Frustrated a little by the difficulty of running -clarify- with multiple
variables and many multiples of setx, particularly involving Stata's xi
prefix, I have written a wrapper for the clarify series that automates this
process.
The program and help files are available from Stata (thanks to Kit Baum) by
typing -ssc install qsim-
Title: QSIM
qsim provides a wrapper for the clarify series of program that automates
simulation , particularly with dummy variables produced by Stata's xi prefix.
Without qsim each of the 3 clarify programs has to be run separately for
each level of the xi: categorical variable. qsim can be placed into one or
more foreach loops and a large series of
simulations can be run at one time.
The output can be pasted into a text editor. Marking E( or Pr( identifies
the line with the simulation data output. This line then can be cut to
Excel (or similar programs) to make an output table. The whole process
takes less than a minute.
Fred Wolfe
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Fred Wolfe Tel
(316) 263-2125
National Data Bank for Rheumatic Diseases Fax (316) 263-0761
Wichita,
Kansas fwolfe(a)arthritis-research.org
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Hi Vincent,
Thanks for using Clarify. Let me answer your questions in the order in which
you ask them.
1. Unfortunately SETX does not permit you to specify different values for
different equations in a multi-equation model. We are aware of this
drawback, and will try to address it in our next update.
2. There are two possible outcomes when you type SETX without anything else
on the line. If you have not typed SETX before, you will receive a message
saying, "No values have been set for the explanatory variables." This does
not mean that the values have been set to zero, but that you have not yet
set any values for the explanatory variables. If you type SETX without
anything else *after* having set the values, then you will see the values
that you have set the X's to on the screen. To set a variable called X1 to
0, type "setx x1 0"
3. To set all variables to their means, type "setx mean". To set only
variable X1 to its mean, type "setx x1 mean"
4. I am not sure what you are after in question 4. Perhaps you should
elaborate a little. Clarify does not include any graphics capability. The
replication information for our paper, including any graphics code, can be
downloaded from http://gking.harvard.edu.
Good luck with your research!
Jason Wittenberg
-----Original Message-----
From: vincent
To: clarify(a)latte.harvard.edu
Cc: yc258(a)columbia.edu
Sent: 8/31/02 11:14 PM
Subject: [clarify] syntax of using SURE in clarify
Dear Prof King, Prof Tomz and Prof Wittenberg:
> thank you for posting the software on the web. it is very useful!
>
> i am using your "clarify" for seemingly
> unrelated regression. can you kindly let me know the following problem
on
> syntax?
>
> since i have some explantory variables are common in those equations,
i
> have the following questions of analysis specifications:
>
> 1. how can i specify different value of those same variables
> simultanously appear in different equations when using "setx" ?
>
> 2. is it meant that i am making all the explantory variables set to
> zero when i typed "setx" only.
>
> 3. is it meant that all other variables are set to their "mean" while
i
> just specified only one variable?
>
> 4. how can i perform the first differencing and the graph of the
seeming
> uncorrelated regression.
yours
yiu por
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i've been running some first differences in clarify
that are based on multinomial logit models where the
dependent variable has a base category 0 and
comparison categories -1 and 1. i've noticed that
the first difference for the highest category (in this
case, 1) always has a *tiny* standard error,
regardless of the error in the corresponding
coefficient. i can reverse the order of the variable
(1 becomes -1 and vice versa) and the highest category
still gets the smallest s.e. i can obviously code my
dep var to give the highest value to the comparison
category so the results i report are more in line with
the coefficients, but the phenomenon has concerned me.
does anyone know why this happens? does it have to
do with the fact that the results of any given
category are always perfectly predicted by the results
of the other two? or is it something about my data?
confused,
eric mcghee
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Dear Prof King, Prof Tomz and Prof Wittenberg:
> thank you for posting the software on the web. it is very useful!
>
> i am using your "clarify" for seemingly
> unrelated regression. can you kindly let me know the following problem on
> syntax?
>
> since i have some explantory variables are common in those equations, i
> have the following questions of analysis specifications:
>
> 1. how can i specify different value of those same variables
> simultanously appear in different equations when using "setx" ?
>
> 2. is it meant that i am making all the explantory variables set to
> zero when i typed "setx" only.
>
> 3. is it meant that all other variables are set to their "mean" while i
> just specified only one variable?
>
> 4. how can i perform the first differencing and the graph of the seeming
> uncorrelated regression.
yours
yiu por
