Dear George,
yes, if you want exactly the same parameter draws every time you invoke
estsimp, choose a seed for the random number generator and then reset the
generator to that seed before every run of estsimp. The same applies to
simqi, by the way. Some quantities of interest can be calculated directly
from the simulated parameters (e.g. when the expected value is
parametrically defined), but others will require draws of the dependent
variable. If you want a quantity of interest that is not parametrically
defined, and if it is important to get exactly the same output from simqi
every time, you can set a seed before each call to simqi.
Hope this helps.
Mike
Michael Tomz, Assistant Professor Phone: 650-725-4031
Department of Political Science Fax: 650-745-2765
Encina Hall, Stanford University tomz(a)stanford.edu
Stanford, CA 94305-6044
On Mon, 5 Aug 2002, Gary King wrote:
Below...
On Mon, 5 Aug 2002, George Krause wrote:
Gary:
(1) Can one use the standard set seed command performed when
doing bootstrapping and MC simulations in STATA before using
estsimp command of CLARIFY so that one can reproduce the
same estimates in subsequent runs of a simulation on the same model?
I think so, but I haven't tried it. You can tho. Do set seed, run
clarify and look at the first (say) 10 simulations of some quantity. Then
do set seed again and run it again. If all the simulations are the same,
then it works (with very high probability). If they differ, then there's
probably something else you can do (which perhaps someone else on this
list I'm CCing can suggest).
(2) Can one account for Robert Friedrichlike (AJPS1982)
conditional marginal effects in CLARIFY? If so, how can this be done
using CLARIFY within STATA? From examining the CLARIFY documentation on
the web, it seems that to me that interaction terms can only be analyzed
in isolation from the linear term that conditions the formers impact
on the dependent variable (e.g., the FAQ on interaction terms leads me
to think this way plus the CLARIFY documentation that I examined -
though maybe I am overlooking something). In other words, if we have the
following model:
Turnout = alpha + Beta_1*Education + Beta_2*Race
+ Beta_3*(Education *Race) + e
can we perform CLARIFY analysis on Beta_1 + Beta_3 (or Beta_2 + Beta_3)
i.e., the conditional (marginal) effect of Beta_3 on Y and its
corresponding conditional standard errors? Or is it that one can only
analyze Beta_3 separately from Beta_1 using CLARIFY? If the latter is
true, then this suggests that analyzing Beta_3 via CLARIFY only provides
information on the deviation from the baseline effect Beta_1 (i.e.,
partial effect) and not the conditional (full) effect of Beta_1 +
Beta_3.
With Clarify, you can decide on the quantity of interest (beta_1 or
beta_1+beta3 or sqrt(beta_1+log(beta_3)) or anything else. then the
procedure is to use clarify to make that calculation for the simulations
so that you wind up with simulations of your quantity of interest. at
that point, you can summarize your M simulations any way you like, such as
with se's or confidence intervals.
Best of luck,
Gary
: Gary King, King(a)Harvard.Edu
http://GKing.Harvard.Edu :
: Center for Basic Research Direct (617) 495-2027 :
: in the Social Sciences Assistant (617) 495-9271 :
: 34 Kirkland Street, Rm. 2 HU-MIT DC (617) 495-4734 :
: Harvard U, Cambridge, MA 02138 eFax (928) 832-7022 :
Any thoughts/advice on these matters is greatly appreciated. Thank
you for your time and consideration of my queries.
Best Regards,
George Krause
George A. Krause
Associate Professor of Political Science
Department of Government and International Studies
337 Gambrell Hall
University of South Carolina
Columbia, South Carolina 29208
(803) 777-4545/3109 (office/department phone)
(803) 777-8255 (fax)
George.Krause(a)sc.edu (e-mail)
http://www.cla.sc.edu/GINT/facbio/krause.html (web bio)
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