Tom- I have betas <- solve(t(X) %*% X) %*% t(X) %*% y and it seems to work fine. My suggestion would be to change your parentheses around (t(x)%*%y). Your order of operations might be a little screwed up. On Wed, Feb 11, 2009 at 10:42 AM, Thomas Sander <tom_sander at harvard.edu> wrote: of me even _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

Hi Everyone, Thanks for the helpful comments. I'm still having difficulty getting my OLS function to work. I seem to be getting the same error as Tom, in which my definition of the beta vector produces a "> Lapack routine dgesv: system is exactly singular" error message. This message relates to my use of the "solve(t(matx)%*%matx)" part of the code. Do you think the problem is not the syntax here but instead the way I define matx with a first column of 1's? I've pasted the code below and would be grateful for any advice you can offer! Best wishes, Lauren ###Section 2.1##### OLS <-function(matx,vectY) { matx<- cbind(matrix(1,nrow(matx),1),matx) #make a column of 1s having x entries and bind to first row of x matrix beta <- solve(t(matx) %*% matx) %*% t(matx) %*% vectY #calculate beta = (XT*X)^-1*XT*y u <- vectY-(matx%*%beta) # calculate error using residuals of vectorY minus (x time matrixbeta) sigmasq<-(t(u)%*%u)/(nrow(vectY)-(ncol(matx))) #create sigma squared = u' times u return(beta,sigmasq,u) } ##################### On Wed, Feb 11, 2009 at 10:57 AM, Z. A. Townsend <ztownsend at gmail.com>wrote: _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

Hi All, I **think** my code is doing the right thing, but I can't control my output. I've tried all kinds of things to get R to spit out betas, standard errors, etc, as it goes through my OLS function. The only thing I've been able to do is get it to output *one* of the created variables, such as beta, per function, with this: #defining OLS function?. ? + out<-b + return(out) + } #run OLS function: int x1 x2 x3 4.0426412 5.9869415 -2.9962049 0.2485113 And if I change the variable out to be defined as "b.standarderror", I'll get the standard error but nothing else. It doesn't work to create multiple outs. This is a bigger problem when I'm running my for-loop 100 times, and no output is being generated at all. Thanks for your help, Natasha ------------------------------ *From:* gov2001-l-bounces at lists.fas.harvard.edu [mailto: gov2001-l-bounces at lists.fas.harvard.edu] *On Behalf Of *Lauren Peritz *Sent:* Wednesday, February 11, 2009 7:01 PM *To:* gov2001-l at lists.fas.harvard.edu *Subject:* Re: [gov2001-l] basic question on Beta-hat formula Hi Everyone, Thanks for the helpful comments. I'm still having difficulty getting my OLS function to work. I seem to be getting the same error as Tom, in which my definition of the beta vector produces a "> Lapack routine dgesv: system is exactly singular" error message. This message relates to my use of the "solve(t(matx)%*%matx)" part of the code. Do you think the problem is not the syntax here but instead the way I define matx with a first column of 1's? I've pasted the code below and would be grateful for any advice you can offer! Best wishes, Lauren ###Section 2.1##### OLS <-function(matx,vectY) { matx<- cbind(matrix(1,nrow(matx),1),matx) #make a column of 1s having x entries and bind to first row of x matrix beta <- solve(t(matx) %*% matx) %*% t(matx) %*% vectY #calculate beta = (XT*X)^-1*XT*y u <- vectY-(matx%*%beta) # calculate error using residuals of vectorY minus (x time matrixbeta) sigmasq<-(t(u)%*%u)/(nrow(vectY)-(ncol(matx))) #create sigma squared = u' times u return(beta,sigmasq,u) } ##################### On Wed, Feb 11, 2009 at 10:57 AM, Z. A. Townsend <ztownsend at gmail.com> wrote: Tom- I have betas <- solve(t(X) %*% X) %*% t(X) %*% y and it seems to work fine. My suggestion would be to change your parentheses around (t(x)%*%y). Your order of operations might be a little screwed up. On Wed, Feb 11, 2009 at 10:42 AM, Thomas Sander <tom_sander at harvard.edu> wrote: > I didn't take the statistics class last semester, but various folks have > suggested that Gov2001 is the right course for me on inference. > In trying to compute the coefficients, I've been first appending a column of me > either that > Error in solve.default...: system is computationally singular: reciprocal > condition number = 2.09476e-18 > or > Lapack routine dgesv: system is exactly singular > I've been trying to set the coefficients to > coeff<-solve(t(x)%*%x)%*%(t(x)%*%y) > There must be something obviously wrong with the formula since it can't even > solve a really simple regression problem I give it, to say nothing of the > PS1_Data file. > Any ideas of what's wrong with this formula? > Many thanks. > Tom > 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

Hi Again, Thanks Miya: returning a list is working for my OLS function. However, when I am looking my OLS function to be run on 100 random draws, I'm still seeing no output. Also, one thing I am wondering about is since I run my OLS function off the data set itself (and not on a set of pre-defined variables y,x1,x2, and x3), these x's and y are created for the purposes of the function but aren't stored on the console so I can pull them up again, for example when I use ls() . Is this a problem that could be related to why I'm not seeing output when OLS is looping 100 times? Two sections of code below: OLS runs on one variable and extracts the four itself: OLS<-function(data){ #extract independent and dependent variables x<-as.matrix(cbind(int=1,data["x1"],data["x2"],data["x3"])) y<-as.matrix(data["y"]) And my for loop which I don't think is doing anything: for(i in 1:100){ #create an index of 50 numbers from 1 to 1000 named "ind" #make a new subset of data which pulls the rows named in ind ind<-sample(1:1000,50,replace=T) mysamp<-data[ind,] #run OLS on the new sample of 50 OLS(mysamp) } Thanks, Natasha ------------------------------ *From:* gov2001-l-bounces at lists.fas.harvard.edu [mailto: gov2001-l-bounces at lists.fas.harvard.edu] *On Behalf Of *Miya Woolfalk *Sent:* Wednesday, February 11, 2009 7:26 PM *To:* gov2001-l at lists.fas.harvard.edu *Subject:* Re: [gov2001-l] basic question output you can use the following syntax to return multiple items: return( list(object1,object2,etc) ) On Wed, Feb 11, 2009 at 7:21 PM, Natasha Khouri <natasha.khouri at gmail.com> wrote: Hi All, I **think** my code is doing the right thing, but I can't control my output. I've tried all kinds of things to get R to spit out betas, standard errors, etc, as it goes through my OLS function. The only thing I've been able to do is get it to output *one* of the created variables, such as beta, per function, with this: #defining OLS function?. ? + out<-b + return(out) + } #run OLS function: int x1 x2 x3 4.0426412 5.9869415 -2.9962049 0.2485113 And if I change the variable out to be defined as "b.standarderror", I'll get the standard error but nothing else. It doesn't work to create multiple outs. This is a bigger problem when I'm running my for-loop 100 times, and no output is being generated at all. Thanks for your help, Natasha ------------------------------ *From:* gov2001-l-bounces at lists.fas.harvard.edu [mailto: gov2001-l-bounces at lists.fas.harvard.edu] *On Behalf Of *Lauren Peritz *Sent:* Wednesday, February 11, 2009 7:01 PM *To:* gov2001-l at lists.fas.harvard.edu *Subject:* Re: [gov2001-l] basic question on Beta-hat formula Hi Everyone, Thanks for the helpful comments. I'm still having difficulty getting my OLS function to work. I seem to be getting the same error as Tom, in which my definition of the beta vector produces a "> Lapack routine dgesv: system is exactly singular" error message. This message relates to my use of the "solve(t(matx)%*%matx)" part of the code. Do you think the problem is not the syntax here but instead the way I define matx with a first column of 1's? I've pasted the code below and would be grateful for any advice you can offer! Best wishes, Lauren ###Section 2.1##### OLS <-function(matx,vectY) { matx<- cbind(matrix(1,nrow(matx),1),matx) #make a column of 1s having x entries and bind to first row of x matrix beta <- solve(t(matx) %*% matx) %*% t(matx) %*% vectY #calculate beta = (XT*X)^-1*XT*y u <- vectY-(matx%*%beta) # calculate error using residuals of vectorY minus (x time matrixbeta) sigmasq<-(t(u)%*%u)/(nrow(vectY)-(ncol(matx))) #create sigma squared = u' times u return(beta,sigmasq,u) } ##################### On Wed, Feb 11, 2009 at 10:57 AM, Z. A. Townsend <ztownsend at gmail.com> wrote: Tom- I have betas <- solve(t(X) %*% X) %*% t(X) %*% y and it seems to work fine. My suggestion would be to change your parentheses around (t(x)%*%y). Your order of operations might be a little screwed up. On Wed, Feb 11, 2009 at 10:42 AM, Thomas Sander <tom_sander at harvard.edu> wrote: > I didn't take the statistics class last semester, but various folks have > suggested that Gov2001 is the right course for me on inference. > In trying to compute the coefficients, I've been first appending a column of me > either that > Error in solve.default...: system is computationally singular: reciprocal > condition number = 2.09476e-18 > or > Lapack routine dgesv: system is exactly singular > I've been trying to set the coefficients to > coeff<-solve(t(x)%*%x)%*%(t(x)%*%y) > There must be something obviously wrong with the formula since it can't even > solve a really simple regression problem I give it, to say nothing of the > PS1_Data file. > Any ideas of what's wrong with this formula? > Many thanks. > Tom > 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 -- Miya Woolfalk Ph.D. Student Harvard University Government and Social Policy _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

Hi Natasha, I'm getting the same beta coefficients as you and think that part is running correctly. Do you think you have to run the OLS function again/separately to return the standard errors?

On Wed, Feb 11, 2009 at 7:21 PM, Natasha Khouri <natasha.khouri at gmail.com>wrote: _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l