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3 attempts at corrected SE

AR1 Correlation

csuperti＠fas.harvard.edu

27 Feb 2010 27 Feb '10

10 a.m.

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osgood2＠fas.harvard.edu

27 Feb 27 Feb

10:13 a.m.

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Hi everyone, I am trying to use the optim function in ps4 and I am always getting the following error: Error in optim(par = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, : (list) object cannot be coerced to type 'double' Could anyway tell me what I am doing wrong??? Thanks Chiara _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

csuperti＠fas.harvard.edu

11:06 a.m.

New subject: panel data in R

...

Hi Chiara, Its hard to tell without the complete code, but frequently this error message involves attempts to convert a dataframe (which is of mode 'list' and class 'dataframe') into a matrix incorrectly. Perhaps in your function code do you have a line like as.numeric(data) when it should be as.matrix(data)? Iain On Sat, Feb 27, 2010 at 10:00 AM, Chiara Superti <csuperti at fas.harvard.edu> wrote: Hi everyone, I am trying to use the optim function in ps4 and I am always getting the following error: Error in optim(par = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, : (list) object cannot be coerced to type 'double' Could anyway tell me what I am doing wrong??? Thanks Chiara _______________________________________________ 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

msen＠fas.harvard.edu

11:27 a.m.

New subject: panel data in R

Hi Chiara, Part of the problem set-up is that observations are independent across years, so you can treat each "state-year" as a separate observation. (For reasons we discussed in lecture, that might not be a very wise assumption...) To that extent, there's nothing you need to do except include year as one of your covariates. hope that helps, Maya On Sat, Feb 27, 2010 at 11:06 AM, Chiara Superti <csuperti at fas.harvard.edu> wrote:

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Thanks, Iain. I played around with my function and found the problem. Another quick question: Are we inserting also the time as a covariate in our systematic component?I don't know exactly how to deal with panel data in R...should we tell R that is a panel data so that it knows how to interpret the repeated values of the years?I know that in STATA there is a line of commands you input to do it.... Thank you! Chiara On Feb 27, 2010, at 10:13 AM, Iain Osgood wrote: Hi Chiara, Its hard to tell without the complete code, but frequently this error message involves attempts to convert a dataframe (which is of mode 'list' and class 'dataframe') into a matrix incorrectly. ?Perhaps in your function code do you have a line like as.numeric(data) when it should be as.matrix(data)? Iain On Sat, Feb 27, 2010 at 10:00 AM, Chiara Superti <csuperti at fas.harvard.edu> wrote:

Hi everyone, I am trying to use the optim function in ps4 and I am always getting the following error: Error in optim(par = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, ?: ?(list) object cannot be coerced to type 'double' Could anyway tell me what I am doing wrong??? Thanks Chiara _______________________________________________ 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

pgavinlertvatana＠hbs.edu

23 Mar 23 Mar

2:12 a.m.

New subject: Memory & run-time

Hi, I have questions about memory & runtime: 1. For the replication study, do we have to worry about the computing resources of the reviewer? I'm asking because some of my dataset won't load on my laptop, and I'm using a computing server (20G memory allocated to R) to do the computation. One of my datasets is c. 700MB. 2. Is there a more efficient way of running a regression with fixed effects? I'm trying to replicate a Stata code that uses "areg" and "absorb(x)", which looks like it runs the regression with x as factors, a.k.a., fixed effects, dummy variables. Stata runs this REALLY quickly (minutes), while my code in R runs really slowly (many more minutes). My code looks something like: x1.factor<-factor(x1) lm(y~x1.factor+x2+x3+...) The paper only cares about coefficient estimates for x2, and doesn't care about coefficients for x1.factor. x1 has about 120 categories. I was wondering if anyone knew of a more efficient way to run this since (1) x1 has lots of categories, and (2) I don't care (yet) about the coefficients for x1.factor. Thanks! Best regards, Joseph Joseph Poj Gavinlertvatana Doctoral student, Marketing Harvard Business School 203 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

msen＠fas.harvard.edu

2:04 p.m.

New subject: Memory & run-time

Hi Joseph, To the extent possible, you should try to write your code to minimize the strain you put on R's memory. Here are some general suggestions: With large datasets specifically, there are a few things you can do: (1. Increase the memory allotted to R: http://gking.harvard.edu/zelig/docs/How_do_I2.html -- it looks like you've already done this) 2. Selectively upload only the columns/variables you need (using read.table or scan) 3. Try your luck with one of the packages that people have written for large data sets -- I haven't had much luck, but you're welcome to try -- filehash, biglm are some of the packages that I've heard about. See http://yusung.blogspot.com/2007/09/dealing-with-large-data-set-in-r.html http://n4.nabble.com/Large-data-sets-with-R-binding-to-hadoop-available-td8… But, your point is well taken -- we'll try our best to pair up people who have large data to work with. That might provide some fruitful exchanges of ideas, as well as pair up people already reasonably well equipped to handle lots of data. Maya On Tue, Mar 23, 2010 at 2:12 AM, Gavinlertvatana, Poj <pgavinlertvatana at hbs.edu> wrote:

...

Hi, I have questions about memory & runtime: 1.?????? For the replication study, do we have to worry about the computing resources of the reviewer?? I?m asking because some of my dataset won?t load on my laptop, and I?m using a computing server (20G memory allocated to R) to do the computation.? One of my datasets is c. 700MB. 2.?????? Is there a more efficient way of running a regression with fixed effects? I?m trying to replicate a Stata code that uses ?areg? and ?absorb(x)?, which looks like it runs the regression with x as factors, a.k.a., fixed effects, dummy variables.? Stata runs this REALLY quickly (minutes), while my code in R runs really slowly (many more minutes). My code looks something like: x1.factor<-factor(x1) lm(y~x1.factor+x2+x3+?) The paper only cares about coefficient estimates for x2, and doesn?t care about coefficients for x1.factor.? x1 has about 120 categories.? I was wondering if anyone knew of a more efficient way to run this since (1) x1 has lots of categories, and (2) I don?t care (yet) about the coefficients for x1.factor. Thanks! Best regards, Joseph Joseph Poj Gavinlertvatana Doctoral student, Marketing Harvard Business School 203 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 _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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csuperti＠fas.harvard.edu
msen＠fas.harvard.edu
osgood2＠fas.harvard.edu
pgavinlertvatana＠hbs.edu