jackman.stanford.edu/blog
observations on politics, statistics, computing...

mprobit in Stata is…

Thursday November 19, 2009

Filed under: computing, statistics — jackman @ 4:47 pm

Not what you might think.

Take the MNL model (with IIA etc) and add a probit link. It is odd that they would call that multinomial probit. Most people would understand “multinomial probit” as a model for multinomial outcomes with multivariate normal disturbances (in general, with non-zero covariances). A screen full into the documentation for Stata’s mprobit it says:

The error terms are assumed to be independent, standard normal, random variables. See [R] asmprobit for the case where the latent-variable errors are correlated or heteroskedastic and you have alternative-specific variables.

A trap for the hasty, the unwary…?

This said, the “real” multinomial probit function in Stata uses some funky options for controlling he nasty integrations necessary to evaluate the likelihood for this model (i.e., simulated MLE a la GHK, with an option for Halton sequences to drive the quasi-Monte Carlo integration). It would be fun to play with this Stata function, alongside the fully Bayesian/MCMC implementations in R for this model (e.g., MNP and bayesm).

Comments (0)

FFMeta

Saturday November 14, 2009

Filed under: computing, statistics, type — jackman @ 1:54 am

A recent e-mail correspondent writes:

I have a degree in applied statistics, and I’m really interested in the lectures notes you put on your website about Bayesian approaches and simulations. That’s something i need to discover and it looks really rich and interesting. I also use R on a very regular basis.

The purpose of this email is that I’m using LaTeX to write some documents, and i can’t find anything on how to install the FF Meta police, which is very clear and easy to read.
Have you anything about that by any chance?

First of all, I should take the Bayes notes down and point you in the direction of The Book (done!).

On FFMeta, I don’t quite get the references to “FF Meta police”. But here is how I did it (below the fold).

Screen Shot 2009-11-14 At 1.10.52 Am
(more…)

Comments (8)

Stupak amendment

Monday November 9, 2009

Filed under: politics, statistics — jackman @ 2:27 am

Some graphs looking at the voting on the Stupak amendment. This roll call sliced up the Democrats pretty nicely. Thumbnails below link to PDFs. Democrats only in the 1st graph, looking at the relationship between the Ayes and Noes and Obama vote share in the representatives’ respective districts.

Stupakobamavote-1 Stupakbyidealpoint-1 Stupakvertical-1

Comments (6)

House vote, Health Care, by ideal point

Sunday November 8, 2009

Filed under: politics, statistics — jackman @ 5:11 pm

And one more look at last night’s vote, this time with each representative’s estimated ideal point (based on the entire 111th House thus far) as the predictor, similar to what I did for the Coburn amendment in the Senate.

Healthcarebyidealpoint

Update: and yet another graphical rendering (click on the thumbnail for the PDF).

Vertical

Comments (1)

Democratic split on Health Care final passage

Filed under: politics, statistics — jackman @ 1:45 am

Here is a quick look at how Democrats split on the House vote on the Affordable Health Care for America Act, as a (logistic) function of Obama vote in their district.

Healthcareobamavote-2

Davis (AL-7) and Kucinch (OH-10) are the big “errors” among the “Noe” votes; Kucinch had been telegraphing his opposition to a too meek reform bill for some time. Davis is the same boat (“is this the best we can do?“).

Marion Berry (AR-1) is the biggest “error” among the “Aye” votes; he voted yes while representing an Arkansas district where McCain got 59% of the vote and Obama just 38% (but, perhaps reflecting much about that part of Arkansas, he was unopposed in the 2008 Congressional elections) and he seems to have long history of being in the forefront of Democratic reform efforts on health care.

Update: a nice take on the Dems voting Noe from the NYTimes.

Comments (1)

Coburn amendment redux; political science lobbying?

Saturday November 7, 2009

Filed under: politics, statistics — jackman @ 4:26 pm

I did a little work on the Coburn amendment rollcall. The vanilla spatial voting model fits the roll call reasonably well; I use all 341 roll calls cast by the 111th U.S. Senate (at least as of this morning when I ran the analysis) to estimate the ideal points, and then look at the fit to the roll call on the Coburn amendment.

The graph (thumbnail below) summarizes the fit, with the curve tracing out the predicted probabilities as a function of estimated ideal point (these come a simple probit regression of the actual votes on the ideal points). The estimated cutpoint — the point where a legislator is indifferent, on average — is between the ideal points of Voinovich (R OH) and Murkowski (R AK).

The “surprises” (or deviations from “pure” spatial voting) are show on the graph:

Snowe (R ME) and Collins (R ME) are to the left of the cutpoint and voted in accordance with the model prediction.

Bayh is up for re-election in 2010, as is Voinovich; for what it is worth, both are in Midwestern states. The splits in the MO and NE delegations are interesting.

In the spirit of trying to explain “errors” here, I’m wondering if any of our political science colleagues engaged in lobbying (seriously). For instance, did the Vandy people email Lamar Alexander? Did the UT/UH/Rice/Texas A&M people contact Cornyn’s office? And a lot of Federal research money finds it way to North Carolina, too (e.g., SAS, RTI, UNC & Duke, etc); Burr (R-NC) voted against the amendment, with an ideal point a long way to the right of the estimated cutpoint. Of course, it would also be interesting to consider cases where lobbying might have failed (McCaskill?).

Conversations with colleagues I was with yesterday (at the NSF!) had the more sensible take on this, probably to chalk it up to “position-taking”; with such a small amount of money at stake, the vote is largely symbolic (were that it were otherwise). That is, this is the kind of roll call that incumbents will add to their respective tallies in campaign statements to the effects of “I voted against waste and fraud n times…”

Cochranamendment-1

Comments (6)

IAD-SFO, UAL 915, 11/06/2009

Friday November 6, 2009

Filed under: flight nerdery — jackman @ 6:26 pm

UAL 915. No upgrade. 8D, aisle seat on an A320. Not a disaster… Although it is the 2nd time I’ve done that flight in 8 days.

Light chop for much of the way after Denver, some mountain wave was coming off the Rockies as well.

Flying the Modesto 3 STAR, we entered a hold at CEDES along with a whole bunch of other aircraft, since SFO couldn’t do parallel ops on the 28s. Ch9 was up, and I was dismayed to hear that we could be out here for 30mins (I’m drafting this while we’re in the hold). We got a clearance pretty shortly after that, probably only 8 mins in the hold all up; a jink to the south-west, thence MEHTA and final approach up the Bay.

On final we were requested to go as slow as possible, which our pilots reported as 140 KTS. Landed on 28R.

Flightaware track, zoomed in on the hold and approach.

Screen Shot 2009-11-06 At 9.18.44 Pm

Comments (0)

Coburn amendment

Filed under: politics — jackman @ 6:44 am

The Coburn amendment to cut political science funding from the NSF was defeated yesterday. There were some interesting breaks across party lines on this one: McCaskill (D-MO) voted to kill, but the Republican MO senator voted the other way. A similar pattern in Nebraska. Evan Bayh voted to kill NSF funding of polisci.

Ironically, I am at NSF and can’t do an analysis of the vote from behind the firewall etc (blogging my iPhone right now).

Comments (0)

SFO-IAD, UAL 220 11/04/2009

Wednesday November 4, 2009

Filed under: flight nerdery — jackman @ 10:36 pm

Trips to DC usually start with a pre-dawn wakeup in California, screaming up the 101 to SFO ahead of the morning rush, mixing it up with perfumed/cologned business types in the security line, and discovering that you’re 12th on an upgrade list 80 names long, with 2 seats remaining in 1st class, making you wonder what the hell is 1K good for when SFO is your home market.

Not today. I took the late flight, 3.50pm departure. A morning of work in Palo Alto, ran a seminar at Stanford at noon, lunch with a colleague, then 2pm ride to airport. Got the upgrade, seat 2D on a 757. Seatguru is right about the equipment box under the seat in front, but its not a deal-breaker. Takeoff from 28R and a sharp right back onto the usual east-bound departure route over the Bay, Oakland (the SFO8 DP, with a 110 degree turn from the runway heading to 030, and I was on the right-hand side of the plane).

Lovely late afternoon views of the Sierra, with some snow cover starting to appear, Half Dome marking Yosemite Valley about two valleys to our south.

There is no in-seat power in the United 757s (hasn’t been for ages, at least in the 757s I’ve been getting out of SFO), and no channel 9 on this flight. The pilots did pipe through WFAN coverage of the last game of the World Series once we got, say, about an hour from Dulles, on ch9. Uneventful approach and landing, rolled out, no reverse thrust.

Screen Shot 2009-11-04 At 10.22.17 Pm

Comments (0)

Bayesian Analysis for the Social Sciences (my book)

Tuesday November 3, 2009

Filed under: general, statistics — jackman @ 6:00 am

I got some advance copies from the publisher. I’ve been on the road with some talks etc, found these waiting from me on my return to the office.

It lives.

Img 0144-2 Img 0143

Comments (3)
Next Page »

Powered by WordPress

Bad Behavior has blocked 3543 access attempts in the last 7 days.