thanks for your note. yes, relogit in Zelig will do everything you're
interested in and so you don't need to calculate C or the var-cov matrix
yourself; all the corrections are made for you.
the key is to recognize that there are 2 separate forms of bias
correction, one for case-control studies, for which you'd use the
case.correct option, and the other for rare events bias (which is
appropriate whether or not you use case control designs), for which you'd
use the bias.correct option.
Best of luck with your research,
Gary
---
Gary King,
Institute for Quantitative Social Science
Harvard University, 1737 Cambridge St, Cambridge, MA 02138
http://GKing.Harvard.Edu, King(a)Harvard.Edu
Direct 617-495-2027, Assistant 495-9271, eFax 812-8581
On Tue, 10 Jan 2006, Dave Armstrong wrote:
> Dear Prof King,
>
> I read your paper "Logistic Regression in Rare Events Data" and have just a
> couple of quick questions about it. For consistency of notation, I've put
> them in the attached PDF. If you would have some time to look at them or
> point them and me in the right direction, it would be very much appreciated.
>
>
> Thanks for your help,
>
> Dave.
>
> --
> Dave Armstrong
> University of Maryland
> Dept of Government and Politics
> 3140 Tydings Hall
> College Park, MD 20742
> Office: 2103L Cole Field House
> Phone: 301-405-9735
> e-mail: darmstrong(a)gvpt.umd.edu
> web: www.davearmstrong-ps.com
>
> Facts are meaningless. You can use facts to prove anything that's even
> remotely true. - Homer Simpson
>
> To this day, philosophers suffer from Plato's disease: the assumption that
> reality fundamentally consists of
> abstract essences best described by words or geometry. (In truth, reality is
> largely a probabilistic affair best
> described by statistics) - Steve Sailer "The Unexpected Uselessness of
> Philosophy"
>
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Hi Chris,
You should be able to install make either from Apple's developer tools
or from Fink (using FinkCommander if you like a graphical interface).
Good luck,
Kosuke
-----------------------------------------------------
Kosuke Imai Office: Corwin Hall 041
Assistant Professor Phone: 609-258-6601
Department of Politics eFax: 973-556-1929
Princeton University Email: kimai(a)Princeton.Edu
Princeton, NJ 08544-1012 http://imai.princeton.edu
-----------------------------------------------------
On Mon, 7 Nov 2005, Olivia Lau wrote:
> ---------- Forwarded message ----------
> Date: Mon, 7 Nov 2005 11:44:45 -0600
> From: Chris Haid <haid(a)uchicago.edu>
> To: Olivia Lau <olau(a)fas.harvard.edu>
> Subject: Re: VGAM install problems
>
> I believe I have downloaded the g77 compiler correctly (it is installed
> in usr/local, I believe). Still no luck on compiling VGAM from
> scratch. I get an error on a 'make' command, which leads me to believe
> that the I need the apple developer tools. Any idea if these can be
> downloaded and installed, and for that matter which set of tools I
> would need?
>
> On the VGAM install error, here is what I get back from the system
> after running R CMD INSTALL VGAM_0.6-5.tar.gz from a unix command line:
>
> wireless-198-24:~/Desktop chrishaid$ R CMD INSTALL VGAM_0.6-5.tar.gz
> * Installing *source* package 'VGAM' ...
> ** libs
> /Library/Frameworks/R.framework/Resources/bin/SHLIB: line 1: make:
> command not found
> ERROR: compilation failed for package 'VGAM'
> ** Removing
> '/Library/Frameworks/R.framework/Versions/2.2/Resources/library/VGAM'
>
>
> Thoughts?
>
> c
>
> On Nov 7, 2005, at 10:26 AM, Olivia Lau wrote:
>
> > Dear Chris,
> >
> > I've asked Thomas to create the appropriate directories on his website
> > so that the script will work in the future -- thanks for bringing this
> > to our (collective) attention.
> >
> > In the meanwhile, you can compile VGAM from scratch (as you attempted
> > below). You need to have the g77 compiler installed, however, for
> > this to work. See
> > http://gking.harvard.edu/zelig/docs/Why_can_t_I.html (the second
> > bullet) for how to do this. You might also need to have the Apple
> > developer tools installed -- I'm not sure for 10.3.9, but some
> > versions give you the option of not installing the tools when you
> > first startup.
> >
> > Hope this helps. Best,
> >
> > Olivia
> >
> > ----- Original Message ----- From: "Chris Haid" <haid(a)uchicago.edu>
> > To: "Thomas Yee" <t.yee(a)auckland.ac.nz>
> > Cc: <olau(a)fas.harvard.edu>
> > Sent: Monday, November 07, 2005 8:30 AM
> > Subject: Re: VGAM install problems
> >
> >
> >> Thanks for the quick reply, Thomas. I am cc'ing olivia on this eamil
> >>
> >> No luck. I am still getting the 404 Not Found error when I run either:
> >> o the zelig install
> >> (source("http://gking.harvard.edu/zelig/install.R")) or
> >> o the VGAM install (install.packages("VGAM",
> >> repos="http://www.stat.auckland.ac.nz/~yee").
> >>
> >>
> >> Olivia, do you have any ideas (see emails below).
> >>
> >> All the best,
> >>
> >> Chris Haid
> >>
> >> On Nov 6, 2005, at 10:20 PM, Thomas Yee wrote:
> >>
> >>> Chris Haid wrote:
> >>>
> >>>>
> >>>> Prof. Yee--
> >>>>
> >>>> Installing VGAM (to use with Gary King's Zelig) has been giving me
> >>>> fits.
> >>>>
> >>>> Original install from Zelig install failed.
> >>>>
> >>>> Trying to install VGAM form within R with (install.packages("VGAM",
> >>>> repos="http://www.stat.auckland.ac.nz/~yee"), fails with these
> >>>> errrors:
> >>>> Warning message:
> >>>> cannot open: HTTP status was '404 Not Found'
> >>>> Warning: unable to access index for repository
> >>>> http://www.stat.auckland.ac.nz/~yee/bin/macosx/2.1
> >>>> Warning message:
> >>>> no package 'VGAM' at the repositories in: download.packages(pkgs,
> >>>> destdir = tmpd, available = available,
> >>>>
> >>>>
> >>>> Downloading VGAM and running R CMD INSTALL VGAM yields:
> >>>> * Installing *source* package 'VGAM' ...
> >>>> ** libs
> >>>> /Library/Frameworks/R.framework/Resources/bin/SHLIB: line 1: make:
> >>>> command not found
> >>>> ERROR: compilation failed for package 'VGAM'
> >>>> ** Removing
> >>>> '/Library/Frameworks/R.framework/Versions/2.1.1/Resources/library/
> >>>> VGAM'
> >>>> ** Restoring previous
> >>>> '/Library/Frameworks/R.framework/Versions/2.1.1/Resources/library/
> >>>> VGAM'
> >>>>
> >>>>
> >>>> I am running Mac OS X 10.3.9 on an iBook G4
> >>>>
> >>>> Any thoughts?
> >>>>
> >>>> All the best,
> >>>>
> >>>> Chris Haid
> >>>> --Apple-Mail-18-536593605
> >>>> Content-Transfer-Encoding: 7bit
> >>>> Content-Type: text/enriched;
> >>>> charset=US-ASCII
> >>>>
> >>>> Prof. Yee--
> >>>>
> >>>>
> >>>> Installing VGAM (to use with Gary King's Zelig) has been giving me
> >>>> fits.
> >>>>
> >>>>
> >>>> Original install from Zelig install failed.
> >>>>
> >>>>
> >>>> Trying to install VGAM form within R with
> >>>> (<fontfamily><param>Courier</param><x-tad-
> >>>> bigger>install.packages("VGAM",
> >>>> repos="http://www.stat.auckland.ac.nz/~yee"), fails with these
> >>>> errrors:
> >>>>
> >>>> Warning message:
> >>>>
> >>>> cannot open: HTTP status was '404 Not Found'
> >>>>
> >>>> Warning: unable to access index for repository
> >>>> http://www.stat.auckland.ac.nz/~yee/bin/macosx/2.1
> >>>>
> >>>> Warning message:
> >>>>
> >>>> no package 'VGAM' at the repositories in: download.packages(pkgs,
> >>>> destdir = tmpd, available = available, </x-tad-bigger></fontfamily>
> >>>>
> >>>>
> >>>>
> >>>> Downloading VGAM and running R CMD INSTALL VGAM yields:
> >>>>
> >>>> * Installing *source* package 'VGAM' ...
> >>>>
> >>>> ** libs
> >>>>
> >>>> /Library/Frameworks/R.framework/Resources/bin/SHLIB: line 1: make:
> >>>> command not found
> >>>>
> >>>> ERROR: compilation failed for package 'VGAM'
> >>>>
> >>>> ** Removing
> >>>> '/Library/Frameworks/R.framework/Versions/2.1.1/Resources/library/
> >>>> VGAM'
> >>>>
> >>>> ** Restoring previous
> >>>> '/Library/Frameworks/R.framework/Versions/2.1.1/Resources/library/
> >>>> VGAM'
> >>>>
> >>>>
> >>>>
> >>>> I am running Mac OS X 10.3.9 on an iBook G4
> >>>>
> >>>>
> >>>> Any thoughts?
> >>>>
> >>>>
> >>>> All the best,
> >>>>
> >>>>
> >>>> Chris Haid
> >>>>
> >>> Dear Chris,
> >>>
> >>> sorry I'm not sure about the cause of your problem.
> >>> Maybe the Auckland server was down when you tried it.
> >>>
> >>> I think it may be because zelig wants version 0.6-4, which is a bit
> >>> old
> >>> (0.6-5 is the latest) and I changed the permissions of the old
> >>> version.
> >>> Anyhow, I've rechanged the permissions, so if that is the problem,
> >>> it should now work. Please try again!
> >>> If that doesn't work, then you might want to contact the zelig
> >>> group, e.g., Olivia Lau at olau(a)fas.harvard.edu, because it might
> >>> be a zelig problem.
> >>>
> >>> cheers
> >>>
> >>> Thomas
> >>>
> >>>
> >
>
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Hello,
In the process of running rare event logits, I am having trouble
specifying the "order.by" parameter for the computation of robust
standard errors. When running the command:
/zelig(event ~ variablea + variableb + variablec, model="relogit",
data=sample, tau = 0.0009271, case.control = "weighting", //robust =
list(method = "vcovHAC", order.by = ~companyid)//)/
I receive the following error:
/Error in zelig3relogit(res = list(coefficients = c(3.98562294911716,
0.131560761736764, :
Object "rob" not found
/
However, when running the above command with "robust = TRUE", I
receive the results as expected. Has anyone encountered a similar issue?
Am I using the wrong syntax for the robust parameter and order.by?
Thank you in advance for any assistance,
Ben
--
Benjamin L. Hallen
Doctoral Candidate
Stanford Technology Ventures Program (http://stvp.stanford.edu)
Email: hallen(a)stanford.edu
Office: 650-725-1631
Cell: 434-825-4978
Hello
I can not seem to get a hold of the define.par,
define.data ... functions. Can somebody pls help?
Regards
Per Jensen
R : Copyright 2005, The R Foundation for Statistical
Computing
Version 2.1.1 (2005-06-20), ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO
WARRANTY.
You are welcome to redistribute it under certain
conditions.
Type 'license()' or 'licence()' for distribution
details.
Natural language support but running in an English
locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in
publications.
Type 'demo()' for some demos, 'help()' for on-line
help, or
'help.start()' for a HTML browser interface to help.
Type 'q()' to quit R.
> library(Zelig)
Loading required package: MASS
Loading required package: boot
##
## Zelig (Version 2.4-5, built: 2005-10-18)
## Please refer to http://gking.harvard.edu/zelig for
full documentation
## or help.zelig() for help with commands and models
supported by Zelig.
##
> getAnywhere("define.data")
no object named define.data was found
> getAnywhere("define.par")
no object named define.par was found
> ?define.data
No documentation for 'define.data' in specified
packages and libraries:
you could try 'help.search("define.data")'
> define.data
Error: Object "define.data" not found
>
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