handout - Daina Chiba

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3.1.3 How to install Aquamacs (Mac users) Download and install Aquamacs from http://aquamacs.org/. Plain and simple. 3.1.4 How to use Aquamacs (Mac users) 1. Open the accompanying R code (2_RPart.R) with Aquamacs. 2. Open a new window by hitting “Command + N” 3. Rearrange the two windows side by side if necessary. 4. When the new window is active, hit “Alt + x” and then “Shift + R”. 5. You should see a message “M-x R” on the bottom of the window. Then hit return twice. R will begin. 6. Short-cut keys are already assigned. Two of them I frequently use are • Hit “Ctrl + C + C” (hit C twice while holding down the Ctrl key): send a “paragraph” to R • Hit “Ctrol + C + N”: send a line to R. 12
3.2 Calculating Substantive Effects (a.k.a., CLARIFY “by hand”) Suppose you want to calculate substantive effects of some variable after running some fancy statistical model, but CLARIFY does not support the model. In this case, you have to implement the CLARIFY procedure “by hand.” I believe Randy has already covered how to do it with Stata, so I will show you how to do it with R. Assume further that the model you want to estimate is not readily available in R. For example, models such as Heckman’s probit, Sartori’s selection model, von Stein’s selection model, and censored duration model by Boehmke et al. can be easily estimated on Stata with ado file, but estimating these models in R requires a bit of programming. 2 1. Estimate a model in Stata 2. Save the estiamtes (coefficient vector and variance covariance matrix) and export them as a text file 3. From R, import the estimates 4. Simulate coefficients ( ˜ β) 5. Set X of your interest at some value while holding the other variables at mean or median. 6. Calculate E(Y) = F (X ˜ β), where F (·) is some link function (probit, logit, etc.) 7. Repeat the steps 5 and 6 As we have already completed the steps 1 & 2 in Section 2.3, we will begin with 3. A nice thing about using R is that we don’t really need to iterate the Steps 5 and 6 using loop. Instead, we will use matrix to set X at many values and calculate E(Y) in one iteration. Step 3: Importing estimates from Stata Run the following chunk of R code (in 2_RPart.R). R code > beta vcov std.err z.score p.value reg.tbl colnames(reg.tbl) reg.tbl Compare the table shown in your R window and the one in your Stata window. They should be identical. 2 In the future, you might want to learn how to program these models in R, but for now, let’s assume that we don’t have time to do it. 13
Page 1 and 2: Contents Summer Methods Workshop: P
Page 3 and 4: Stata code use "output/smw06162010d
Page 5 and 6: 2.1.3 Exporting Stata Results to a
Page 7 and 8: 2.1.4 Exporting Stata Results to Wo
Page 9 and 10: 2.2.2 Putting Stars For the sake of
Page 11: Now, as you select several lines of
Page 15 and 16: Now, we have set X by“column bind
Page 17 and 18: 3.4 Plotting Substantive Effects: W
Page 19: 3.6 Plotting Regression Coefficient

handout - Daina Chiba

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