Zelig August 2013

zelig@lists.gking.harvard.edu

13 participants
12 discussions

by Ceylan, Hasan

I have a data frame like this: head(y) Date Pc Tps 1 2013-07-26 12:00:00 10.11 39452 2 2013-07-26 13:00:00 9.70 39249 3 2013-07-26 14:00:00 10.10 44364 4 2013-07-26 15:00:00 9.44 41275 5 2013-07-26 16:00:00 9.30 38676 6 2013-07-26 17:00:00 8.99 37647 I have done this: z.out<-zelig(Pc~Tps, model="ls", data=y) x.set <- setx(z.out, Tps=64668) s.out <- sim(z.out, x = x.set) when I do, summary(s.out), I get this: > summary(s.out) Model: ls Number of simulations: 1000 Values of X (Intercept) Tps 1 1 64668 attr(,"assign") [1] 0 1 Expected Values: E(Y|X) mean sd 50% 2.5% 97.5% 1 10.297 0.334 10.298 9.634 10.914 Predicted Values: Y|X mean sd 50% 2.5% 97.5% 1 10.297 0.334 10.298 9.634 10.914 My questions: 1. How would I increase the number of simulations from 1000 to 100,000? 2. What does expected and predicted values represend? For example, what toes 97.5% 10.914 mean? Is that 97.5% confident that the value will be 10.914? 3. How would I print out the raw values? For example, when I build an R lm model, I can just issue $fitted to get values? Is there an easy way to do this in zelig? This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates.

10 years, 9 months

Missing 'fixed' method for class "mer"

by Bright, Chelsie Lynn Moore

Hello, I am having difficulty running the ls.mixed link function in Zelig. Whenever I run my models I get the following error term. s.out <- sim(z.out, x = x.low, x1 = x.high) Error in UseMethod("fixef") : no applicable method for 'fixef' applied to an object of class "mer" I get the exact same error term when I run the "demo(ls.mixed)" command. I have updated all of the required packages to the latest edition (Zelig, lem4, and ZeligMultilevel) and restarted R, so I don't think this is the source of the problem. I am running the models on a Mac OS X 10.7.5 system. Any suggestions? Thanks! - Chelsie

10 years, 9 months

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Zelig August 2013