Gov2001 April 2010

gov2001@lists.gking.harvard.edu

35 participants
65 discussions

by msen＠fas.harvard.edu

Hi folks, We made this announcement in section, but in case you weren't around -- there will NOT be a problem set going out this evening or anything due next Thursday. Instead, we're adding a small assignment onto your replication by asking you to create a replication data set in the IQSS dataverse (and then to include a citation to this replication data set in your paper). We'll be discussing this in lecture on Monday. best, Maya

14 years

Downloading R on Ubuntu

by shelbygrossman＠gmail.com

Dear all, Does anyone have experience downloading R on Ubuntu? I'm having trouble doing this, even after working through the instructions here: http://cran.r-project.org/bin/linux/ubuntu/ Many thanks, Shelby

14 years

gov2001-l Digest, Vol 57, Issue 19

by nino_malekovic＠hks11.harvard.edu

Hi all, Can someone help me with the advice on the problem 2.1 in our PS7? This is my function in R. I can't get percentage, but that probably means that I got it wrong altogethe. >counterfactual.one <- cbind(median(mar), median(femm), median(kid5), mean(doctor), median(ment), median(mar)) >counterfactual.two <- cbind(median(mar)-1, median(femm), median(kid5), mean(doctor), median(ment), median(mar)-1) >counterfactuals<-rbind(counterfactual.one, counterfactual.two ) >counterfactuals[1,4] >coefficients<-as.data.frame(cbind(optimizing$par[2], optimizing$par[3], optimizing$par[4], optimizing$par[5], optimizing$par[6], optimizing$par[8])) >verdict <- whatif(data = coefficients, cfact = counterfactuals) >summary(verdict) >verdict$in.hull >verdict$sum.stat Any help is appreciated. Nino Malekovic MPA Candidate, Class 2011 Harvard Kennedy School ________________________________________ From: gov2001-l-bounces at lists.fas.harvard.edu [gov2001-l-bounces at lists.fas.harvard.edu] On Behalf Of gov2001-l-request at lists.fas.harvard.edu [gov2001-l-request at lists.fas.harvard.edu] Sent: Thursday, April 15, 2010 7:46 AM To: gov2001-l at lists.fas.harvard.edu Subject: gov2001-l Digest, Vol 57, Issue 19 Send gov2001-l mailing list submissions to gov2001-l at lists.fas.harvard.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l or, via email, send a message with subject or body 'help' to gov2001-l-request at lists.fas.harvard.edu You can reach the person managing the list at gov2001-l-owner at lists.fas.harvard.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of gov2001-l digest..." Today's Topics: 1. Drop box (Akihiro Nishi) 2. Standard Error for 1.5 (Han He) 3. Re: Standard Error for 1.5 (Michael Barnett) 4. Re: Standard Error for 1.5 (Han He) 5. Re: Standard Error for 1.5 (Iain Osgood) ---------------------------------------------------------------------- Message: 1 Date: Wed, 14 Apr 2010 15:42:04 -0400 From: "Akihiro Nishi" <anishi at hsph.harvard.edu> Subject: [gov2001] Drop box To: <gov2001-l at lists.fas.harvard.edu> Message-ID: <4BC5E24C0200004600041E39 at hsph.harvard.edu> Content-Type: text/plain; charset="us-ascii" Hi, Maya and Iain, I cannot find the course drop-box for Problem Set 7. Thanks! Akihiro >>> Jason Ketola 04/13/10 11:22 PM >>> Thanks, Joseph. Thank you for pointing that out! I was definitely making it much harder on myself. Jason Gavinlertvatana, Poj wrote: > Jason, > > For the homework, you don't need to take derivatives. 1.2 just asks for a function that calculates the ll, with inputs of parameters, x, and y. Just take the log of the (product of) likelihood function. Later, in 1.4, you use optim, which calls the ll function as in previous hw's. > > Outside of the assignment, you're right though that in general, you would take two partial derivs to find the analytic answer -- i.e., find the maximum of the log likelihood function. > > Best regards, > Joseph > > Joseph Poj Gavinlertvatana > Doctoral student, Marketing > Harvard Business School > Wyss Hall, Soldiers Field, Boston, MA 02163 > Ph 617.230.5907 > Fx 617.496.4397 > Txt/Vm 617.910.0563 > Em pgavinlertvatana at hbs.edu > > -----Original Message----- > From: gov2001-l-bounces at lists.fas.harvard.edu [mailto:gov2001-l-bounces at lists.fas.harvard.edu] On Behalf Of Jason Ketola > Sent: Tuesday, April 13, 2010 11:03 PM > To: Class List for Gov 2001/E-2001 > Subject: [gov2001] 1.2 question > > This is likely due to my uncertainty about 1.1, but does finding the LL > in 1.2 require us to take two partial derivatives? > > Thanks, > Jason > _______________________________________________ > gov2001-l mailing list > gov2001-l at lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > _______________________________________________ > gov2001-l mailing list > gov2001-l at lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

14 years

Standard Error for 1.5

by han.he＠college.harvard.edu

Hey, I am not particularly sure if I did the first difference right but I took the median values and changed a married variable, ran it through the expected value equation and took the difference. My question is how do we then get the standard error. Anyone have any idea/hints? Best, Han Harvard College Class of 2013 614-329-1324

14 years

Drop box

by anishi＠hsph.harvard.edu

Hi, Maya and Iain, I cannot find the course drop-box for Problem Set 7. Thanks! Akihiro >>> Jason Ketola 04/13/10 11:22 PM >>> Thanks, Joseph. Thank you for pointing that out! I was definitely making it much harder on myself. Jason Gavinlertvatana, Poj wrote: > Jason, > > For the homework, you don't need to take derivatives. 1.2 just asks for a function that calculates the ll, with inputs of parameters, x, and y. Just take the log of the (product of) likelihood function. Later, in 1.4, you use optim, which calls the ll function as in previous hw's. > > Outside of the assignment, you're right though that in general, you would take two partial derivs to find the analytic answer -- i.e., find the maximum of the log likelihood function. > > Best regards, > Joseph > > Joseph Poj Gavinlertvatana > Doctoral student, Marketing > Harvard Business School > Wyss Hall, Soldiers Field, Boston, MA 02163 > Ph 617.230.5907 > Fx 617.496.4397 > Txt/Vm 617.910.0563 > Em pgavinlertvatana at hbs.edu > > -----Original Message----- > From: gov2001-l-bounces at lists.fas.harvard.edu [mailto:gov2001-l-bounces at lists.fas.harvard.edu] On Behalf Of Jason Ketola > Sent: Tuesday, April 13, 2010 11:03 PM > To: Class List for Gov 2001/E-2001 > Subject: [gov2001] 1.2 question > > This is likely due to my uncertainty about 1.1, but does finding the LL > in 1.2 require us to take two partial derivatives? > > Thanks, > Jason > _______________________________________________ > gov2001-l mailing list > gov2001-l at lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > _______________________________________________ > gov2001-l mailing list > gov2001-l at lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

14 years

1.2 question

by jasonketola＠gmail.com

This is likely due to my uncertainty about 1.1, but does finding the LL in 1.2 require us to take two partial derivatives? Thanks, Jason

14 years

CEM Help

by adoshi＠hbs.edu

I am trying to run a CEM with user-defined coarsening. Essentially there are a ton of revenue covariates, and I would like them all to be in the same 'bins'. Can someone confirm that this is the right way to attach a number of cutpoints into the function? I have a cutpoint for each covariate conjoined by list(). Thanks in advanced. Anil salescut.point05 <- seq(0,13,.05) #set up bins mat.point05 <- cem(treatment = "lrsales", data = winlow, drop = c("X","lrsales2"), + cutpoints = list(lgsales2_lag5 = salescut.point05, lrsales_lag5 +salescut.point05, lgsales2_lag4 = salescut.point05, lrsales_lag4 = +salescut.point05, lgsales2_lag3 = salescut.point05, lrsales_lag3 = +salescut.point05, lgsales2_lag2 = salescut.point05, lrsales_lag2 = +salescut.point05, lgsales2_lag1 = salescut.point05, lrsales_lag1 = +salescut.point05)) Anil Doshi Doctoral Student | Technology and Operations Management Harvard Business School 302 Wyss Hall Boston, MA 02163 tel 646-244-5396 email adoshi at hbs.edu<mailto:adoshi at hbs.edu>

14 years

Fixed Factor Disappears in Probit

by gabe_chan＠hksphd.harvard.edu

Hi all, We're working on our replication paper which requires including fixed effects in a probit regression. When we run the regression we get reported coefficients for all of our independent variables and for each of the possible fixed effect values except for one of them. Before the regression we run as.factor to create industry.factor, the fixed effects for industries and then include industry.factor in the probit regression specification. After running summary on the output of the probit, we get estimated coefficients for every fixed effect except for "Textiles". Before the regression we can run summary(industry.factor) and we can see that there are over 1200 observations for "Textiles" in industry.factor. "Textiles" is the first industry listed in industry.factor, so I suspect that R is somehow dropping it for being first in industry.factor. Any help would be appreciated. We tried this with both the glm and zelig implementations and found the exact same problem. Thanks! -Gabe & Tara -- gc

14 years

1.5

by jsimes＠fas.harvard.edu

Hello class: I'm trying to obtain the first difference for Problem 1.5, and I'm running into trouble. Can we use setx() even if the model does not use zelig? any hints/pointers would be greatly appreciated =)

14 years

Benefit Concert Featuring Mark Wood (founder of the Trans-Siberian Orchestra)

by han.he＠college.harvard.edu

Harvard's International Coalition of College Philanthropists and MIT's Sigma Phi Epsilon fraternity present... **CONCERT FOR A CURE** Featuring Emmy-winning electric violinist Mark Wood from Trans-Siberian Orchestra!! At Club OBERON, 2 Arrow Street, Harvard Sq. April 18th, 8 pm All benefits of the concert go towards: - National Multiple Sclerosis Society (http://www.nationalmssociety.org) - International Help of Missionaries (http://ihmonline.org) - One Laptop Per Child (http://laptop.org/en/) - World Water Relief Organization for Haiti ( http://www.worldwaterrelief-haiti.org) * * *Special guest performers include Gigantic Ant (featuring MIT's own Balaji Mani) and MIT's Gillian Grogan. * Presented by Harvard's International Coalition of College Philanthropists and MIT's Sigma Phi Epsilon fraternity, come soak in all of the funk, rock, and violins you can for a worthy cause. ***TICKETS: $12 for students with SPEICCP10 discount code! $18 at the door. $25 VIP tickets. Only 250 tickets left!*** *** Buy tickets at https://www.ovationtix.com/trs/pe/8091995 or call 866-811-4111. *** Facebook event page: http://www.facebook.com/event.php?eid=115545471793053

14 years

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Gov2001 April 2010