[gov2001-l] setx question

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[gov2001-l] arguments in functions

aeggers＠gmail.com

9 Dec 2004 9 Dec '04

5:23 a.m.

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

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olau＠fas.harvard.edu

9 Dec 9 Dec

5:24 a.m.

...

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

kellerm＠fas.harvard.edu

5:39 a.m.

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:

...

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,]

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olau＠fas.harvard.edu

5:45 a.m.

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:

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,]

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kellerm＠fas.harvard.edu

6:05 a.m.

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:

...

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:

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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olau＠fas.harvard.edu

6:17 a.m.

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

...

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 > _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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olau＠fas.harvard.edu

6:29 a.m.

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

...

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 > > > > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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goodrich＠fas.harvard.edu

6:48 a.m.

...

And for either model, you should be using the predicted values to calculate the ATE's.

...

-----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

> 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

>> > 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 >> > >> >> _______________________________________________ >> gov2001-l mailing list >> gov2001-l(a)lists.fas.harvard.edu >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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olau＠fas.harvard.edu

6:52 a.m.

The expectation is outside Y(1) - Y(0). So you want the expected value of the difference, not the difference of the expectations. ----- Original Message ----- From: "Ben Goodrich" <goodrich(a)fas.harvard.edu> To: <gov2001-l(a)lists.fas.harvard.edu> Sent: Thursday, December 09, 2004 11:48 AM Subject: RE: [gov2001-l] setx question

...

And for either model, you should be using the predicted values to calculate the ATE's.

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

[,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

>> > 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

what

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 > >> > > >> > >> _______________________________________________ > >> gov2001-l mailing list > >> gov2001-l(a)lists.fas.harvard.edu > >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> > > _______________________________________________ > > gov2001-l mailing list > > gov2001-l(a)lists.fas.harvard.edu > > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > > > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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goodrich＠fas.harvard.edu

7:22 a.m.

But E "distributes" over addition and subtraction. I remember this being in Rice, although I do not have my copy with me. Irwin has a proof here on the last page: www.people.fas.harvard.edu/~mirwin/stat110/Lecture/Day05.pdf It is only multiplication where things are weird (E[ab] != E[a]E[b]). Either way, how do Gary's notes imply that we are supposed to take a draw from a distribution? Ben Ben Goodrich Graduate Student at Harvard University Ph.D. Program in Government and Social Policy www.people.fas.harvard.edu/~goodrich/ goodrich(a)fas.harvard.edu

...

-----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 11:51 AM To: gov2001-l(a)lists.fas.harvard.edu Subject: Re: [gov2001-l] setx question The expectation is outside Y(1) - Y(0). So you want the expected value of the difference, not the difference of the expectations. ----- Original Message ----- From: "Ben Goodrich" <goodrich(a)fas.harvard.edu> To: <gov2001-l(a)lists.fas.harvard.edu> Sent: Thursday, December 09, 2004 11:48 AM Subject: RE: [gov2001-l] setx question

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 www.people.fas.harvard.edu/~goodrich/ goodrich(a)fas.harvard.edu > -----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

> >> 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

>> > 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

what

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 >> >> > >> >> >> >> _______________________________________________ >> >> gov2001-l mailing list >> >> gov2001-l(a)lists.fas.harvard.edu >> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> >> >> > _______________________________________________ >> > gov2001-l mailing list >> > gov2001-l(a)lists.fas.harvard.edu >> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> > >> >> _______________________________________________ >> gov2001-l mailing list >> gov2001-l(a)lists.fas.harvard.edu >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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olau＠fas.harvard.edu

7:36 a.m.

The point of the E(Y(1) - Y(0)) is that the variance of this term differs from E(Y(1)) - E(Y(0)). The point estimate should be the same. Olivia. On Thu, 9 Dec 2004, Ben Goodrich wrote:

...

-----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 11:51 AM To: gov2001-l(a)lists.fas.harvard.edu Subject: Re: [gov2001-l] setx question The expectation is outside Y(1) - Y(0). So you want the expected value of the difference, not the difference of the expectations. ----- Original Message ----- From: "Ben Goodrich" <goodrich(a)fas.harvard.edu> To: <gov2001-l(a)lists.fas.harvard.edu> Sent: Thursday, December 09, 2004 11:48 AM Subject: RE: [gov2001-l] setx question

And for either model, you should be using the predicted values to calculate the ATE's.

same

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 >>> >> > >>> >> >>> >> _______________________________________________ >>> >> gov2001-l mailing list >>> >> gov2001-l(a)lists.fas.harvard.edu >>> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >>> >> >>> > _______________________________________________ >>> > gov2001-l mailing list >>> > gov2001-l(a)lists.fas.harvard.edu >>> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >>> > >>> >>> _______________________________________________ >>> gov2001-l mailing list >>> gov2001-l(a)lists.fas.harvard.edu >>> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >>> >> _______________________________________________ >> gov2001-l mailing list >> gov2001-l(a)lists.fas.harvard.edu >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> > > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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goodrich＠fas.harvard.edu

7:44 a.m.

Yes, with an infinite number of draws, the point estimates would be the same and the variances would be different. But why is it necessary to go with the one with more variance? It isn't based on the PATE / SATE distinction because that just has to do with whether the dependent variable is conditioned on. Ben Ben Goodrich Graduate Student at Harvard University Ph.D. Program in Government and Social Policy www.people.fas.harvard.edu/~goodrich/ goodrich(a)fas.harvard.edu

...

-----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 12:37 PM To: gov2001-l(a)lists.fas.harvard.edu Subject: RE: [gov2001-l] setx question The point of the E(Y(1) - Y(0)) is that the variance of this term differs from E(Y(1)) - E(Y(0)). The point estimate should be the same. Olivia. On Thu, 9 Dec 2004, Ben Goodrich wrote:

But E "distributes" over addition and subtraction. I remember this being

Rice, although I do not have my copy with me. Irwin has a proof here on

the

last page: www.people.fas.harvard.edu/~mirwin/stat110/Lecture/Day05.pdf

is only multiplication where things are weird (E[ab] != E[a]E[b]). Either way, how do Gary's notes imply that we are supposed to take a

draw

from a distribution? Ben Ben Goodrich Graduate Student at Harvard University Ph.D. Program in Government and Social Policy www.people.fas.harvard.edu/~goodrich/ goodrich(a)fas.harvard.edu > -----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 11:51 AM > To: gov2001-l(a)lists.fas.harvard.edu > Subject: Re: [gov2001-l] setx question > > The expectation is outside Y(1) - Y(0). So you want the expected

value of

> the difference, not the difference of the expectations. > > ----- Original Message ----- > From: "Ben Goodrich" <goodrich(a)fas.harvard.edu> > To: <gov2001-l(a)lists.fas.harvard.edu> > Sent: Thursday, December 09, 2004 11:48 AM > Subject: RE: [gov2001-l] setx question > > > >> 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 > > www.people.fas.harvard.edu/~goodrich/ > > goodrich(a)fas.harvard.edu > > > > > >> -----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

> >> > 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

> >> draws > >> >> from the sampling distribution of the betas and reuse it for all

> >> >> 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

> >> >>> 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

> >> >>> >> 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

> 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 > >>> >> > > >>> >> > >>> >> _______________________________________________ > >>> >> gov2001-l mailing list > >>> >> gov2001-l(a)lists.fas.harvard.edu > >>> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >>> >> > >>> > _______________________________________________ > >>> > gov2001-l mailing list > >>> > gov2001-l(a)lists.fas.harvard.edu > >>> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >>> > > >>> > >>> _______________________________________________ > >>> gov2001-l mailing list > >>> gov2001-l(a)lists.fas.harvard.edu > >>> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >>> > >> _______________________________________________ > >> gov2001-l mailing list > >> gov2001-l(a)lists.fas.harvard.edu > >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> > > > > _______________________________________________ > > gov2001-l mailing list > > gov2001-l(a)lists.fas.harvard.edu > > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > > > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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olau＠fas.harvard.edu

8:07 a.m.

If the variance is too narrow, then the confidence intervals won't have appropriate coverage. So you need to use the difference in predicted values, not the difference in expected values... On Thu, 9 Dec 2004, Ben Goodrich wrote:

...

-----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 12:37 PM To: gov2001-l(a)lists.fas.harvard.edu Subject: RE: [gov2001-l] setx question The point of the E(Y(1) - Y(0)) is that the variance of this term differs from E(Y(1)) - E(Y(0)). The point estimate should be the same. Olivia. On Thu, 9 Dec 2004, Ben Goodrich wrote:

But E "distributes" over addition and subtraction. I remember this being

Rice, although I do not have my copy with me. Irwin has a proof here on

the

last page: www.people.fas.harvard.edu/~mirwin/stat110/Lecture/Day05.pdf

is only multiplication where things are weird (E[ab] != E[a]E[b]). Either way, how do Gary's notes imply that we are supposed to take a

draw

value of

predicted

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

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

> >> draws > >> >> from the sampling distribution of the betas and reuse it for all

> >> >> the > >> >> sets of starting values? > >> >> > >> >> Also, for the normal model, should we be using the predicted

values

vector

before

> >> section > >> >>> >> this > >> >>> >> evening), I suggest that you manhandle the output to get it

doing

>> 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 >> >>> >> > >> >>> >> >> >>> >> _______________________________________________ >> >>> >> gov2001-l mailing list >> >>> >> gov2001-l(a)lists.fas.harvard.edu >> >>> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> >>> >> >> >>> > _______________________________________________ >> >>> > gov2001-l mailing list >> >>> > gov2001-l(a)lists.fas.harvard.edu >> >>> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> >>> > >> >>> >> >>> _______________________________________________ >> >>> gov2001-l mailing list >> >>> gov2001-l(a)lists.fas.harvard.edu >> >>> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> >>> >> >> _______________________________________________ >> >> gov2001-l mailing list >> >> gov2001-l(a)lists.fas.harvard.edu >> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> >> >> > >> > _______________________________________________ >> > gov2001-l mailing list >> > gov2001-l(a)lists.fas.harvard.edu >> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >> > >> >> _______________________________________________ >> gov2001-l mailing list >> gov2001-l(a)lists.fas.harvard.edu >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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goodrich＠fas.harvard.edu

8:13 a.m.

But that is the question: Why is the variance of the difference in the expected values too small if they are based on the formulas in Gary's notes? Ben Ben Goodrich Graduate Student at Harvard University Ph.D. Program in Government and Social Policy www.people.fas.harvard.edu/~goodrich/ goodrich(a)fas.harvard.edu

...

-----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 1:08 PM To: gov2001-l(a)lists.fas.harvard.edu Subject: RE: [gov2001-l] setx question If the variance is too narrow, then the confidence intervals won't have appropriate coverage. So you need to use the difference in predicted values, not the difference in expected values... On Thu, 9 Dec 2004, Ben Goodrich wrote:

Yes, with an infinite number of draws, the point estimates would be the

same

and the variances would be different. But why is it necessary to go with

the

one with more variance? It isn't based on the PATE / SATE distinction because that just has to do with whether the dependent variable is conditioned on. Ben Ben Goodrich Graduate Student at Harvard University Ph.D. Program in Government and Social Policy www.people.fas.harvard.edu/~goodrich/ goodrich(a)fas.harvard.edu > -----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 12:37 PM > To: gov2001-l(a)lists.fas.harvard.edu > Subject: RE: [gov2001-l] setx question > > The point of the E(Y(1) - Y(0)) is that the variance of this term

differs

> from E(Y(1)) - E(Y(0)). The point estimate should be the same. > > Olivia. > > On Thu, 9 Dec 2004, Ben Goodrich wrote: > > > But E "distributes" over addition and subtraction. I remember this

being

> in > > Rice, although I do not have my copy with me. Irwin has a proof here

> the > > last page:

www.people.fas.harvard.edu/~mirwin/stat110/Lecture/Day05.pdf

> It > > is only multiplication where things are weird (E[ab] != E[a]E[b]). > > > > Either way, how do Gary's notes imply that we are supposed to take a > draw > > from a distribution? > > > > Ben > > > > Ben Goodrich > > Graduate Student at Harvard University > > Ph.D. Program in Government and Social Policy > > www.people.fas.harvard.edu/~goodrich/ > > goodrich(a)fas.harvard.edu > > > > > > > -----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 11:51 AM > > > To: gov2001-l(a)lists.fas.harvard.edu > > > Subject: Re: [gov2001-l] setx question > > > > > > The expectation is outside Y(1) - Y(0). So you want the expected > value of > > > the difference, not the difference of the expectations. > > > > > > ----- Original Message ----- > > > From: "Ben Goodrich" <goodrich(a)fas.harvard.edu> > > > To: <gov2001-l(a)lists.fas.harvard.edu> > > > Sent: Thursday, December 09, 2004 11:48 AM > > > Subject: RE: [gov2001-l] setx question > > > > > > > > > >> And for either model, you should be using the predicted values

> > > >> 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 > > > > www.people.fas.harvard.edu/~goodrich/ > > > > goodrich(a)fas.harvard.edu > > > > > > > > > > > >> -----Original Message----- > > > >> From: gov2001-l-bounces(a)lists.fas.harvard.edu [mailto:gov2001-

> > > >> 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

> > > >> 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

> 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

> > > 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

> 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-

> >> >>> >> > > >> >>> >> > >> >>> >> _______________________________________________ > >> >>> >> gov2001-l mailing list > >> >>> >> gov2001-l(a)lists.fas.harvard.edu > >> >>> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> >>> >> > >> >>> > _______________________________________________ > >> >>> > gov2001-l mailing list > >> >>> > gov2001-l(a)lists.fas.harvard.edu > >> >>> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> >>> > > >> >>> > >> >>> _______________________________________________ > >> >>> gov2001-l mailing list > >> >>> gov2001-l(a)lists.fas.harvard.edu > >> >>> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> >>> > >> >> _______________________________________________ > >> >> gov2001-l mailing list > >> >> gov2001-l(a)lists.fas.harvard.edu > >> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> >> > >> > > >> > _______________________________________________ > >> > gov2001-l mailing list > >> > gov2001-l(a)lists.fas.harvard.edu > >> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> > > >> > >> _______________________________________________ > >> gov2001-l mailing list > >> gov2001-l(a)lists.fas.harvard.edu > >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > > > > > _______________________________________________ > > gov2001-l mailing list > > gov2001-l(a)lists.fas.harvard.edu > > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > > > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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king＠harvard.edu

8:13 a.m.

all these questions are good. it depends on what you're calculating. the causal effect is defined as the difference in expected values. it doesn't have to be defined that way but that's the definition that's used. (e.g., we could ask what the difference in the variance when the treatment is applied or anything else). if you want to evaluate whether the predictions are right, then you should switch to predicted values like olivia suggests, but just for that test. do we want pate or sate? that's a matter of taste. in some situations the latter estimates are much less model dependent. that should be clear since we calculate less from the model in sate than in pate. the assignment says pate because that's what we've been using all semester, and pedagogically, it makes more sense to introduce one new thing at a time. so we're adding this time preprocessing via matching and leaving the rest the same (like a good controlled experiment). Gary On Thu, 9 Dec 2004, Olivia Lau wrote:

...

-----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 12:37 PM To: gov2001-l(a)lists.fas.harvard.edu Subject: RE: [gov2001-l] setx question The point of the E(Y(1) - Y(0)) is that the variance of this term differs from E(Y(1)) - E(Y(0)). The point estimate should be the same. Olivia. On Thu, 9 Dec 2004, Ben Goodrich wrote:

But E "distributes" over addition and subtraction. I remember this being

Rice, although I do not have my copy with me. Irwin has a proof here on

the

last page: www.people.fas.harvard.edu/~mirwin/stat110/Lecture/Day05.pdf

is only multiplication where things are weird (E[ab] != E[a]E[b]). Either way, how do Gary's notes imply that we are supposed to take a

draw

value of

predicted

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

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

> >> draws > >> >> from the sampling distribution of the betas and reuse it for all

> >> >> the > >> >> sets of starting values? > >> >> > >> >> Also, for the normal model, should we be using the predicted

values

vector

before

> >> section > >> >>> >> this > >> >>> >> evening), I suggest that you manhandle the output to get it

doing

> >> 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 > >> >>> >> > > >> >>> >> > >> >>> >> _______________________________________________ > >> >>> >> gov2001-l mailing list > >> >>> >> gov2001-l(a)lists.fas.harvard.edu > >> >>> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> >>> >> > >> >>> > _______________________________________________ > >> >>> > gov2001-l mailing list > >> >>> > gov2001-l(a)lists.fas.harvard.edu > >> >>> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> >>> > > >> >>> > >> >>> _______________________________________________ > >> >>> gov2001-l mailing list > >> >>> gov2001-l(a)lists.fas.harvard.edu > >> >>> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> >>> > >> >> _______________________________________________ > >> >> gov2001-l mailing list > >> >> gov2001-l(a)lists.fas.harvard.edu > >> >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> >> > >> > > >> > _______________________________________________ > >> > gov2001-l mailing list > >> > gov2001-l(a)lists.fas.harvard.edu > >> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > >> > > >> > >> _______________________________________________ > >> gov2001-l mailing list > >> gov2001-l(a)lists.fas.harvard.edu > >> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > > > > > _______________________________________________ > > gov2001-l mailing list > > gov2001-l(a)lists.fas.harvard.edu > > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > > > > _______________________________________________ > gov2001-l mailing list > gov2001-l(a)lists.fas.harvard.edu > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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jens_hainmueller＠ksg05.harvard.edu

5:26 a.m.

New subject: AW: [gov2001-l] setx question

we had the same problem. i think it's due to the fn=NULL that overrides your manual setting of phone. the easy way around this (thanks to mike!) is: x.out0<- setx(z.out, fn= NULL, phone =0) x.out0[,"phone"] <- 0 hope tthis helps, jens

...

-----Ursprungliche Nachricht----- Von: gov2001-l-bounces(a)lists.fas.harvard.edu [mailto:gov2001-l-bounces@lists.fas.harvard.edu] Gesendet: Thursday, December 09, 2004 10:23 AM An: gov2001-l(a)lists.fas.harvard.edu Betreff: [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,]

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aeggers＠gmail.com
goodrich＠fas.harvard.edu
jens_hainmueller＠ksg05.harvard.edu
kellerm＠fas.harvard.edu
king＠harvard.edu
olau＠fas.harvard.edu