hi All- I am running into some problems estimating panel-corrected standard errors with the pcse package. I am using the code: pcse(se4, countries, years, pairwise=TRUE) where se4 is an lm model, countries is a vector of country identifiers for each observation in the dataset, and years is a vector of the year identifiers of all the observations. I keep getting the following error: Error! A CS-unit exists without any obs or without any obs in common with another CS-unit. You must remove that unit from the data passed to pcse(). I have tried to create a new data-frame with only the variables used in the model, omitted all the rows with missing data, and then used this new data to estimate the model. I have also tried to omit all the country groupings that only have one observation and re-run the model, which also doesn't work. I can get the pcse command to work if I omit any country group with less than about 10 observations, but the estimates that I get do not match those in the paper. Also, if I replicate the regression in STATA, the output says that it uses all countries in the estimation, even those with only 1 observation. Any ideas? Also, is there any way to include an AR(1) correction along with panel corrected standard errors in R? The authors of the paper use the xtpsce command in STATA with the option correlation(ar1), but I don't think the pcse package has an option for an AR(1) correction. Thanks! Megan Westrum

14 years, 1 month

[Gov2001] OLS with clustered SE or multilevel model

by mak251＠mail.harvard.edu

Hi all, We are trying to replicate a STATA command that adjusts the standard errors for within-group correlation (in our case districts). Is there a package that does lm or ls (from Zelig) that can account for this clustering? I found a var/cov function online called *robcov*() that apparently does this but I can't find the package that contains this command. I have also spent a long time attempting to model this using the nlme package that allows for hierarchical data structures. I can get my model to run but I can't get it to give me the correct results. Either I am doing something wrong in my code or the areg , cluster() command in STATA is doing something more then including random effects. my.lme <- lme( y ~ x1 + x2, data=temp , random=~ 1 | district) Any ideas? thanks, m -- Matthew Kraft Doctoral Candidate Quantitative Policy Analysis Harvard Graduate School of Education

14 years, 1 month

Multinomial probit function that can deal with weights and clusters?

by shelbygrossman＠gmail.com

All, Can anyone recommend a package for R that does multinomial probit models, and can take into consideration weights and clusters? We've considered a few functions, but none meet all of these requirements. Zelig's "probit.survey" handles weights and clusters, but only deals with dichotomous dependent variables. The MNP package and Zelig's "oprobit" package deal with multinomial dependent variables but--as far as we can tell--not weights and clusters. Thanks, Amanda and Shelby

14 years, 1 month

Specifying the systematic component in a model

by nicolabretscher＠gmail.com

>From the lectures, each time we have specified a systematic component, the parameters of the model (eg mu, sigma, pi or otherwise) have been assumed to vary according to a linear combination of independent variables. For example, with the logit model, the systematic component is pi = 1/(1 + exp(X*beta)). The X*beta has so far always been a linear expression. Is this just for teaching purposes? Presumably it does not have to be linear at all: to model interaction effects you would need a non-linear expression or you might expect model parameters to vary according to X^2 or something more exotic? Would the form of the X*beta expression you choose have implications for the type of systematic component you able to use (eg would the choice of logit restrict your choice of X*beta expression)? Nicola

14 years, 1 month

Robust T-statistics

by aaanders＠fas.harvard.edu

Hey all, So I finally managed to get all my coefficients correct (on one model) but the t-statistics are supposed to be robust (to what I don't know). Any clue on how I get robust t-statistics in R. -Ashley Anderson

14 years, 1 month

"Odds are, it's wrong"

by nmurphy＠eecs.harvard.edu

Seemed apropos: http://www.sciencenews.org/view/feature/id/57091/title/Odds_Are,_Its_Wrong Nick

14 years, 1 month

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Gov2001 March 2010