And for either
model, you should be using the predicted values to
calculate the ATE's.
How does this square with the formula for ATE in Gary's notes where
ATE = (1/n)\Sigma E(Y(1) - Y(0))
To me, that implies that we should be looking at the mean over the
difference in expected values rather than the mean over the predicted
values?
Ben
Ben Goodrich
Graduate Student at Harvard University
Ph.D. Program in Government and Social Policy
-----Original Message-----
From: gov2001-l-bounces(a)lists.fas.harvard.edu [mailto:gov2001-l-
bounces(a)lists.fas.harvard.edu] On Behalf Of Olivia Lau
Sent: Thursday, December 09, 2004 11:29 AM
To: gov2001-l(a)lists.fas.harvard.edu
Subject: Re: [gov2001-l] setx question
And for either model, you should be using the predicted values to
calculate
the ATE's.
----- Original Message -----
From: "Olivia Lau" <olau(a)fas.harvard.edu>
To: <gov2001-l(a)lists.fas.harvard.edu>
Sent: Thursday, December 09, 2004 11:17 AM
Subject: Re: [gov2001-l] setx question
that's a great question, Mike.
So here's the deal: Usually, the expected values will differ across
columns only because the X observations are different. In this case,
the
X observations are all the same (intercept = 1
and treat = 1, for
example), so each column looks the same. The ev differ across rows
because of the differences in the simulated betas.
The predicted values are draws from the distribution defined by the
corresponding value in the expected value matrix (and so should be
different across rows and columns).
----- Original Message -----
From: "Michael Richard Kellermann" <kellerm(a)fas.harvard.edu>
To: <gov2001-l(a)lists.fas.harvard.edu>
Sent: Thursday, December 09, 2004 11:05 AM
Subject: Re: [gov2001-l] setx question
>
> Here is the reason for my question: when I look at the expected
> values
> generated by the sim command, using a normal model, they are the same
in
> the univariate case:
>
> s.out.0$qi$ev[1:8, 1:8]
>
> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
> [1,] 0.4486 0.4486 0.4486 0.4486 0.4486 0.4486 0.4486 0.4486
> [2,] 0.4424 0.4424 0.4424 0.4424 0.4424 0.4424 0.4424 0.4424
> [3,] 0.4392 0.4392 0.4392 0.4392 0.4392 0.4392 0.4392 0.4392
> [4,] 0.4425 0.4425 0.4425 0.4425 0.4425 0.4425 0.4425 0.4425
> [5,] 0.4411 0.4411 0.4411 0.4411 0.4411 0.4411 0.4411 0.4411
> [6,] 0.4485 0.4485 0.4485 0.4485 0.4485 0.4485 0.4485 0.4485
> [7,] 0.4477 0.4477 0.4477 0.4477 0.4477 0.4477 0.4477 0.4477
> [8,] 0.4485 0.4485 0.4485 0.4485 0.4485 0.4485 0.4485 0.4485
>
> and then they are different for the predicted values:
>
> s.out.0$qi$pr[1:8, 1:8]
> [,1] [,2] [,3] [,4] [,5] [,6] [,7]
[,8]
> [1,] 0.26540 0.69574 -0.30079 0.7086
0.095671 0.56353 0.5045
0.7559
> [2,] -0.29949 0.79896 1.81914 -0.2224
0.149480 0.07857 0.9538 -
0.7112
> [3,] -0.24355 0.54188 0.47502 1.1169
0.675997 0.88817 0.1099 -
0.1553
> [4,] -0.02701 -0.28023 0.75768 -0.2701
0.296251 0.86762 0.3645
0.5838
> [5,] 0.27580 0.46741 0.36535 0.4150
1.234477 0.40665 0.5650
0.9518
> [6,] 0.33215 0.81140 0.39242 0.7009
0.282338 0.97523 0.7354
0.1146
> [7,] -0.29423 0.09349 0.01257 1.0007
0.721501 0.12567 0.3155
0.0861
> [8,] 0.24989 0.28098 1.38814 0.6617
-0.007151 -0.19204 0.6433
0.5431
>
> So I guess my question more precisely is, does sim take one set of
draws
> from the sampling distribution of the betas
and reuse it for all of
> the
> sets of starting values?
>
> Also, for the normal model, should we be using the predicted values or
> the
> expected values to calculate the ATE and ATT?
>
> Cheers,
> Mike
>
> On Thu, 9 Dec 2004, Olivia Lau wrote:
>
>> There's nothing random about setx(). The randomness comes in sim().
>> And my
>> understanding of how R handles seeds is that it picks up where it
>> left
>> off.
>> Hence,
>>
>> a <- rnorm(10)
>> b <- rnorm(10)
>> identical(a, b)
>>
>> should be false...
>>
>> ----- Original Message -----
>> From: "Michael Richard Kellermann" <kellerm(a)fas.harvard.edu>
>> To: <gov2001-l(a)lists.fas.harvard.edu>
>> Sent: Thursday, December 09, 2004 10:39 AM
>> Subject: Re: [gov2001-l] setx question
>>
>>
>> >
>> > Does Zelig start with the same random number seed for each vector
>> > of
x
>> > values created by the setx command?
>> >
>> > Cheers,
>> > Mike
>> >
>> > On Thu, 9 Dec 2004, Olivia Lau wrote:
>> >
>> >> If you can't get Zelig to do what you want (right now, before
section
>> >> this
>> >> evening), I suggest that you manhandle the output to get it to
>> >> produce
>> >> what
>> >> you want...just a thought.
>> >>
>> >> ----- Original Message -----
>> >> From: "Andrew Eggers" <aeggers(a)gmail.com>
>> >> To: <gov2001-l(a)lists.fas.harvard.edu>
>> >> Sent: Thursday, December 09, 2004 10:23 AM
>> >> Subject: [gov2001-l] setx question
>> >>
>> >>
>> >> > Can anyone help me understand why my setx function isn't doing
what
>> >> > I
>> >> > thought it would?
>> >> >
>> >> > I'm doing part 2a.
>> >> >
>> >> >> x.out0<- setx(z.out, fn= NULL, phone =0)
>> >> >
>> >> >> x.out0[1:10,]
>> >> > (Intercept) phone
>> >> > 1 1 1
>> >> > 2 1 0
>> >> > 3 1 1
>> >> > 4 1 0
>> >> > 5 1 1
>> >> > 6 1 1
>> >> > 7 1 1
>> >> > 8 1 1
>> >> > 9 1 1
>> >> > 10 1 1
>> >> >
>> >> > I thought this would produce all 0's in the phone column of
x.out0,
>
>> > but clearly it didn't.
> >> >
> >> > Thank you!
> >> >
> >> > Andy
> >> > _______________________________________________
> >> > gov2001-l mailing list
> >> > gov2001-l(a)lists.fas.harvard.edu
> >> >
http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l
> >> >
> >>
> >> _______________________________________________
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> >>
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> >>
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> >
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> >
>
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