29 Mar
2009
29 Mar
'09
3:35 p.m.
Does anyone know how to instruct Zelig to run a regression without the intercept?
Thanks!
Bill
29 Mar
29 Mar
3:37 p.m.
add -1 to the formula: zelig(y~ -1 + x1 +...)
2009/3/29 Schmidt, William <wschmidt at hbs.edu>
Does anyone know how to instruct Zelig to run a
regression without the
intercept?
Thanks!
Bill
_______________________________________________
gov2001-l mailing list
gov2001-l at lists.fas.harvard.edu
http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l
--
Patrick Lam
Department of Government and Institute for Quantitative Social Science,
Harvard University
http://www.people.fas.harvard.edu/~plam
6 p.m.
New subject: [gov2001-l] Bootstrap Question
Hi all,
When you're using bootstrapping to obtain the confidence intervals and the
significance of your regression coefficients, does the size of subsample that you sample
from in each iteration matter? I noticed that the standard deviations of my coefficients
decreases as the size of the subsample approach my full sample. What's the rule of
thumb on this? In problem set 1, we only used bootstrapping to obtain the mean and
standard deviations of the coefficients, but not the confidence intervals
Thanks guys,
Clarence
6:04 p.m.
New subject: [gov2001-l] Bootstrap Question
Generally you sample with the same size as your number of observations, you
just sample with replacement. Your standard deviations should decrease as
you increase the sub-sample size, because your sample size is getting
larger. We sample with replacement so we can simulate multiple draws from
the population while still maintaining our actual sample size.
Brandon
2009/3/29 Lee, Clarence <clee at hbs.edu>
Hi all,
When you?re using bootstrapping to obtain the confidence intervals and the
significance of your regression coefficients, does the size of subsample
that you sample from in each iteration matter? I noticed that the standard
deviations of my coefficients decreases as the size of the subsample
approach my full sample. What?s the rule of thumb on this? In problem set
1, we only used bootstrapping to obtain the mean and standard deviations of
the coefficients, but not the confidence intervals
Thanks guys,
Clarence
_______________________________________________
gov2001-l mailing list
gov2001-l at lists.fas.harvard.edu
http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l
5519
days inactive
5519
days old
gov2001@lists.gking.harvard.edu
3 comments
4 participants
participants (4)
-
bstewart＠fas.harvard.edu -
clee＠hbs.edu -
plam＠fas.harvard.edu -
wschmidt＠hbs.edu