27 Sep
2004
27 Sep
'04
1:32 p.m.
in fact, even when i connect directly to one of the ice servers (like ice1,
ice2, etc), it just bounces me directly to "ice" with no number after it.
27 Sep
27 Sep
2:13 p.m.
Hi, Alex.
You won't get the ice server number until you run wget and source your
.cshrc file.
Olivia.
On Mon, 27 Sep 2004, Alex Liebman wrote:
in fact, even when i connect directly to one of the
ice servers (like ice1,
ice2, etc), it just bounces me directly to "ice" with no number after it.
_______________________________________________
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gov2001-l(a)lists.fas.harvard.edu
http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l
28 Sep
28 Sep
11:28 a.m.
Hi Olivia,
Thanks for all your helpful e-mails. I think I am almost there. I was curious
as to why in the Bernoulli example yesterday, bernpi was set to .2 ? Was there
a reason that I missed or was the choice arbitrary?
Eddy
--
Edmund J. Malesky, Ph.D.
Academy Scholar
Weatherhead Center for International Affairs
Harvard University
1033 Massachusetts Ave
Cambridge, MA 02138
Tel: 617-495-5362
Cell: 617-388-6342
Fax: 617-495-8292
Quoting Olivia Lau <olau(a)fas.harvard.edu>du>:
Hi, Alex.
You won't get the ice server number until you run wget and source your
.cshrc file.
Olivia.
On Mon, 27 Sep 2004, Alex Liebman wrote:
in fact, even when i connect directly to one of
the ice servers (like
ice1,
ice2, etc), it just bounces me directly to
"ice" with no number after it.
_______________________________________________
gov2001-l mailing list
gov2001-l(a)lists.fas.harvard.edu
http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l
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11:32 a.m.
it was arbitrary -- btw, do you have a spam blocker program running? It
seems to bounce some emails. You might want to add
gov2001-l(a)lists.fas.harvard.edu to your safe list. 8)
----- Original Message -----
From: "Edmund J. Malesky" <emalesky(a)wcfia.harvard.edu>
To: <gov2001-l(a)lists.fas.harvard.edu>
Sent: Tuesday, September 28, 2004 3:28 PM
Subject: Re: [gov2001-l] (no subject)
Hi Olivia,
Thanks for all your helpful e-mails. I think I am almost there. I was
curious
as to why in the Bernoulli example yesterday, bernpi was set to .2 ? Was
there
a reason that I missed or was the choice arbitrary?
Eddy
--
Edmund J. Malesky, Ph.D.
Academy Scholar
Weatherhead Center for International Affairs
Harvard University
1033 Massachusetts Ave
Cambridge, MA 02138
Tel: 617-495-5362
Cell: 617-388-6342
Fax: 617-495-8292
Quoting Olivia Lau <olau(a)fas.harvard.edu>du>:
Hi, Alex.
You won't get the ice server number until you run wget and source your
.cshrc file.
Olivia.
On Mon, 27 Sep 2004, Alex Liebman wrote:
_______________________________________________
gov2001-l mailing list
gov2001-l(a)lists.fas.harvard.edu
http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l
in fact, even when i connect directly to one of
the ice servers (like
ice1,
ice2, etc), it just bounces me directly to
"ice" with no number after
it.
_______________________________________________
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
noon
New subject: [gov2001-l] Problem Set Typo(?)
Minor thing:
Sigma is defined as the *variance* of the Normal distribution in the
bullet points that provide the set up for the variables in problem 2.
However, both in the equation above this setup and in the ones that
follow it, sigma seems to be treated as the *standard deviation* of the
distribution.
I assume we were meant to define it as the standard deviation...is this
correct?
Thanks,
Matt
1:31 p.m.
New subject: [gov2001-l] Problem Set Typo(?)
In the fourth bullet of the set up "where", it should read:
\mu and \sigma^2 are the mean and variance parameters of the normal
distribution.
Note that \sigma is the paramter (not \sigma^2), but that \sigma^2 is the
variance. Thus, we set \sigma, not \sigma^2. And the handout from section
should be \sigma^2 = e'e/(n-k) as someone noted. The correction is up.
Don't think about standard error or standard deviation at all.
----- Original Message -----
From: "Matthew Ryan Smith" <smith21(a)fas.harvard.edu>
To: <gov2001-l(a)lists.fas.harvard.edu>
Sent: Tuesday, September 28, 2004 3:59 PM
Subject: [gov2001-l] Problem Set Typo(?)
Minor thing:
Sigma is defined as the *variance* of the Normal distribution in the
bullet points that provide the set up for the variables in problem 2.
However, both in the equation above this setup and in the ones that
follow it, sigma seems to be treated as the *standard deviation* of the
distribution.
I assume we were meant to define it as the standard deviation...is this
correct?
Thanks,
Matt
_______________________________________________
gov2001-l mailing list
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http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l
7:47 p.m.
New subject: [gov2001-l] sigma, confidence interval, MPSA
Hi Olivia and all,
Note that \sigma is the paramter (not \sigma^2), but
that \sigma^2 is the
variance. Thus, we set \sigma, not \sigma^2.
I'm afraid I can't
distinuish these two.
In this case, when you set \sigma at srqt(2),
we get \sigma^2 of 2.
Don't think about standard error or standard
deviation at all.
But don't we use standard error in solving (c)?
Also, in order to know how to calculate confidence interval,
I read Rice's p. 538.
(Marc, this is where I mentioned!)
But I can't understand, in the proof of theorem B,
how he uses symmetry of X'X and XX'.
Does anybody give an idea?
BTW, for those who are interested in giving presentation at MPSA,
the prosal dead line is coming on Oct. 10.
(I think it becomes earlier than originally announced.)
For details, see
http://www.mwpsa.org/
Best,
Kentaro FUKUMOTO
Visiting Scholar
Reischauer Institute of Japanese Studies, Harvard University
http://www-cc.gakushuin.ac.jp/~e982440/index_e.htm
7:54 p.m.
New subject: [gov2001-l] sigma, confidence interval, MPSA
Note that
\sigma is the paramter (not \sigma^2), but that
\sigma^2 is the
variance. Thus, we set \sigma, not \sigma^2.
I'm afraid I can't
distinuish these two.
In this case, when you set \sigma at srqt(2),
we get \sigma^2 of 2. Don't
think about standard error or standard deviation at
all.
But don't we use standard error in solving (c)? Also, in order to know how to calculate confidence
interval,
I read Rice's p. 538.
(Marc, this is where I mentioned!)
But I can't understand, in the proof of theorem B,
how he uses symmetry of X'X and XX'.
Does anybody give an idea?
Whenever I have doubts about matrix algebra, I refer to my handy
matrix algebra calculator (R). Try this in R:
Z <- matrix(1:12, nrow = 2, ncol = 6)
t(Z) %*% Z # Note that entry (i,j) is the same as entry (j,i)
for all i and j.
Z %*% t(Z) # Also symmetric!
Yours, Olivia
29 Sep
29 Sep
3:21 a.m.
New subject: [gov2001-l] sigma, confidence interval, MPSA
Hi Gov. 2001 folks,
Olivia, thank you for quick response.
I knew that.
My question is how he takes advantage of symmetry of X'X and XX'
in deriving sigma^2(X'X)^-1 from (X'X)^-1 X'SIGMAeeX(X'X)^-1
Kentaro
No. You should estimate sigma^2 according to the
equation from
the section hand out. You cannot use the sd() function to
calculate sigma.
I didn't know sd function.
But, in order to compute 95% quantile of normal distribution,
we should get standard error, even if we don't name it such?
I read
Rice's p. 538.
But I can't understand, in the proof of theorem B,
how he uses symmetry of X'X and XX'.
Z <- matrix(1:12, nrow = 2, ncol
= 6)
t(Z) %*% Z # Note that entry (i,j) is the same as entry (j,i)
for all i and j.
Z %*% t(Z) # Also symmetric! 
3:25 a.m.
New subject: [gov2001-l] sigma, confidence interval, MPSA
its not the symmetry in that line, its the fact that in matrix
expressions, you can move scalars wherever you like, such as out front
(i.e., to the left). that leaves the middle easy to deal with.
Gary
On Wed, 29 Sep 2004, Kentaro Fukumoto wrote:
Hi Gov. 2001 folks,
Olivia, thank you for quick response.
I knew that.
My question is how he takes advantage of symmetry of X'X and XX'
in deriving sigma^2(X'X)^-1 from (X'X)^-1 X'SIGMAeeX(X'X)^-1
Kentaro
_______________________________________________
gov2001-l mailing list
gov2001-l(a)lists.fas.harvard.edu
http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l
No. You should estimate sigma^2 according to the
equation from
the section hand out. You cannot use the sd() function to
calculate sigma.
I didn't know sd function.
But, in order to compute 95% quantile of normal distribution,
we should get standard error, even if we don't name it such?
I read
Rice's p. 538.
But I can't understand, in the proof of theorem B,
how he uses symmetry of X'X and XX'.
Z <- matrix(1:12, nrow = 2, ncol
= 6)
t(Z) %*% Z # Note that entry (i,j) is the same as entry (j,i)
for all i and j.
Z %*% t(Z) # Also symmetric!
3:36 a.m.
New subject: [gov2001-l] sigma, confidence interval, MPSA
Good morning, Gary,
its not the symmetry in that line, its the fact that
in matrix
expressions, you can move scalars wherever you like, such as out front
(i.e., to the left). that leaves the middle easy to deal with.
Gary
Thank you!
Now I see symmetry just assures existence of inverse (X').
My question was dump one!
Kentaro
28 Sep
28 Sep
7:55 p.m.
New subject: [gov2001-l] sigma, confidence interval, MPSA
Note that
\sigma is the paramter (not \sigma^2), but that
\sigma^2 is the
variance. Thus, we set \sigma, not \sigma^2.
I'm afraid I can't
distinuish these two.
In this case, when you set \sigma at srqt(2),
we get \sigma^2 of 2. Don't
think about standard error or standard deviation at
all.
But don't we use standard error in solving (c)? Also, in order to know how to calculate confidence
interval,
I read Rice's p. 538.
(Marc, this is where I mentioned!)
But I can't understand, in the proof of theorem B,
how he uses symmetry of X'X and XX'.
Does anybody give an idea?
Whenever I have doubts about matrix algebra, I refer to my handy
matrix algebra calculator (R). Try this in R:
Z <- matrix(1:12, nrow = 2, ncol = 6)
t(Z) %*% Z # Note that entry (i,j) is the same as entry (j,i)
for all i and j.
Z %*% t(Z) # Also symmetric!
Yours, Olivia
7154
days inactive
7156
days old
gov2001@lists.gking.harvard.edu
11 comments
6 participants
participants (6)
-
emalesky＠wcfia.harvard.edu -
fukumoto＠dg8.so-net.ne.jp -
king＠harvard.edu -
liebman＠fas.harvard.edu -
olau＠fas.harvard.edu -
smith21＠fas.harvard.edu