Difference between revisions of "EduMod-26"
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coef Fstat ddf pvalue VIF | coef Fstat ddf pvalue VIF | ||
| − | + | coef Fstat ddf pvalue VIF | |
| − | + | (Intercept) -0.742 0.046 12080.285 0.829 NA | |
| − | + | fyll 1.260 2.435 7549.094 0.119 1.345 | |
| − | + | dateobs -0.001 2.525 39997.446 0.112 1.101 | |
| − | + | cultints 0.197 3.150 18919.282 0.076 2.264 | |
| − | + | cereals -0.899 7.237 20802.108 0.007 1.744 | |
| − | + | milk -0.468 1.334 17406.558 0.248 2.028 | |
| − | + | bovines 1.111 6.439 23641.486 0.011 2.633 | |
| − | + | foodtrade 0.028 4.272 78343.889 0.039 1.260 | |
| − | + | popdens -0.218 3.750 143576.864 0.053 2.001 | |
| − | + | exogamy 0.263 5.646 8187.968 0.018 1.137 | |
| − | + | localjh 0.491 4.491 240621.520 0.034 1.186 | |
| − | + | fempower -0.186 5.632 250.611 0.018 1.058 | |
| − | + | pctFemPolyg 0.013 7.491 1113.039 0.006 1.096 | |
| − | + | agrlateboy 0.173 5.950 1713.401 0.015 1.101 | |
| − | + | > r2 | |
| − | + | R2:final model R2:IV(distance) R2:IV(language) | |
| − | + | 0.2552713 0.9116166 0.9060961 | |
| − | + | > ccc | |
| − | + | Fstat df pvalue | |
| − | + | RESET 0.807 143.169 0.370 | |
| − | + | Wald on restrs. 2.823 380.226 0.094 | |
| − | + | NCV 1.266 293.780 0.261 | |
| − | + | SWnormal 4.315 343.209 0.039 | |
| − | + | lagll 1.671 1157502.129 0.196 | |
| − | + | lagdd 0.456 274856.940 0.500 | |
> #Corrected to publication version with depvarname | > #Corrected to publication version with depvarname | ||
> #--write results to csv file for perusal in spreadsheet-- | > #--write results to csv file for perusal in spreadsheet-- | ||
Revision as of 13:56, 17 November 2009
Abiha Bilgrami - RUN THE MAIN PROGRAM AND THEN RUN THE WORKSHOP PROGRAM. Copy this entire file to your EduMod-X page as instructed.
- Doug's sequential link: EduMod-27: (your dep var here) Imputation and Regression to next EduMod
- Partner 18: EduMod-18: (your dep var here) Imputation and Regression
- Partner 26: EduMod-26: (your dep var here) Imputation and Regression
- Partner 40: EduMod-40: (your dep var here) Imputation and Regression
- Template 11: EduMod-11: (your dep var here) Imputation and Regression
This isnt the way to do it --- see ==9 A| ...== below Doug 19:56, 28 October 2009 (PDT)
Doug 15:48, 4 November 2009 (PST) Abiha, now how have it, I ran your last program, added results: Print. then just Recopy the program, Remove from xR<- all but the items to keep (fydd, fyll and signif). Rerun the new copy of the program. Those could be your final results.
depvar<-apply(SCCS[,c ("v473","v474","v475","v476")],1,sum)
depvar<-SCCS$v740
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(mararr))
mararr<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
depvarname<-"marrarr"
#--can add additional SCCS variable, but only if it has no missing values---
dateobs<-SCCS$v838
dateobs<-dateobs[zdv]
Contents
- 1 Your workshop
- 2 Workshop program test of original edumod with marrarr depvar
- 3 Results
- 4 Programs: Copy and paste GOOD START PAGE
- 5 Links
- 6 Copy of Amanda's Step 1 depvar v667 "rape"
- 7 First Try=
- 8 A| (incorrect as to depvar) GOOD START HERE FOR OTHER PROJECTS Expanded xR to full xUR- ALL indvars w/ depvar="marrarr"
- 9 A| GOOD START HERE FOR OTHER PROJECTS Expanded xR to full xUR- ALL indvars w/ depvar="rape"
- 10 A| GOOD START HERE FOR OTHER PROJECTS Expanded xR to full xUR- ALL indvars w/ depvar="mar_arr"
- 11 B| Good Results
- 12 A| after eliminating high VIFs and nonsignificant
- 13 DRW: Results
- 14 A| NEW COPY trying to remove non significant junk :)
- 15 Taking out one variable!
- 16 A new restricted model for you - DRW
- 17 A| Trimming xR<-
- 18 B|Results after trimming out xR<-
Your workshop
Back to Imputing_data_for_Regression_Analysis#EduMod
Your main work will be done here after you get your first results with the (4 Programs: Copy and paste) program and paste them below. The demonstration program (Eff and Dow') shows only the final step not the intermediate ones. Here I post the last part of the program. Here you start again to re-estimate the model, this time substituting in xR= (final variables so that xR=xUR (all independent variables). That is done by copying the list of variables that you see after
#MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of unrestricted model--
(but dont copy the xUR<-lm itself) down to replace the list of xR<-lm variables (the function lm(depvar~list of indep vars) is what does the multiple linear regression, lm="linear model". You will see I have ###commented out the original xR<-lm. Note that for your project rather than this demo you will want also to change your depvar and add to the list of independent variables, working from the codebook, using the variables numbers, like v860, and giving them names in program 1. You probably dont have to change the excluded variables under
#--collect some model diagnostics--
(NOTE: all program statements in the wiki must have a space in the first column)
Now, in a real project, the results you will get by setting xR==xUR need to culled into two sets: those with p<.05 and those to exclude. The analysis of excluded variables when properly specified (the two sets should really be mutually exclusive) will tell you whether you have omitted anything that should be excluded. Read EFF and DOW carefully for this step.
IMPORTANT: put both the FULL SET of results for all your xUR variables, which you will obtain here, and the CULLED SET of results for your xR variables, into the RESULTS section of this page so you and I can check whether you have done the analysis correctly.
Workshop program test of original edumod with marrarr depvar
Program 1 and 2: Modified for all xR=xUR except dateobs - should take about 40 seconds
#MI--estimate model with network-lagged dependent variables, combine results
rm(list=ls(all=TRUE))
#--Set path to your directory with data and program--
setwd("c:/My Documents/MI")
options(echo=TRUE)
#--need these packages for estimation and diagnostics--
library(foreign)
library(spdep)
library(car)
library(lmtest)
library(sandwich)
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in original SCCS data---
load("SCCS.Rdata",.GlobalEnv)
#--Read in two weight matrices--
ll<-as.matrix(read.dta("langwm.dta")[,-1])
dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
#--Read in the imputed dataset---
load("impdat.Rdata",.GlobalEnv)
#HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
#--create dep.varb. you wish to use from SCCS data--
#--Here we sum variables measuring how much a society values children--
#--can replace "sum" with "max"
depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-SCCS$v740
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
depvarname<-"mar-arr"
#--can add additional SCCS variable, but only if it has no missing values---
dateobs<-SCCS$v838
dateobs<-dateobs[zdv]
#--look at frequencies and quartiles for the dep. varb.--
summary(depvar)
table(depvar)
#--modify weight matrices---
#--set diagonal equal to zeros--
diag(ll)<-0
diag(dd)<-0
#--use only obs. where dep. varb. non-missing--
ll<-ll[zdv,zdv]
dd<-dd[zdv,zdv]
#--row standardize (rows sum to one)
ll<-ll/rowSums(ll)
dd<-dd/rowSums(dd)
#--make weight matrix object for later autocorrelation test--
wmatll<-mat2listw(as.matrix(ll))
wmatdd<-mat2listw(as.matrix(dd))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
indpv<-c("femsubs","foodscarc","exogamy","ncmallow","superjh","moralgods",
"fempower","sexratio","war","himilexp","wagelabor","famsize","settype",
"localjh","money","cultints","roots","cereals","gath","hunt","fish",
"anim","pigs","milk","plow","bovines","tree","foodtrade",
"ndrymonth","ecorich","popdens","pathstress","CVrain","rain",
"temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg")
#-----------------------------------------------------
#---Estimate model on each imputed dataset------------
#-----------------------------------------------------
#--number of imputed datasets--
nimp<-10
#--will append values to these empty objects--
vif<-NULL
ss<-NULL
beta<-NULL
dng<-NULL
#--loop through the imputed datasets--
for (i in 1:nimp){
#--select the ith imputed dataset--
m9<-impdat[which(impdat$.imp==i),]
#--retain only obs. for which dep. varb. is nonmissing--
m9<-m9[zdv,]
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--create spatially lagged dep. varbs. in stage 1 OLS--
y<-as.matrix(depvar)
xx<-as.matrix(m9[,indpv])
#--for instruments we use the spatial lag of our indep. varbs.--
#--First, the spatially lagged varb. for distance--
xdy<-dd%*%xx
cyd<-dd%*%y
o<-lm(cyd~xdy)
#--the fitted value is our instrumental variable--
fydd<-fitted(o)
#--keep R2 from this regression--
dr2<-summary(o)$r.squared
#--Then, the spatially lagged varb. for language--
xly<-ll%*%xx
cyl<-ll%*%y
o<-lm(cyl~xly)
#--the fitted value is our instrumental variable--
fyll<-fitted(o)
#--keep R2 from this regression--
lr2<-summary(o)$r.squared
m9<-cbind(m9,fydd,fyll)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of unrestricted model--
xUR<-lm(depvar~fyll+fydd+dateobs+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
+ecorich+popdens+pathstress+exogamy+ncmallow+famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg
,data=m9)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of restricted model--
###xR<-lm(depvar ~ fyll + cultints + roots + fish +
### exogamy + settype + femsubs, data = m9)
###THIS IS JUST PROGRAM 2 EXCEPT DOUG WHITE REDEFINED xR=same as xUR but deleted "dateobs," in line 2
xR<-lm(depvar~fyll+fydd+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
+ecorich+popdens+pathstress+exogamy+ncmallow+famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg
,data=m9)
#--corrected sigma2 and R2 for 2SLS--
qxx<-m9
qxx[,"fydd"]<-cyd
qxx[,"fyll"]<-cyl
b<-coef(xR)
incpt<-matrix(1,NROW(qxx),1)
x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]]))
e<-y-x%*%as.matrix(b)
cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x)))
cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2))
#--collect coefficients and their variances--
ov<-summary(xR)
vif<-rbind(vif,vif(xR))
ss<-rbind(ss,diag(ov$cov*cs2))
#--collect robust coef. variances when there is heteroskedasticity--
#eb<-e^2
#x<-as.matrix(cbind(incpt,m9[,names(b)[-1]]))
#hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x)
#ss<-rbind(ss,diag(hcm))
beta<-rbind(beta,coef(xR))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--collect some model diagnostics--
dropt<-c("cereals","gath","plow","hunt","anim","dateobs",
"pigs","milk","bovines","foodscarc","ecorich",
"popdens","pathstress","ncmallow","famsize","localjh",
"superjh","moralgods","fempower","sexratio","money",
"fydd","wagelabor","war","himilexp","tree","foodtrade")
#--Ramsey RESET test--
p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE)
#--Wald test (H0: dropped variables have coefficient equal zero)--
o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2]
p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue
#--Heteroskedasticity test (H0: homoskedastic residuals)--
p3<-ncv.test(xR)$ChiSquare
#--Shapiro-Wilke normality test (H0: residuals normal)
p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE)
#--LaGrange Multiplier test for spatial autocorrelation: language--
o<-lm.LMtests(xR, wmatll, test=c("LMlag"))
p5<-as.numeric(o$LMlag$statistic)
#--LaGrange Multiplier test for spatial autocorrelation: distance--
o<-lm.LMtests(xR, wmatdd, test=c("LMlag"))
p6<-as.numeric(o$LMlag$statistic)
#--model R2--
p7<-cr2
dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2))
}
#--------------------------------------------
#--Rubin's formulas for combining estimates--
#--------------------------------------------
#--first find final regr. coefs. and p-values--
mnb<-apply(beta,2,mean)
vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1)
mnv<-apply(ss,2,mean)
vrT<-mnv+vrb*(1-nimp^(-1))
fst<-mnb^2/vrT
r<-(1+nimp^(-1))*vrb/mnv
v<-(nimp-1)*(1+r^(-1))^2
pval<-pf(fst,1,v,lower.tail=FALSE)
bbb<-data.frame(round(cbind(mnb,fst,v,pval),3))
bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3)
names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF")
#--Then combine the diagnostics we collected--
dng<-data.frame(dng)
names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd",
"R2:final model","R2:IV(distance)","R2:IV(language)")
r2<-apply(dng[,7:9],2,mean)
adng<-dng[,1:6]
mdm<-apply(adng,2,mean)
vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1)
aa<-4*mdm^2-2*vrd
aa[which(aa<0)]<-0
rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5)
vd<-(nimp-1)*(1+rd^(-1))^2
Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd)
#-All chi-sq we collected have df=1-------
pvald<-pf(Dm,1,vd,lower.tail=FALSE)
ccc<-data.frame(round(cbind(Dm,vd,pvald),3))
names(ccc)<-c("Fstat","df","pvalue")
bbb
r2
ccc
#--write results to csv file for perusal in spreadsheet--
write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE)
write.csv(bbb,file="OLSresults.csv",append=TRUE)
write.csv(r2,file="OLSresults.csv",append=TRUE)
write.csv(ccc,file="OLSresults.csv",append=TRUE)
Results
From workshop
all xR=xUR except dateobs. Your next step if this were a new project would be to keep xR=only those with p<.05
bbb
coef Fstat ddf pvalue VIF
(Intercept) -3.778 0.048 3518.772 0.827 NA
fyll 2.092 5.493 72408.940 0.019 4.311
fydd -0.701 1.525 27950.568 0.217 3.570
cultints 1.090 3.768 6088.808 0.052 5.222
roots -4.595 3.656 3015.253 0.056 5.091
cereals -1.476 0.386 1699.391 0.534 7.508
gath -0.492 0.925 3771.955 0.336 3.224
plow -2.235 1.249 5935.504 0.264 3.178
hunt -0.162 0.083 7873.798 0.773 5.378
fish 0.273 0.432 1534.074 0.511 3.200
anim -0.138 0.079 22553.987 0.779 5.968
pigs 0.560 0.092 3241.095 0.762 2.233
milk -1.520 0.681 5301.829 0.409 3.970
bovines 1.870 1.011 2777.386 0.315 4.355
tree -5.090 2.826 9236.350 0.093 3.306
foodtrade 0.091 3.101 6431.573 0.078 1.613
foodscarc -0.385 0.947 490.565 0.331 1.306
ecorich -0.198 0.178 1018.154 0.673 1.843
popdens -0.377 0.503 5074.414 0.478 3.888
pathstress -0.119 0.391 4055.907 0.532 2.841
exogamy -0.927 4.464 13709.866 0.035 1.478
ncmallow -0.137 0.387 925.286 0.534 1.682
famsize 0.297 0.335 3180.405 0.563 2.211
settype -0.532 2.115 3169.088 0.146 4.289
localjh -0.572 0.326 1678.280 0.568 1.889
superjh -0.080 0.019 1443.457 0.890 2.719
moralgods 0.162 0.079 274.976 0.779 2.265
fempower 0.302 1.043 219.597 0.308 1.380
femsubs 0.932 5.737 16349.251 0.017 1.880
sexratio -0.369 0.152 114.773 0.697 1.385
war -0.104 1.804 356.775 0.180 1.396
himilexp 1.149 1.009 712.762 0.315 1.621
money 0.369 0.700 6880.529 0.403 2.362
wagelabor -0.959 1.862 85.903 0.176 1.537
migr 0.352 0.092 248.280 0.762 1.567
brideprice -0.927 0.559 8133.950 0.455 2.032
nuclearfam -0.886 0.383 2955.185 0.536 2.374
pctFemPolyg 0.003 0.013 278.994 0.908 1.831
> r2
R2:final model R2:IV(distance) R2:IV(language)
0.2735421 0.9259708 0.9666807
> ccc
Fstat df pvalue
RESET 2.619 159.018 0.108
Wald on restrs. 0.286 200.401 0.594
NCV -0.015 190.566 1.000
SWnormal 0.172 1898.653 0.678
lagll 3.103 530583.685 0.078
lagdd 4.352 402962.502 0.037
Programs: Copy and paste GOOD START PAGE
These 2 programs took 48 seconds on my computer Doug 08:57, 1 October 2009 (PDT) Program 1 --> Program 2 #MI--make the imputed datasets #--change the following path to the directory with your data and program-- setwd("C:/My Documents/MI")) rm(list=ls(all=TRUE)) options(echo=TRUE) #--you need the following two packages--you must install them first-- library(foreign) library(mice) library(tripak) library(zoo) library(sp) library(maptools) library(spam) #--To find the citation for a package, use this function:--- citation("mice") #----------------------------- #--Read in data, rearrange---- #----------------------------- #--Read in auxiliary variables--- load("vaux.Rdata",.GlobalEnv) row.names(vaux)<-NULL #--Read in the SCCS dataset--- load("SCCS.Rdata",.GlobalEnv) #--look at first 6 rows of vaux-- head(vaux) #--look at field names of vaux-- names(vaux) #--check to see that rows are properly aligned in the two datasets-- #--sum should equal 186--- sum((SCCS$socname==vaux$socname)*1) #--remove the society name field-- vaux<-vaux[,-28] names(vaux) #--Two nominal variables: brg and rlg---- #--brg: consolidated Burton Regions----- #0 = (rest of world) circumpolar, South and Meso-America, west North America #1 = Subsaharan Africa #2 = Middle Old World #3 = Southeast Asia, Insular Pacific, Sahul #4 = Eastern Americas #--rlg: Religion--- #'0 (no world religion)' #'1 (Christianity)' #'2 (Islam)' #'3 (Hindu/Buddhist)' #--check to see number of missing values in vaux, #--whether variables are numeric, #--and number of discrete values for each variable--- vvn<-names(vaux) pp<-NULL for (i in 1:length(vvn)){ nmiss<-length(which(is.na(vaux[,vvn[i]]))) numeric<-is.numeric(vaux[,vvn[i]]) numDiscrVals<-length(table(vaux[,vvn[i]])) pp<-rbind(pp,cbind(data.frame(numeric),nmiss,numDiscrVals)) } row.names(pp)<-vvn pp #MODIFY THESE STATEMENTS FOR A NEW PROJECT #--extract variables to be used from SCCS, put in dataframe fx-- fx<-data.frame( socname=SCCS$socname,socID=SCCS$"sccs#", valchild=(SCCS$v473+SCCS$v474+SCCS$v475+SCCS$v476), cultints=SCCS$v232,roots=(SCCS$v233==5)*1, cereals=(SCCS$v233==6)*1,gath=SCCS$v203,hunt=SCCS$v204, fish=SCCS$v205,anim=SCCS$v206,femsubs=SCCS$v890, pigs=(SCCS$v244==2)*1,milk=(SCCS$v245>1)*1,plow=(SCCS$v243>1)*1, bovines=(SCCS$v244==7)*1,tree=(SCCS$v233==4)*1, foodtrade=SCCS$v819,foodscarc=SCCS$v1685, ecorich=SCCS$v857,popdens=SCCS$v156,pathstress=SCCS$v1260, CVrain=SCCS$v1914/SCCS$v1913,rain=SCCS$v854,temp=SCCS$v855, AP1=SCCS$v921,AP2=SCCS$v928,ndrymonth=SCCS$v196, exogamy=SCCS$v72,ncmallow=SCCS$v227,famsize=SCCS$v80, settype=SCCS$v234,localjh=(SCCS$v236-1),superjh=SCCS$v237, moralgods=SCCS$v238,fempower=SCCS$v663, sexratio=1+(SCCS$v1689>85)+(SCCS$v1689>115), marrtrans=(SCCS$v208+SCCS$v209+SCCS$v605),himilexp=(SCCS$v899==1)*1, money=SCCS$v155,wagelabor=SCCS$v1732, migr=(SCCS$v677==2)*1,brideprice=(SCCS$v208==1)*1, nuclearfam=(SCCS$v210<=3)*1,pctFemPolyg=SCCS$v872 ) #--look at first 6 rows of fx-- head(fx) #--check to see number of missing values-- #--also check whether numeric-- vvn<-names(fx) pp<-NULL for (i in 1:length(vvn)){ nmiss<-length(which(is.na(fx[,vvn[i]]))) numeric<-is.numeric(fx[,vvn[i]]) pp<-rbind(pp,cbind(nmiss,data.frame(numeric))) } row.names(pp)<-vvn pp #--identify variables with missing values-- z<-which(pp[,1]>0) zv1<-vvn[z] zv1 #--identify variables with non-missing values-- z<-which(pp[,1]==0) zv2<-vvn[z] zv2 #----------------------------- #----Multiple imputation------ #----------------------------- #--number of imputed data sets to create-- nimp<-10 #--one at a time, loop through those variables with missing values-- for (i in 1:length(zv1)){ #--attach the imputand to the auxiliary data-- zxx<-data.frame(cbind(vaux,fx[,zv1[i]])) #--in the following line, the imputation is done-- aqq<-complete(mice(zxx,maxit=100,m=nimp),action="long") #--during first iteration of the loop, create dataframe impdat-- if (i==1){ impdat<-data.frame(aqq[,c(".id",".imp")]) } #--the imputand is placed as a field in impdat and named-- impdat<-cbind(impdat,data.frame(aqq[,NCOL(zxx)])) names(impdat)[NCOL(impdat)]<-zv1[i] } #--now the non-missing variables are attached to impdat-- gg<-NULL for (i in 1:nimp){ gg<-rbind(gg,data.frame(fx[,zv2])) } impdat<-cbind(impdat,gg) #--take a look at the top 6 and bottom 6 rows of impdat-- head(impdat) tail(impdat) #--impdat is saved as an R-format data file-- save(impdat,file="impdat.Rdata") Program 2 #MI--estimate model with network-lagged dependent variables, combine results rm(list=ls(all=TRUE)) #--Set path to your directory with data and program-- setwd("C:/My Documents/MI") options(echo=TRUE) #--need these packages for estimation and diagnostics-- library(foreign) library(spdep) library(car) library(lmtest) library(sandwich) #----------------------------- #--Read in data, rearrange---- #----------------------------- #--Read in original SCCS data--- load("SCCS.Rdata",.GlobalEnv) #--Read in two weight matrices-- ll<-as.matrix(read.dta("langwm.dta")[,-1]) dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)]) #--Read in the imputed dataset--- load("impdat.Rdata",.GlobalEnv) #HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT #--create dep.varb. you wish to use from SCCS data-- #--Here we sum variables measuring how much a society values children-- #--can replace "sum" with "max" #1# depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum) depvar<-SCCS$v740 #--find obs. for which dep. varb. is non-missing-- zdv<-which(!is.na(mararr)) mararr<-depvar[zdv] #HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED depvarname<-"marrarr" #--can add additional SCCS variable, but only if it has no missing values--- dateobs<-SCCS$v838 dateobs<-dateobs[zdv] #--look at frequencies and quartiles for the dep. varb.-- summary(mararr) table(mararr) #--modify weight matrices--- #--set diagonal equal to zeros-- diag(ll)<-0 diag(dd)<-0 #--use only obs. where dep. varb. non-missing-- ll<-ll[zdv,zdv] dd<-dd[zdv,zdv] #--row standardize (rows sum to one) ll<-ll/rowSums(ll) dd<-dd/rowSums(dd) #--make weight matrix object for later autocorrelation test-- wmatll<-mat2listw(as.matrix(ll)) wmatdd<-mat2listw(as.matrix(dd)) #MODIFY THESE STATEMENTS FOR A NEW PROJECT indpv<-c("grlsage","edulevel","exogamy","ncmallow","superjh","moralgods", "fempower","sexratio","war","himilexp","wagelabor","famsize","settype", "localjh","money","cultints","roots","cereals","gath","hunt","fish", "anim","pigs","milk","plow","bovines","tree","foodtrade", "ndrymonth","ecorich","popdens","pathstress","CVrain","rain", "temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg") #----------------------------------------------------- #---Estimate model on each imputed dataset------------ #----------------------------------------------------- #--number of imputed datasets-- nimp<-10 #--will append values to these empty objects-- vif<-NULL ss<-NULL beta<-NULL dng<-NULL #--loop through the imputed datasets-- for (i in 1:nimp){ #--select the ith imputed dataset-- m9<-impdat[which(impdat$.imp==i),] #--retain only obs. for which dep. varb. is nonmissing-- m9<-m9[zdv,] #MODIFY THESE STATEMENTS FOR A NEW PROJECT #--create spatially lagged dep. varbs. in stage 1 OLS-- y<-as.matrix(marrarr) xx<-as.matrix(m9[,indpv]) #--for instruments we use the spatial lag of our indep. varbs.-- #--First, the spatially lagged varb. for distance-- xdy<-dd%*%xx cyd<-dd%*%y o<-lm(cyd~xdy) #--the fitted value is our instrumental variable-- fydd<-fitted(o) #--keep R2 from this regression-- dr2<-summary(o)$r.squared #--Then, the spatially lagged varb. for language-- xly<-ll%*%xx cyl<-ll%*%y o<-lm(cyl~xly) #--the fitted value is our instrumental variable-- fyll<-fitted(o) #--keep R2 from this regression-- lr2<-summary(o)$r.squared m9<-cbind(m9,fydd,fyll) #MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of unrestricted model-- xUR<-lm(marrarr~fyll+fydd+dateobs+ cultints+roots+cereals+gath+plow+ hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ +ecorich+popdens+pathstress+exogamy+ncmallow+famsize+ settype+localjh+superjh+moralgods+fempower+femsubs+ sexratio+war+himilexp+money+wagelabor+ migr+brideprice+nuclearfam+pctFemPolyg ,data=m9) #MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of restricted model-- xR<-lm(marrarr ~ fyll + cultints + roots + fish + exogamy + settype + femsubs, data = m9) #--corrected sigma2 and R2 for 2SLS-- qxx<-m9 qxx[,"fydd"]<-cyd qxx[,"fyll"]<-cyl b<-coef(xR) incpt<-matrix(1,NROW(qxx),1) x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]])) e<-y-x%*%as.matrix(b) cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x))) cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2)) #--collect coefficients and their variances-- ov<-summary(xR) vif<-rbind(vif,vif(xR)) ss<-rbind(ss,diag(ov$cov*cs2)) #--collect robust coef. variances when there is heteroskedasticity-- #eb<-e^2 #x<-as.matrix(cbind(incpt,m9[,names(b)[-1]])) #hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x) #ss<-rbind(ss,diag(hcm)) beta<-rbind(beta,coef(xR)) #MODIFY THESE STATEMENTS FOR A NEW PROJECT #--collect some model diagnostics-- dropt<-c("cereals","gath","plow","hunt","anim","dateobs", "pigs","milk","bovines","foodscarc","ecorich", "popdens","pathstress","ncmallow","famsize","localjh", "superjh","moralgods","fempower","sexratio","money", "fydd","wagelabor","war","himilexp","tree","foodtrade") #--Ramsey RESET test-- p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE) #--Wald test (H0: dropped variables have coefficient equal zero)-- o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2] p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue #--Heteroskedasticity test (H0: homoskedastic residuals)-- p3<-ncv.test(xR)$ChiSquare #--Shapiro-Wilke normality test (H0: residuals normal) p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE) #--LaGrange Multiplier test for spatial autocorrelation: language-- o<-lm.LMtests(xR, wmatll, test=c("LMlag")) p5<-as.numeric(o$LMlag$statistic) #--LaGrange Multiplier test for spatial autocorrelation: distance-- o<-lm.LMtests(xR, wmatdd, test=c("LMlag")) p6<-as.numeric(o$LMlag$statistic) #--model R2-- p7<-cr2 dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2)) } #-------------------------------------------- #--Rubin's formulas for combining estimates-- #-------------------------------------------- #--first find final regr. coefs. and p-values-- mnb<-apply(beta,2,mean) vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1) mnv<-apply(ss,2,mean) vrT<-mnv+vrb*(1-nimp^(-1)) fst<-mnb^2/vrT r<-(1+nimp^(-1))*vrb/mnv v<-(nimp-1)*(1+r^(-1))^2 pval<-pf(fst,1,v,lower.tail=FALSE) bbb<-data.frame(round(cbind(mnb,fst,v,pval),3)) bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3) names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF") #--Then combine the diagnostics we collected-- dng<-data.frame(dng) names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd", "R2:final model","R2:IV(distance)","R2:IV(language)") r2<-apply(dng[,7:9],2,mean) adng<-dng[,1:6] mdm<-apply(adng,2,mean) vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1) aa<-4*mdm^2-2*vrd aa[which(aa<0)]<-0 rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5) vd<-(nimp-1)*(1+rd^(-1))^2 Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd) #-All chi-sq we collected have df=1------- pvald<-pf(Dm,1,vd,lower.tail=FALSE) ccc<-data.frame(round(cbind(Dm,vd,pvald),3)) names(ccc)<-c("Fstat","df","pvalue") bbb r2 ccc #--write results to csv file for perusal in spreadsheet-- write.csv(paste("2SLS model for ",marrarrname,sep=""),file="OLSresults.csv", append=FALSE) write.csv(bbb,file="OLSresults.csv",append=TRUE) write.csv(r2,file="OLSresults.csv",append=TRUE) write.csv(ccc,file="OLSresults.csv",append=TRUE)
Links
- Evolution and Human Behaviour: Sexual selection under parental choice in Agropastoral societies Bourde and Green 1983
Citation: Sexual selection under parental choice: the role of parents in the evolution of human mating Evolution and Human Behavior, Volume 28, Issue 6, November 2007, Pages 403-409 Menelaos Apostolou
- School-Age Pregnancy and Parenthood
Chapter 14: The duration of maidenhood across cultures
- Cross-Cultural Patterning of Some Sexual Attitudes and Practices1
Gwen J. Broude http://ccr.sagepub.com/cgi/content/abstract/11/4/227
- Annual Review of Anthropology
Vol. 16: 143-160 (Volume publication date October 1987) (doi:10.1146/annurev.an.16.100187.001043) Cross-Cultural Surveys Today M L Burton, and D R White http://arjournals.annualreviews.org/doi/abs/10.1146/annurev.an.16.100187.001043
- Causes of Conjugal Dissolution: A Cross-cultural Study
Laura Betzig Current Anthropology, Vol. 30, No. 5 (Dec., 1989), pp. 654-676 Published by: The University of Chicago Press on behalf of Wenner-Gren Foundation for Anthropological Research
http://www.jstor.org/stable/2743579
- Factors of Sexual Freedom Among Foragers in Cross-Cultural Perspective
Andrey V. Korotayev http://ccr.sagepub.com/cgi/content/abstract/37/1/29
- Wife–Husband Intimacy and Female Status in Cross-Cultural Perspective
Victor C. de Munck http://ccr.sagepub.com/cgi/content/abstract/41/4/307
- Puberty Rites as Clues to the Nature of Human Adolescence
Glenn Weisfeld http://ccr.sagepub.com/cgi/content/abstract/31/1/27
- Assumptions on Sex and Society in the Biosocial Theory of Incest
Lewellyn Hendrix http://ccr.sagepub.com/cgi/content/abstract/33/2/193
- Romance, Parenthood, and Gender in a Modern African Society
Daniel Jordan Smith Ethnology, Vol. 40, No. 2 (Spring, 2001), pp. 129-151 Published by: University of Pittsburgh- Of the Commonwealth System of Higher Education
http://www.jstor.org/stable/3773927
Copy of Amanda's Step 1 depvar v667 "rape"
depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
depvarname<-"child value"
to
###depvar<-apply(SCCS[,c("v740")],1,sum)
"marr-arr"<-SCCS$740 ###ADDED Doug 12:45, 15 October 2009 (PDT)
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
###depvarname<-"child value" TAKEN OUT
depvarname<-"marr-arr"
First Try=
- This doesn't make sense, if I am looking at significance of depvars for marriage arrangements then why is it showing errors.
- Variables are
>Girl's age
>the level of education of the potential groom/bride
>marital residence
>agro pastoral society
A| (incorrect as to depvar) GOOD START HERE FOR OTHER PROJECTS Expanded xR to full xUR- ALL indvars w/ depvar="marrarr"
Program 1 --> Program 2
#MI--make the imputed datasets
#--change the following path to the directory with your data and program--
setwd("C:/My Documents/MI"))
rm(list=ls(all=TRUE))
options(echo=TRUE)
#--you need the following two packages--you must install them first--
library(foreign)
library(mice)
library(tripak)
library(zoo)
library(sp)
library(maptools)
library(spam)
#--To find the citation for a package, use this function:---
citation("mice")
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in auxiliary variables---
load("vaux.Rdata",.GlobalEnv)
row.names(vaux)<-NULL
#--Read in the SCCS dataset---
load("SCCS.Rdata",.GlobalEnv)
#--look at first 6 rows of vaux--
head(vaux)
#--look at field names of vaux--
names(vaux)
#--check to see that rows are properly aligned in the two datasets--
#--sum should equal 186---
sum((SCCS$socname==vaux$socname)*1)
#--remove the society name field--
vaux<-vaux[,-28]
names(vaux)
#--Two nominal variables: brg and rlg----
#--brg: consolidated Burton Regions-----
#0 = (rest of world) circumpolar, South and Meso-America, west North America
#1 = Subsaharan Africa
#2 = Middle Old World
#3 = Southeast Asia, Insular Pacific, Sahul
#4 = Eastern Americas
#--rlg: Religion---
#'0 (no world religion)'
#'1 (Christianity)'
#'2 (Islam)'
#'3 (Hindu/Buddhist)'
#--check to see number of missing values in vaux,
#--whether variables are numeric,
#--and number of discrete values for each variable---
vvn<-names(vaux)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(vaux[,vvn[i]])))
numeric<-is.numeric(vaux[,vvn[i]])
numDiscrVals<-length(table(vaux[,vvn[i]]))
pp<-rbind(pp,cbind(data.frame(numeric),nmiss,numDiscrVals))
}
row.names(pp)<-vvn
pp
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--extract variables to be used from SCCS, put in dataframe fx--
fx<-data.frame(
socname=SCCS$socname,socID=SCCS$"sccs#",
valchild=(SCCS$v473+SCCS$v474+SCCS$v475+SCCS$v476),
dateobs=SCCS$v838,cultints=SCCS$v232,roots=(SCCS$v233==5)*1,
cereals=(SCCS$v233==6)*1,gath=SCCS$v203,hunt=SCCS$v204,
fish=SCCS$v205,anim=SCCS$v206,femsubs=SCCS$v890,
pigs=(SCCS$v244==2)*1,milk=(SCCS$v245>1)*1,plow=(SCCS$v243>1)*1,
bovines=(SCCS$v244==7)*1,tree=(SCCS$v233==4)*1,
foodtrade=SCCS$v819,foodscarc=SCCS$v1685,
ecorich=SCCS$v857,popdens=SCCS$v156,pathstress=SCCS$v1260,
CVrain=SCCS$v1914/SCCS$v1913,rain=SCCS$v854,temp=SCCS$v855,
AP1=SCCS$v921,AP2=SCCS$v928,ndrymonth=SCCS$v196,
exogamy=SCCS$v72,ncmallow=SCCS$v227,famsize=SCCS$v80,
settype=SCCS$v234,localjh=(SCCS$v236-1),superjh=SCCS$v237,
moralgods=SCCS$v238,fempower=SCCS$v663,
sexratio=1+(SCCS$v1689>85)+(SCCS$v1689>115),
war=SCCS$v1648,himilexp=(SCCS$v899==1)*1,
money=SCCS$v155,wagelabor=SCCS$v1732,
migr=(SCCS$v677==2)*1,brideprice=(SCCS$v208==1)*1,
nuclearfam=(SCCS$v210<=3)*1,pctFemPolyg=SCCS$v872,
nonmatrel=SCCS$v52,lrgfam=SCCS$v68,malesexag=SCCS$v175,
segadlboys=SCCS$v242,agrlateboy=SCCS$v300) ###ADDED
#--look at first 6 rows of fx--
head(fx)
#--check to see number of missing values--
#--also check whether numeric--
vvn<-names(fx)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(fx[,vvn[i]])))
numeric<-is.numeric(fx[,vvn[i]])
pp<-rbind(pp,cbind(nmiss,data.frame(numeric)))
}
row.names(pp)<-vvn
pp
#--identify variables with missing values--
z<-which(pp[,1]>0)
zv1<-vvn[z]
zv1
#--identify variables with non-missing values--
z<-which(pp[,1]==0)
zv2<-vvn[z]
zv2
#-----------------------------
#----Multiple imputation------
#-----------------------------
#--number of imputed data sets to create--
nimp<-10
#--one at a time, loop through those variables with missing values--
for (i in 1:length(zv1)){
#--attach the imputand to the auxiliary data--
zxx<-data.frame(cbind(vaux,fx[,zv1[i]]))
#--in the following line, the imputation is done--
aqq<-complete(mice(zxx,maxit=100,m=nimp),action="long")
#--during first iteration of the loop, create dataframe impdat--
if (i==1){
impdat<-data.frame(aqq[,c(".id",".imp")])
}
#--the imputand is placed as a field in impdat and named--
impdat<-cbind(impdat,data.frame(aqq[,NCOL(zxx)]))
names(impdat)[NCOL(impdat)]<-zv1[i]
}
#--now the non-missing variables are attached to impdat--
gg<-NULL
for (i in 1:nimp){
gg<-rbind(gg,data.frame(fx[,zv2]))
}
impdat<-cbind(impdat,gg)
#--take a look at the top 6 and bottom 6 rows of impdat--
head(impdat)
tail(impdat)
#--impdat is saved as an R-format data file--
save(impdat,file="impdat.Rdata")
Program 2
#MI--estimate model with network-lagged dependent variables, combine results
rm(list=ls(all=TRUE))
#--Set path to your directory with data and program--
setwd("C:/My Documents/MI")
options(echo=TRUE)
#--need these packages for estimation and diagnostics--
library(foreign)
library(spdep)
library(car)
library(lmtest)
library(sandwich)
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in original SCCS data---
load("SCCS.Rdata",.GlobalEnv)
#--Read in two weight matrices--
ll<-as.matrix(read.dta("langwm.dta")[,-1])
dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
#--Read in the imputed dataset---
load("impdat.Rdata",.GlobalEnv)
#HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
#--create dep.varb. you wish to use from SCCS data--
#--Here we sum variables measuring how much a society values children--
#--can replace "sum" with "max"
###depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
depvar<-SCCS$v667###NEW
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
###depvarname<-"childvar"
depvarname<-"rape"
#--can add additional SCCS variable, but only if it has no missing values---
#dateobs<-SCCS$v838
#dateobs<-dateobs[zdv]
#--look at frequencies and quartiles for the dep. varb.--
summary(marrarr)
table(marrarr)
#--modify weight matrices---
#--set diagonal equal to zeros--
diag(ll)<-0
diag(dd)<-0
#--use only obs. where dep. varb. non-missing--
ll<-ll[zdv,zdv]
dd<-dd[zdv,zdv]
#--row standardize (rows sum to one)
ll<-ll/rowSums(ll)
dd<-dd/rowSums(dd)
#--make weight matrix object for later autocorrelation test--
wmatll<-mat2listw(as.matrix(ll))
wmatdd<-mat2listw(as.matrix(dd))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
indpv<-c("femsubs","foodscarc","exogamy","ncmallow","superjh","moralgods",
"fempower","sexratio","war","himilexp","wagelabor","famsize","settype",
"localjh","money","cultints","roots","cereals","gath","hunt","fish",
"anim","pigs","milk","plow","bovines","tree","foodtrade","dateobs",
"ndrymonth","ecorich","popdens","pathstress","CVrain","rain",
"temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg",
"nonmatrel","lrgfam","malesexag","segadlboys","agrlateboy") ###ADDED
#-----------------------------------------------------
#---Estimate model on each imputed dataset------------
#-----------------------------------------------------
#--number of imputed datasets--
nimp<-10
#--will append values to these empty objects--
vif<-NULL
ss<-NULL
beta<-NULL
dng<-NULL
#--loop through the imputed datasets--
for (i in 1:nimp){
#--select the ith imputed dataset--
m9<-impdat[which(impdat$.imp==i),]
#--retain only obs. for which dep. varb. is nonmissing--
m9<-m9[zdv,]
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--create spatially lagged dep. varbs. in stage 1 OLS--
y<-as.matrix(marrarr)
xx<-as.matrix(m9[,indpv])
#--for instruments we use the spatial lag of our indep. varbs.--
#--First, the spatially lagged varb. for distance--
xdy<-dd%*%xx
cyd<-dd%*%y
o<-lm(cyd~xdy)
#--the fitted value is our instrumental variable--
fydd<-fitted(o)
#--keep R2 from this regression--
dr2<-summary(o)$r.squared
#--Then, the spatially lagged varb. for language--
xly<-ll%*%xx
cyl<-ll%*%y
o<-lm(cyl~xly)
#--the fitted value is our instrumental variable--
fyll<-fitted(o)
#--keep R2 from this regression--
lr2<-summary(o)$r.squared
m9<-cbind(m9,fydd,fyll)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of unrestricted model--
xUR<-lm(marrarr~fyll+fydd+dateobs+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
ecorich+popdens+pathstress+exogamy+ncmallow+famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg+
nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy,data=m9) ###ADDED
#MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of restricted model-- ###xR<-lm(marrarr ~ fyll + cultints + roots + fish + ### exogamy + settype + femsubs, data = m9) xR<-lm(marrarr~fyll+fydd+dateobs+ cultints+roots+cereals+gath+plow+ hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ +ecorich+popdens+pathstress+exogamy+ncmallow+famsize+ settype+localjh+superjh+moralgods+fempower+femsubs+ sexratio+war+himilexp+money+wagelabor+ migr+brideprice+nuclearfam+pctFemPolyg +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy , data = m9) ###ADDED
#--corrected sigma2 and R2 for 2SLS--
qxx<-m9
qxx[,"fydd"]<-cyd
qxx[,"fyll"]<-cyl
b<-coef(xR)
incpt<-matrix(1,NROW(qxx),1)
x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]]))
e<-y-x%*%as.matrix(b)
cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x)))
cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2))
#--collect coefficients and their variances--
ov<-summary(xR)
vif<-rbind(vif,vif(xR))
ss<-rbind(ss,diag(ov$cov*cs2))
#--collect robust coef. variances when there is heteroskedasticity--
#eb<-e^2
#x<-as.matrix(cbind(incpt,m9[,names(b)[-1]]))
#hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x)
#ss<-rbind(ss,diag(hcm))
beta<-rbind(beta,coef(xR))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--collect some model diagnostics--
dropt<-c("cereals","gath","plow","hunt","anim","dateobs",
"pigs","milk","bovines","foodscarc","ecorich",
"popdens","pathstress","ncmallow","famsize","localjh",
"superjh","moralgods","fempower","sexratio","money",
"fydd","wagelabor","war","himilexp","tree","foodtrade")
#--Ramsey RESET test--
p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE)
#--Wald test (H0: dropped variables have coefficient equal zero)--
o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2]
p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue
#--Heteroskedasticity test (H0: homoskedastic residuals)--
p3<-ncv.test(xR)$ChiSquare
#--Shapiro-Wilke normality test (H0: residuals normal)
p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE)
#--LaGrange Multiplier test for spatial autocorrelation: language--
o<-lm.LMtests(xR, wmatll, test=c("LMlag"))
p5<-as.numeric(o$LMlag$statistic)
#--LaGrange Multiplier test for spatial autocorrelation: distance--
o<-lm.LMtests(xR, wmatdd, test=c("LMlag"))
p6<-as.numeric(o$LMlag$statistic)
#--model R2--
p7<-cr2
dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2))
}
#--------------------------------------------
#--Rubin's formulas for combining estimates--
#--------------------------------------------
#--first find final regr. coefs. and p-values--
mnb<-apply(beta,2,mean)
vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1)
mnv<-apply(ss,2,mean)
vrT<-mnv+vrb*(1-nimp^(-1))
fst<-mnb^2/vrT
r<-(1+nimp^(-1))*vrb/mnv
v<-(nimp-1)*(1+r^(-1))^2
pval<-pf(fst,1,v,lower.tail=FALSE)
bbb<-data.frame(round(cbind(mnb,fst,v,pval),3))
bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3)
names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF")
#--Then combine the diagnostics we collected--
dng<-data.frame(dng)
names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd",
"R2:final model","R2:IV(distance)","R2:IV(language)")
r2<-apply(dng[,7:9],2,mean)
adng<-dng[,1:6]
mdm<-apply(adng,2,mean)
vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1)
aa<-4*mdm^2-2*vrd
aa[which(aa<0)]<-0
rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5)
vd<-(nimp-1)*(1+rd^(-1))^2
Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd)
#-All chi-sq we collected have df=1-------
pvald<-pf(Dm,1,vd,lower.tail=FALSE)
ccc<-data.frame(round(cbind(Dm,vd,pvald),3))
names(ccc)<-c("Fstat","df","pvalue")
bbb
r2
ccc
#Corrected to publication version with depvarname
#--write results to csv file for perusal in spreadsheet--
write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE)
write.csv(bbb,file="OLSresults.csv",append=TRUE)
write.csv(r2,file="OLSresults.csv",append=TRUE)
write.csv(ccc,file="OLSresults.csv",append=TRUE)
B| RESULTS!!!
.id .imp valchild femsubs foodscarc ndrymonth exogamy ncmallow superjh
1 1 1 20 4 3 12 5 3 2
2 2 1 28 4 4 7 4 8 1
3 3 1 28 5 4 7 5 5 3
4 4 1 20 4 1 6 3 8 4
5 5 1 28 5 1 4 5 3 3
6 6 1 32 7 1 6 4 3 4
moralgods fempower sexratio marrtrans himilexp wagelabor migr nuclearfam
1 1 6 2 8 1 1 0 1
2 3 6 2 14 0 1 0 0
3 1 5 1 12 0 3 1 0
4 2 6 2 12 1 1 1 0
5 2 5 3 12 1 1 1 0
6 2 7 2 10 0 1 0 0
pctFemPolyg socname socID cultints roots cereals gath hunt fish anim
1 12 Nama Hottentot 1 1 0 0 1 3 1 5
2 19 Kung Bushmen 2 1 0 0 8 2 0 0
3 66 Thonga 3 3 0 1 0 1 1 3
4 54 Lozi 4 5 0 1 1 2 1 2
5 45 Mbundu 5 3 0 1 1 1 1 2
6 41 Suku 6 3 1 0 1 2 1 0
pigs milk plow bovines tree foodtrade ecorich popdens pathstress CVrain
1 0 1 0 1 0 5 2 1 8 5.4952936
2 0 0 0 0 0 0 2 1 10 1.2035850
3 0 1 0 1 0 5 5 5 11 0.3019896
4 0 1 0 1 0 5 5 3 16 0.3315805
5 0 0 0 1 0 0 5 3 15 0.1832097
6 0 0 0 0 0 5 5 3 18 0.0825547
rain temp AP1 AP2 famsize settype localjh money brideprice
1 1 7 12 3 2 1 1 1 0
2 1 7 20 4 4 1 2 1 0
3 1 2 16 4 5 7 1 3 1
4 1 2 21 6 2 3 1 1 0
5 1 2 19 4 2 7 2 4 1
6 1 2 18 2 4 7 2 4 1
> tail(impdat)
.id .imp valchild femsubs foodscarc ndrymonth exogamy ncmallow superjh
1855 181 10 16 4 1 0 3 5 1
1856 182 10 10 2 4 2 3 2 1
1857 183 10 20 3 1 0 3 8 1
1858 184 10 30 3 4 10 4 4 1
1859 185 10 28 1 1 8 3 1 1
1860 186 10 36 6 1 0 5 8 1
moralgods fempower sexratio marrtrans himilexp wagelabor migr nuclearfam
1855 2 6 3 18 0 1 0 1
1856 2 7 2 18 0 1 0 0
1857 1 6 1 12 0 3 0 1
1858 3 6 2 12 1 2 1 0
1859 2 5 2 10 0 1 0 0
1860 4 7 2 14 0 1 1 1
pctFemPolyg socname socID cultints roots cereals gath hunt fish anim
1855 80 Cayua 181 3 1 0 2 2 1 0
1856 6 Lengua 182 2 1 0 2 5 2 0
1857 10 Abipon 183 1 0 0 2 6 1 1
1858 10 Mapuche 184 5 0 1 1 0 1 2
1859 2 Tehuelche 185 1 0 0 2 7 1 0
1860 10 Yahgan 186 1 0 0 1 2 7 0
pigs milk plow bovines tree foodtrade ecorich popdens pathstress CVrain
1855 0 0 0 0 0 0 4 1 12 0.1182235
1856 0 0 0 0 0 0 4 1 11 0.2388077
1857 0 0 0 0 0 0 4 1 12 0.1240110
1858 0 1 0 1 0 5 4 4 8 0.5305867
1859 0 0 0 0 0 5 2 1 7 3.7490359
1860 0 0 0 0 0 0 4 1 7 0.3865824
rain temp AP1 AP2 famsize settype localjh money brideprice
1855 1 3 20 4 4 7 1 1 0
1856 1 3 19 4 4 1 2 1 0
1857 1 3 17 2 2 1 1 1 1
1858 3 3 20 4 2 6 3 3 1
1859 2 7 10 0 4 1 2 1 0
1860 4 4 14 3 2 1 1 1 0
>
> #--impdat is saved as an R-format data file--
> save(impdat,file="impdat.Rdata")
>
>
>
> Program 2
Error: unexpected numeric constant in " Program 2"
> #MI--estimate model with network-lagged dependent variables, combine results
> rm(list=ls(all=TRUE))
> #--Set path to your directory with data and program--
> setwd("C:/My Documents/MI")
> options(echo=TRUE)
>
> #--need these packages for estimation and diagnostics--
> library(foreign)
> library(spdep)
> library(car)
> library(lmtest)
> library(sandwich)
>
> #-----------------------------
> #--Read in data, rearrange----
> #-----------------------------
>
> #--Read in original SCCS data---
> load("SCCS.Rdata",.GlobalEnv)
> #--Read in two weight matrices--
> ll<-as.matrix(read.dta("langwm.dta")[,-1])
> dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
> #--Read in the imputed dataset---
> load("impdat.Rdata",.GlobalEnv)
>
> #HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
> #--create dep.varb. you wish to use from SCCS data--
A| GOOD START HERE FOR OTHER PROJECTS Expanded xR to full xUR- ALL indvars w/ depvar="rape"
Program 1 --> Program 2
#MI--make the imputed datasets
#--change the following path to the directory with your data and program--
setwd("C:/My Documents/MI")
rm(list=ls(all=TRUE))
options(echo=TRUE)
#--you need the following two packages--you must install them first--
library(foreign)
library(mice)
library(tripak)
library(zoo)
library(sp)
library(maptools)
library(spam)
#--To find the citation for a package, use this function:---
citation("mice")
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in auxiliary variables---
load("vaux.Rdata",.GlobalEnv)
row.names(vaux)<-NULL
#--Read in the SCCS dataset---
load("SCCS.Rdata",.GlobalEnv)
#--look at first 6 rows of vaux--
head(vaux)
#--look at field names of vaux--
names(vaux)
#--check to see that rows are properly aligned in the two datasets--
#--sum should equal 186---
sum((SCCS$socname==vaux$socname)*1)
#--remove the society name field--
vaux<-vaux[,-28]
names(vaux)
#--Two nominal variables: brg and rlg----
#--brg: consolidated Burton Regions-----
#0 = (rest of world) circumpolar, South and Meso-America, west North America
#1 = Subsaharan Africa
#2 = Middle Old World
#3 = Southeast Asia, Insular Pacific, Sahul
#4 = Eastern Americas
#--rlg: Religion---
#'0 (no world religion)'
#'1 (Christianity)'
#'2 (Islam)'
#'3 (Hindu/Buddhist)'
#--check to see number of missing values in vaux,
#--whether variables are numeric,
#--and number of discrete values for each variable---
vvn<-names(vaux)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(vaux[,vvn[i]])))
numeric<-is.numeric(vaux[,vvn[i]])
numDiscrVals<-length(table(vaux[,vvn[i]]))
pp<-rbind(pp,cbind(data.frame(numeric),nmiss,numDiscrVals))
}
row.names(pp)<-vvn
pp
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--extract variables to be used from SCCS, put in dataframe fx--
fx<-data.frame(
socname=SCCS$socname,socID=SCCS$"sccs#",
valchild=(SCCS$v473+SCCS$v474+SCCS$v475+SCCS$v476),
dateobs=SCCS$v838,cultints=SCCS$v232,roots=(SCCS$v233==5)*1,
cereals=(SCCS$v233==6)*1,gath=SCCS$v203,hunt=SCCS$v204,
fish=SCCS$v205,anim=SCCS$v206,femsubs=SCCS$v890,
pigs=(SCCS$v244==2)*1,milk=(SCCS$v245>1)*1,plow=(SCCS$v243>1)*1,
bovines=(SCCS$v244==7)*1,tree=(SCCS$v233==4)*1,
foodtrade=SCCS$v819,foodscarc=SCCS$v1685,
ecorich=SCCS$v857,popdens=SCCS$v156,pathstress=SCCS$v1260,
CVrain=SCCS$v1914/SCCS$v1913,rain=SCCS$v854,temp=SCCS$v855,
AP1=SCCS$v921,AP2=SCCS$v928,ndrymonth=SCCS$v196,
exogamy=SCCS$v72,ncmallow=SCCS$v227, ### famsize=SCCS$v80,
settype=SCCS$v234,localjh=(SCCS$v236-1),superjh=SCCS$v237,
moralgods=SCCS$v238,fempower=SCCS$v663,
sexratio=1+(SCCS$v1689>85)+(SCCS$v1689>115),
war=SCCS$v1648,himilexp=(SCCS$v899==1)*1,
money=SCCS$v155,wagelabor=SCCS$v1732,
migr=(SCCS$v677==2)*1,brideprice=(SCCS$v208==1)*1,
nuclearfam=(SCCS$v210<=3)*1,pctFemPolyg=SCCS$v872,
nonmatrel=SCCS$v52,lrgfam=SCCS$v68,malesexag=SCCS$v175,
segadlboys=SCCS$v242,agrlateboy=SCCS$v300) ###ADDED
#--look at first 6 rows of fx--
head(fx)
#--check to see number of missing values--
#--also check whether numeric--
vvn<-names(fx)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(fx[,vvn[i]])))
numeric<-is.numeric(fx[,vvn[i]])
pp<-rbind(pp,cbind(nmiss,data.frame(numeric)))
}
row.names(pp)<-vvn
pp
#--identify variables with missing values--
z<-which(pp[,1]>0)
zv1<-vvn[z]
zv1
#--identify variables with non-missing values--
z<-which(pp[,1]==0)
zv2<-vvn[z]
zv2
#-----------------------------
#----Multiple imputation------
#-----------------------------
#--number of imputed data sets to create--
nimp<-10
#--one at a time, loop through those variables with missing values--
for (i in 1:length(zv1)){
#--attach the imputand to the auxiliary data--
zxx<-data.frame(cbind(vaux,fx[,zv1[i]]))
#--in the following line, the imputation is done--
aqq<-complete(mice(zxx,maxit=100,m=nimp),action="long")
#--during first iteration of the loop, create dataframe impdat--
if (i==1){
impdat<-data.frame(aqq[,c(".id",".imp")])
}
#--the imputand is placed as a field in impdat and named--
impdat<-cbind(impdat,data.frame(aqq[,NCOL(zxx)]))
names(impdat)[NCOL(impdat)]<-zv1[i]
}
#--now the non-missing variables are attached to impdat--
gg<-NULL
for (i in 1:nimp){
gg<-rbind(gg,data.frame(fx[,zv2]))
}
impdat<-cbind(impdat,gg)
#--take a look at the top 6 and bottom 6 rows of impdat--
head(impdat)
tail(impdat)
#--impdat is saved as an R-format data file--
save(impdat,file="impdat.Rdata")
Program 2
#MI--estimate model with network-lagged dependent variables, combine results
rm(list=ls(all=TRUE))
#--Set path to your directory with data and program--
setwd("C:/My Documents/MI")
options(echo=TRUE)
#--need these packages for estimation and diagnostics--
library(foreign)
library(spdep)
library(car)
library(lmtest)
library(sandwich)
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in original SCCS data---
load("SCCS.Rdata",.GlobalEnv)
#--Read in two weight matrices--
ll<-as.matrix(read.dta("langwm.dta")[,-1])
dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
#--Read in the imputed dataset---
load("impdat.Rdata",.GlobalEnv)
#HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
#--create dep.varb. you wish to use from SCCS data--
#--Here we sum variables measuring how much a society values children--
#--can replace "sum" with "max"
###depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
depvar<-SCCS$v667###NEW
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
###depvarname<-"childvar"
depvarname<-"rape"
#--can add additional SCCS variable, but only if it has no missing values---
#dateobs<-SCCS$v838
#dateobs<-dateobs[zdv]
#--look at frequencies and quartiles for the dep. varb.--
summary(depvar)
table(depvar)
#--modify weight matrices---
#--set diagonal equal to zeros--
diag(ll)<-0
diag(dd)<-0
#--use only obs. where dep. varb. non-missing--
ll<-ll[zdv,zdv]
dd<-dd[zdv,zdv]
#--row standardize (rows sum to one)
ll<-ll/rowSums(ll)
dd<-dd/rowSums(dd)
#--make weight matrix object for later autocorrelation test--
wmatll<-mat2listw(as.matrix(ll))
wmatdd<-mat2listw(as.matrix(dd))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
indpv<-c("femsubs","foodscarc","exogamy","ncmallow","superjh","moralgods",
"fempower","sexratio","war","himilexp","wagelabor","settype", #1# "famsize",
"localjh","money","cultints","roots","cereals","gath","hunt","fish",
"anim","pigs","milk","plow","bovines","tree","foodtrade","dateobs",
"ndrymonth","ecorich","popdens","pathstress","CVrain","rain",
"temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg",
"nonmatrel","lrgfam","malesexag","segadlboys","agrlateboy") ###ADDED
#-----------------------------------------------------
#---Estimate model on each imputed dataset------------
#-----------------------------------------------------
#--number of imputed datasets--
nimp<-10
#--will append values to these empty objects--
vif<-NULL
ss<-NULL
beta<-NULL
dng<-NULL
#--loop through the imputed datasets--
for (i in 1:nimp){
#--select the ith imputed dataset--
m9<-impdat[which(impdat$.imp==i),]
#--retain only obs. for which dep. varb. is nonmissing--
m9<-m9[zdv,]
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--create spatially lagged dep. varbs. in stage 1 OLS--
y<-as.matrix(depvar)
xx<-as.matrix(m9[,indpv])
#--for instruments we use the spatial lag of our indep. varbs.--
#--First, the spatially lagged varb. for distance--
xdy<-dd%*%xx
cyd<-dd%*%y
o<-lm(cyd~xdy)
#--the fitted value is our instrumental variable--
fydd<-fitted(o)
#--keep R2 from this regression--
dr2<-summary(o)$r.squared
#--Then, the spatially lagged varb. for language--
xly<-ll%*%xx
cyl<-ll%*%y
o<-lm(cyl~xly)
#--the fitted value is our instrumental variable--
fyll<-fitted(o)
#--keep R2 from this regression--
lr2<-summary(o)$r.squared
m9<-cbind(m9,fydd,fyll)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of unrestricted model--
xUR<-lm(depvar~fyll+fydd+dateobs+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
ecorich+popdens+pathstress+exogamy+ncmallow+ ### famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg+
nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy,data=m9) ###ADDED
#MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of restricted model-- ###xR<-lm(depvar ~ fyll + cultints + roots + fish + ### exogamy + settype + femsubs, data = m9) xR<-lm(depvar~fyll+fydd+dateobs+ cultints+roots+cereals+gath+plow+ hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ +ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ settype+localjh+superjh+moralgods+fempower+femsubs+ sexratio+war+himilexp+money+wagelabor+ migr+brideprice+nuclearfam+pctFemPolyg +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy , data = m9) ###ADDED
#--corrected sigma2 and R2 for 2SLS--
qxx<-m9
qxx[,"fydd"]<-cyd
qxx[,"fyll"]<-cyl
b<-coef(xR)
incpt<-matrix(1,NROW(qxx),1)
x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]]))
e<-y-x%*%as.matrix(b)
cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x)))
cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2))
#--collect coefficients and their variances--
ov<-summary(xR)
vif<-rbind(vif,vif(xR))
ss<-rbind(ss,diag(ov$cov*cs2))
#--collect robust coef. variances when there is heteroskedasticity--
#eb<-e^2
#x<-as.matrix(cbind(incpt,m9[,names(b)[-1]]))
#hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x)
#ss<-rbind(ss,diag(hcm))
beta<-rbind(beta,coef(xR))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--collect some model diagnostics--
dropt<-c("cereals","gath","plow","hunt","anim","dateobs",
"pigs","milk","bovines","foodscarc","ecorich","localjh", #1# "famsize",
"superjh","moralgods","fempower","sexratio","money",
"fydd","wagelabor","war","himilexp","tree","foodtrade")
#--Ramsey RESET test--
p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE)
#--Wald test (H0: dropped variables have coefficient equal zero)--
o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2]
p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue
#--Heteroskedasticity test (H0: homoskedastic residuals)--
p3<-ncv.test(xR)$ChiSquare
#--Shapiro-Wilke normality test (H0: residuals normal)
p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE)
#--LaGrange Multiplier test for spatial autocorrelation: language--
o<-lm.LMtests(xR, wmatll, test=c("LMlag"))
p5<-as.numeric(o$LMlag$statistic)
#--LaGrange Multiplier test for spatial autocorrelation: distance--
o<-lm.LMtests(xR, wmatdd, test=c("LMlag"))
p6<-as.numeric(o$LMlag$statistic)
#--model R2--
p7<-cr2
dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2))
}
#--------------------------------------------
#--Rubin's formulas for combining estimates--
#--------------------------------------------
#--first find final regr. coefs. and p-values--
mnb<-apply(beta,2,mean)
vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1)
mnv<-apply(ss,2,mean)
vrT<-mnv+vrb*(1-nimp^(-1))
fst<-mnb^2/vrT
r<-(1+nimp^(-1))*vrb/mnv
v<-(nimp-1)*(1+r^(-1))^2
pval<-pf(fst,1,v,lower.tail=FALSE)
bbb<-data.frame(round(cbind(mnb,fst,v,pval),3))
bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3)
names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF")
#--Then combine the diagnostics we collected--
dng<-data.frame(dng)
names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd",
"R2:final model","R2:IV(distance)","R2:IV(language)")
r2<-apply(dng[,7:9],2,mean)
adng<-dng[,1:6]
mdm<-apply(adng,2,mean)
vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1)
aa<-4*mdm^2-2*vrd
aa[which(aa<0)]<-0
rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5)
vd<-(nimp-1)*(1+rd^(-1))^2
Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd)
#-All chi-sq we collected have df=1-------
pvald<-pf(Dm,1,vd,lower.tail=FALSE)
ccc<-data.frame(round(cbind(Dm,vd,pvald),3))
names(ccc)<-c("Fstat","df","pvalue")
bbb
r2
ccc
#Corrected to publication version with depvarname
#--write results to csv file for perusal in spreadsheet--
write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE)
write.csv(bbb,file="OLSresults.csv",append=TRUE)
write.csv(r2,file="OLSresults.csv",append=TRUE)
write.csv(ccc,file="OLSresults.csv",append=TRUE)
A| GOOD START HERE FOR OTHER PROJECTS Expanded xR to full xUR- ALL indvars w/ depvar="mar_arr"
Program 1 --> Program 2
#MI--make the imputed datasets
#--change the following path to the directory with your data and program--
setwd("C:/My Documents/MI")
rm(list=ls(all=TRUE))
options(echo=TRUE)
#--you need the following two packages--you must install them first--
library(foreign)
library(mice)
library(tripak)
library(zoo)
library(sp)
library(maptools)
library(spam)
#--To find the citation for a package, use this function:---
citation("mice")
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in auxiliary variables---
load("vaux.Rdata",.GlobalEnv)
row.names(vaux)<-NULL
#--Read in the SCCS dataset---
load("SCCS.Rdata",.GlobalEnv)
#--look at first 6 rows of vaux--
head(vaux)
#--look at field names of vaux--
names(vaux)
#--check to see that rows are properly aligned in the two datasets--
#--sum should equal 186---
sum((SCCS$socname==vaux$socname)*1)
#--remove the society name field--
vaux<-vaux[,-28]
names(vaux)
#--Two nominal variables: brg and rlg----
#--brg: consolidated Burton Regions-----
#0 = (rest of world) circumpolar, South and Meso-America, west North America
#1 = Subsaharan Africa
#2 = Middle Old World
#3 = Southeast Asia, Insular Pacific, Sahul
#4 = Eastern Americas
#--rlg: Religion---
#'0 (no world religion)'
#'1 (Christianity)'
#'2 (Islam)'
#'3 (Hindu/Buddhist)'
#--check to see number of missing values in vaux,
#--whether variables are numeric,
#--and number of discrete values for each variable---
vvn<-names(vaux)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(vaux[,vvn[i]])))
numeric<-is.numeric(vaux[,vvn[i]])
numDiscrVals<-length(table(vaux[,vvn[i]]))
pp<-rbind(pp,cbind(data.frame(numeric),nmiss,numDiscrVals))
}
row.names(pp)<-vvn
pp
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--extract variables to be used from SCCS, put in dataframe fx--
fx<-data.frame(
socname=SCCS$socname,socID=SCCS$"sccs#",
valchild=(SCCS$v473+SCCS$v474+SCCS$v475+SCCS$v476),
dateobs=SCCS$v838,cultints=SCCS$v232,roots=(SCCS$v233==5)*1,
cereals=(SCCS$v233==6)*1,gath=SCCS$v203,hunt=SCCS$v204,
fish=SCCS$v205,anim=SCCS$v206,femsubs=SCCS$v890,
pigs=(SCCS$v244==2)*1,milk=(SCCS$v245>1)*1,plow=(SCCS$v243>1)*1,
bovines=(SCCS$v244==7)*1,tree=(SCCS$v233==4)*1,
foodtrade=SCCS$v819,foodscarc=SCCS$v1685,
ecorich=SCCS$v857,popdens=SCCS$v156,pathstress=SCCS$v1260,
CVrain=SCCS$v1914/SCCS$v1913,rain=SCCS$v854,temp=SCCS$v855,
AP1=SCCS$v921,AP2=SCCS$v928,ndrymonth=SCCS$v196,
exogamy=SCCS$v72,ncmallow=SCCS$v227, ### famsize=SCCS$v80,
settype=SCCS$v234,localjh=(SCCS$v236-1),superjh=SCCS$v237,
moralgods=SCCS$v238,fempower=SCCS$v663,
sexratio=1+(SCCS$v1689>85)+(SCCS$v1689>115),
war=SCCS$v1648,himilexp=(SCCS$v899==1)*1,
money=SCCS$v155,wagelabor=SCCS$v1732,
migr=(SCCS$v677==2)*1,brideprice=(SCCS$v208==1)*1,
nuclearfam=(SCCS$v210<=3)*1,pctFemPolyg=SCCS$v872,
nonmatrel=SCCS$v52,lrgfam=SCCS$v68,malesexag=SCCS$v175,
segadlboys=SCCS$v242,agrlateboy=SCCS$v300) ###ADDED
#--look at first 6 rows of fx--
head(fx)
#--check to see number of missing values--
#--also check whether numeric--
vvn<-names(fx)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(fx[,vvn[i]])))
numeric<-is.numeric(fx[,vvn[i]])
pp<-rbind(pp,cbind(nmiss,data.frame(numeric)))
}
row.names(pp)<-vvn
pp
#--identify variables with missing values--
z<-which(pp[,1]>0)
zv1<-vvn[z]
zv1
#--identify variables with non-missing values--
z<-which(pp[,1]==0)
zv2<-vvn[z]
zv2
#-----------------------------
#----Multiple imputation------
#-----------------------------
#--number of imputed data sets to create--
nimp<-10
#--one at a time, loop through those variables with missing values--
for (i in 1:length(zv1)){
#--attach the imputand to the auxiliary data--
zxx<-data.frame(cbind(vaux,fx[,zv1[i]]))
#--in the following line, the imputation is done--
aqq<-complete(mice(zxx,maxit=100,m=nimp),action="long")
#--during first iteration of the loop, create dataframe impdat--
if (i==1){
impdat<-data.frame(aqq[,c(".id",".imp")])
}
#--the imputand is placed as a field in impdat and named--
impdat<-cbind(impdat,data.frame(aqq[,NCOL(zxx)]))
names(impdat)[NCOL(impdat)]<-zv1[i]
}
#--now the non-missing variables are attached to impdat--
gg<-NULL
for (i in 1:nimp){
gg<-rbind(gg,data.frame(fx[,zv2]))
}
impdat<-cbind(impdat,gg)
#--take a look at the top 6 and bottom 6 rows of impdat--
head(impdat)
tail(impdat)
#--impdat is saved as an R-format data file--
save(impdat,file="impdat.Rdata")
Program 2
#MI--estimate model with network-lagged dependent variables, combine results
rm(list=ls(all=TRUE))
#--Set path to your directory with data and program--
setwd("C:/My Documents/MI")
options(echo=TRUE)
#--need these packages for estimation and diagnostics--
library(foreign)
library(spdep)
library(car)
library(lmtest)
library(sandwich)
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in original SCCS data---
load("SCCS.Rdata",.GlobalEnv)
#--Read in two weight matrices--
ll<-as.matrix(read.dta("langwm.dta")[,-1])
dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
#--Read in the imputed dataset---
load("impdat.Rdata",.GlobalEnv)
#HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
#--create dep.varb. you wish to use from SCCS data--
#--Here we sum variables measuring how much a society values children--
#--can replace "sum" with "max"
###depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
depvar<-SCCS$v740###NEW
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
###depvarname<-"childvar"
depvarname<-"fam_arr"
#--can add additional SCCS variable, but only if it has no missing values---
#dateobs<-SCCS$v838
#dateobs<-dateobs[zdv]
#--look at frequencies and quartiles for the dep. varb.--
summary(depvar)
table(depvar)
#--modify weight matrices---
#--set diagonal equal to zeros--
diag(ll)<-0
diag(dd)<-0
#--use only obs. where dep. varb. non-missing--
ll<-ll[zdv,zdv]
dd<-dd[zdv,zdv]
#--row standardize (rows sum to one)
ll<-ll/rowSums(ll)
dd<-dd/rowSums(dd)
#--make weight matrix object for later autocorrelation test--
wmatll<-mat2listw(as.matrix(ll))
wmatdd<-mat2listw(as.matrix(dd))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
indpv<-c("femsubs","foodscarc","exogamy","ncmallow","superjh","moralgods",
"fempower","sexratio","war","himilexp","wagelabor","settype", #1# "famsize",
"localjh","money","cultints","roots","cereals","gath","hunt","fish",
"anim","pigs","milk","plow","bovines","tree","foodtrade","dateobs",
"ndrymonth","ecorich","popdens","pathstress","CVrain","rain",
"temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg",
"nonmatrel","lrgfam","malesexag","segadlboys","agrlateboy") ###ADDED
#-----------------------------------------------------
#---Estimate model on each imputed dataset------------
#-----------------------------------------------------
#--number of imputed datasets--
nimp<-10
#--will append values to these empty objects--
vif<-NULL
ss<-NULL
beta<-NULL
dng<-NULL
#--loop through the imputed datasets--
for (i in 1:nimp){
#--select the ith imputed dataset--
m9<-impdat[which(impdat$.imp==i),]
#--retain only obs. for which dep. varb. is nonmissing--
m9<-m9[zdv,]
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--create spatially lagged dep. varbs. in stage 1 OLS--
y<-as.matrix(depvar)
xx<-as.matrix(m9[,indpv])
#--for instruments we use the spatial lag of our indep. varbs.--
#--First, the spatially lagged varb. for distance--
xdy<-dd%*%xx
cyd<-dd%*%y
o<-lm(cyd~xdy)
#--the fitted value is our instrumental variable--
fydd<-fitted(o)
#--keep R2 from this regression--
dr2<-summary(o)$r.squared
#--Then, the spatially lagged varb. for language--
xly<-ll%*%xx
cyl<-ll%*%y
o<-lm(cyl~xly)
#--the fitted value is our instrumental variable--
fyll<-fitted(o)
#--keep R2 from this regression--
lr2<-summary(o)$r.squared
m9<-cbind(m9,fydd,fyll)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of unrestricted model--
xUR<-lm(depvar~fyll+fydd+dateobs+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
ecorich+popdens+pathstress+exogamy+ncmallow+ ### famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg+
nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy,data=m9) ###ADDED
#MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of restricted model-- ###xR<-lm(depvar ~ fyll + cultints + roots + fish + ### exogamy + settype + femsubs, data = m9) xR<-lm(depvar~fyll+fydd+dateobs+ cultints+roots+cereals+gath+plow+ hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ +ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ settype+localjh+superjh+moralgods+fempower+femsubs+ sexratio+war+himilexp+money+wagelabor+ migr+brideprice+nuclearfam+pctFemPolyg +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy , data = m9) ###ADDED
#--corrected sigma2 and R2 for 2SLS--
qxx<-m9
qxx[,"fydd"]<-cyd
qxx[,"fyll"]<-cyl
b<-coef(xR)
incpt<-matrix(1,NROW(qxx),1)
x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]]))
e<-y-x%*%as.matrix(b)
cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x)))
cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2))
#--collect coefficients and their variances--
ov<-summary(xR)
vif<-rbind(vif,vif(xR))
ss<-rbind(ss,diag(ov$cov*cs2))
#--collect robust coef. variances when there is heteroskedasticity--
#eb<-e^2
#x<-as.matrix(cbind(incpt,m9[,names(b)[-1]]))
#hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x)
#ss<-rbind(ss,diag(hcm))
beta<-rbind(beta,coef(xR))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--collect some model diagnostics--
dropt<-c("cereals","gath","plow","hunt","anim","dateobs",
"pigs","milk","bovines","foodscarc","ecorich","localjh", #1# "famsize",
"superjh","moralgods","fempower","sexratio","money",
"fydd","wagelabor","war","himilexp","tree","foodtrade")
#--Ramsey RESET test--
p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE)
#--Wald test (H0: dropped variables have coefficient equal zero)--
o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2]
p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue
#--Heteroskedasticity test (H0: homoskedastic residuals)--
p3<-ncv.test(xR)$ChiSquare
#--Shapiro-Wilke normality test (H0: residuals normal)
p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE)
#--LaGrange Multiplier test for spatial autocorrelation: language--
o<-lm.LMtests(xR, wmatll, test=c("LMlag"))
p5<-as.numeric(o$LMlag$statistic)
#--LaGrange Multiplier test for spatial autocorrelation: distance--
o<-lm.LMtests(xR, wmatdd, test=c("LMlag"))
p6<-as.numeric(o$LMlag$statistic)
#--model R2--
p7<-cr2
dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2))
}
#--------------------------------------------
#--Rubin's formulas for combining estimates--
#--------------------------------------------
#--first find final regr. coefs. and p-values--
mnb<-apply(beta,2,mean)
vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1)
mnv<-apply(ss,2,mean)
vrT<-mnv+vrb*(1-nimp^(-1))
fst<-mnb^2/vrT
r<-(1+nimp^(-1))*vrb/mnv
v<-(nimp-1)*(1+r^(-1))^2
pval<-pf(fst,1,v,lower.tail=FALSE)
bbb<-data.frame(round(cbind(mnb,fst,v,pval),3))
bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3)
names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF")
#--Then combine the diagnostics we collected--
dng<-data.frame(dng)
names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd",
"R2:final model","R2:IV(distance)","R2:IV(language)")
r2<-apply(dng[,7:9],2,mean)
adng<-dng[,1:6]
mdm<-apply(adng,2,mean)
vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1)
aa<-4*mdm^2-2*vrd
aa[which(aa<0)]<-0
rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5)
vd<-(nimp-1)*(1+rd^(-1))^2
Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd)
#-All chi-sq we collected have df=1-------
pvald<-pf(Dm,1,vd,lower.tail=FALSE)
ccc<-data.frame(round(cbind(Dm,vd,pvald),3))
names(ccc)<-c("Fstat","df","pvalue")
bbb
r2
ccc
#Corrected to publication version with depvarname
#--write results to csv file for perusal in spreadsheet--
write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE)
write.csv(bbb,file="OLSresults.csv",append=TRUE)
write.csv(r2,file="OLSresults.csv",append=TRUE)
write.csv(ccc,file="OLSresults.csv",append=TRUE)
B| Good Results
740. Marriage Arrangements (Female)
35 . = Missing data
12 1 = Individual selects and/or courts partner autonomously:
approval by parents or others unnecessary
40 2 = Individual selects and/or courts partner authonomously:
parental, kin, and/or community approval necessary
or highly desireable
4 3 = Individual suggests partner to parents or others;
arrangements for courtship or marriage then proceed
if choice is approved
OR parents ask approval of individuals to initiate
a match
OR individual is approached by parent or others on
behalf of suitor and can accept or reject the match
27 4 = Individual choice and arranged marriages are
alternatives
35 5 = Parents choose partner: individual can object
33 6 = Parents choose partner: individual cannot easily
object or rarely objects in fact
> bbb
coef Fstat ddf pvalue VIF
(Intercept) 0.659 0.013 596.315 0.909 NA
fyll 1.083 0.839 666.037 0.360 2.499
fydd -0.214 0.101 717.302 0.751 2.778
dateobs -0.001 1.092 1493.955 0.296 1.450
cultints 0.316 2.980 4523.850 0.084 5.682 <-- close
roots -0.639 0.632 1689.992 0.427 5.895
cereals -1.567 3.925 8010.649 0.048 9.040 <-- significant
gath 0.148 0.903 3537.236 0.342 3.146
plow 0.060 0.008 9095.234 0.928 3.439
hunt -0.116 0.421 15888.612 0.517 6.160
fish 0.036 0.069 2939.733 0.793 3.527
anim 0.139 0.775 20701.768 0.379 5.695
pigs -0.238 0.169 896.278 0.681 2.681
milk -0.975 2.182 426.180 0.140 4.511
bovines 0.850 1.677 1555.312 0.195 5.270
tree -0.365 0.139 2290.526 0.709 3.958
foodtrade 0.022 1.695 4058.163 0.193 1.765
foodscarc 0.002 0.000 85.497 0.986 1.424
ecorich -0.068 0.190 1257.310 0.663 2.076
popdens -0.263 2.519 3448.404 0.113 3.947
pathstress -0.032 0.291 1729.590 0.590 2.828
exogamy 0.221 2.624 1035.425 0.106 1.541 <--close
ncmallow -0.016 0.051 836.707 0.821 1.711
settype 0.087 0.490 1081.303 0.484 4.814
localjh 0.404 1.514 928.159 0.219 2.054
superjh 0.069 0.113 1148.963 0.737 3.202
moralgods 0.156 0.819 536.541 0.366 2.211
fempower -0.136 2.063 411.225 0.152 1.526
femsubs -0.172 1.833 1813.909 0.176 1.889
sexratio -0.162 0.197 33.968 0.660 1.589
war 0.005 0.026 177.670 0.873 1.976
himilexp -0.178 0.244 1219.469 0.621 1.720
money 0.017 0.014 1437.071 0.906 2.585
wagelabor -0.027 0.009 29.054 0.925 1.791
migr 0.001 0.000 62.654 0.998 1.721
brideprice 0.380 0.655 733.055 0.419 2.720
nuclearfam 0.311 0.389 338.098 0.533 2.773
pctFemPolyg 0.019 6.354 199.049 0.012 2.124 <-- significant
nonmatrel 0.097 0.153 100.504 0.697 1.644
lrgfam 0.024 0.155 2060.069 0.694 2.698
malesexag 0.001 0.000 53.640 0.992 1.628
segadlboys -0.096 0.525 427.013 0.469 1.606
agrlateboy 0.190 3.267 97.330 0.074 1.724 <-- close
> r2
R2:final model R2:IV(distance) R2:IV(language)
0.3735736 0.9101640 0.9012827
> ccc
Fstat df pvalue
RESET 1.167 392.140 0.281
Wald on restrs. 2.098 317.314 0.148
NCV 0.060 840.607 0.806
SWnormal 2.014 1534.979 0.156
lagll 2.734 178750.663 0.098
lagdd 2.804 905118.375 0.094
A| after eliminating high VIFs and nonsignificant
DRW: Here's your error
+ #MODIFY THESE STATEMENTS FOR A NEW PROJECT + #--Stage 2 OLS estimate of restricted model-- + ###xR<-lm(depvar ~ fyll + cultints + roots + fish + + ### exogamy + settype + femsubs, data = m9) + xR<-lm(depvar~fyll+dateobs+ #1#fydd + cultints+cereals #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum + anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ Error: unexpected symbol in: " cultints+cereals #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum anim" Doug 10:27, 3 November 2009 (PST) You forgot the + after cereals NEXT ERROR: > #MODIFY THESE STATEMENTS FOR A NEW PROJECT > #--Stage 2 OLS estimate of restricted model-- > ###xR<-lm(depvar ~ fyll + cultints + roots + fish + > ### exogamy + settype + femsubs, data = m9) > xR<-lm(depvar~fyll+dateobs+ #1#fydd + cultints+cereals+ #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum + anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ + +ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ + settype+localjh+superjh+moralgods+fempower+femsubs+ + sexratio+war+himilexp+money+wagelabor+ + migr+brideprice+nuclearfam+pctFemPolyg + +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy + , data = m9) ###ADDED Error in inherits(x, "data.frame") : object "m9" not found Error: (DRW: extra + before ecorich RUN AGAIN AND LEARN HOW TO FIND AND COPY, SCAN, the first error
Program 1 --> Program 2
#MI--make the imputed datasets
#--change the following path to the directory with your data and program--
setwd("C:/My Documents/MI")
rm(list=ls(all=TRUE))
options(echo=TRUE)
#--you need the following two packages--you must install them first--
library(foreign)
library(mice)
library(tripak)
library(zoo)
library(sp)
library(maptools)
library(spam)
#--To find the citation for a package, use this function:---
citation("mice")
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in auxiliary variables---
load("vaux.Rdata",.GlobalEnv)
row.names(vaux)<-NULL
#--Read in the SCCS dataset---
load("SCCS.Rdata",.GlobalEnv)
#--look at first 6 rows of vaux--
head(vaux)
#--look at field names of vaux--
names(vaux)
#--check to see that rows are properly aligned in the two datasets--
#--sum should equal 186---
sum((SCCS$socname==vaux$socname)*1)
#--remove the society name field--
vaux<-vaux[,-28]
names(vaux)
#--Two nominal variables: brg and rlg----
#--brg: consolidated Burton Regions-----
#0 = (rest of world) circumpolar, South and Meso-America, west North America
#1 = Subsaharan Africa
#2 = Middle Old World
#3 = Southeast Asia, Insular Pacific, Sahul
#4 = Eastern Americas
#--rlg: Religion---
#'0 (no world religion)'
#'1 (Christianity)'
#'2 (Islam)'
#'3 (Hindu/Buddhist)'
#--check to see number of missing values in vaux,
#--whether variables are numeric,
#--and number of discrete values for each variable---
vvn<-names(vaux)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(vaux[,vvn[i]])))
numeric<-is.numeric(vaux[,vvn[i]])
numDiscrVals<-length(table(vaux[,vvn[i]]))
pp<-rbind(pp,cbind(data.frame(numeric),nmiss,numDiscrVals))
}
row.names(pp)<-vvn
pp
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--extract variables to be used from SCCS, put in dataframe fx--
fx<-data.frame(
socname=SCCS$socname,socID=SCCS$"sccs#",
valchild=(SCCS$v473+SCCS$v474+SCCS$v475+SCCS$v476),
dateobs=SCCS$v838,cultints=SCCS$v232,roots=(SCCS$v233==5)*1,
cereals=(SCCS$v233==6)*1,gath=SCCS$v203,hunt=SCCS$v204,
fish=SCCS$v205,anim=SCCS$v206,femsubs=SCCS$v890,
pigs=(SCCS$v244==2)*1,milk=(SCCS$v245>1)*1,plow=(SCCS$v243>1)*1,
bovines=(SCCS$v244==7)*1,tree=(SCCS$v233==4)*1,
foodtrade=SCCS$v819,foodscarc=SCCS$v1685,
ecorich=SCCS$v857,popdens=SCCS$v156,pathstress=SCCS$v1260,
CVrain=SCCS$v1914/SCCS$v1913,rain=SCCS$v854,temp=SCCS$v855,
AP1=SCCS$v921,AP2=SCCS$v928,ndrymonth=SCCS$v196,
exogamy=SCCS$v72,ncmallow=SCCS$v227, ### famsize=SCCS$v80,
settype=SCCS$v234,localjh=(SCCS$v236-1),superjh=SCCS$v237,
moralgods=SCCS$v238,fempower=SCCS$v663,
sexratio=1+(SCCS$v1689>85)+(SCCS$v1689>115),
war=SCCS$v1648,himilexp=(SCCS$v899==1)*1,
money=SCCS$v155,wagelabor=SCCS$v1732,
migr=(SCCS$v677==2)*1,brideprice=(SCCS$v208==1)*1,
nuclearfam=(SCCS$v210<=3)*1,pctFemPolyg=SCCS$v872,
nonmatrel=SCCS$v52,lrgfam=SCCS$v68,malesexag=SCCS$v175,
segadlboys=SCCS$v242,agrlateboy=SCCS$v300) ###ADDED
#--look at first 6 rows of fx--
head(fx)
#--check to see number of missing values--
#--also check whether numeric--
vvn<-names(fx)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(fx[,vvn[i]])))
numeric<-is.numeric(fx[,vvn[i]])
pp<-rbind(pp,cbind(nmiss,data.frame(numeric)))
}
row.names(pp)<-vvn
pp
#--identify variables with missing values--
z<-which(pp[,1]>0)
zv1<-vvn[z]
zv1
#--identify variables with non-missing values--
z<-which(pp[,1]==0)
zv2<-vvn[z]
zv2
#-----------------------------
#----Multiple imputation------
#-----------------------------
#--number of imputed data sets to create--
nimp<-10
#--one at a time, loop through those variables with missing values--
for (i in 1:length(zv1)){
#--attach the imputand to the auxiliary data--
zxx<-data.frame(cbind(vaux,fx[,zv1[i]]))
#--in the following line, the imputation is done--
aqq<-complete(mice(zxx,maxit=100,m=nimp),action="long")
#--during first iteration of the loop, create dataframe impdat--
if (i==1){
impdat<-data.frame(aqq[,c(".id",".imp")])
}
#--the imputand is placed as a field in impdat and named--
impdat<-cbind(impdat,data.frame(aqq[,NCOL(zxx)]))
names(impdat)[NCOL(impdat)]<-zv1[i]
}
#--now the non-missing variables are attached to impdat--
gg<-NULL
for (i in 1:nimp){
gg<-rbind(gg,data.frame(fx[,zv2]))
}
impdat<-cbind(impdat,gg)
#--take a look at the top 6 and bottom 6 rows of impdat--
head(impdat)
tail(impdat)
#--impdat is saved as an R-format data file--
save(impdat,file="impdat.Rdata")
Program 2
#MI--estimate model with network-lagged dependent variables, combine results
rm(list=ls(all=TRUE))
#--Set path to your directory with data and program--
setwd("C:/My Documents/MI")
options(echo=TRUE)
#--need these packages for estimation and diagnostics--
library(foreign)
library(spdep)
library(car)
library(lmtest)
library(sandwich)
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in original SCCS data---
load("SCCS.Rdata",.GlobalEnv)
#--Read in two weight matrices--
ll<-as.matrix(read.dta("langwm.dta")[,-1])
dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
#--Read in the imputed dataset---
load("impdat.Rdata",.GlobalEnv)
#HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
#--create dep.varb. you wish to use from SCCS data--
#--Here we sum variables measuring how much a society values children--
#--can replace "sum" with "max"
###depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
depvar<-SCCS$v740###NEW
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
###depvarname<-"childvar"
depvarname<-"fam_arr"
#--can add additional SCCS variable, but only if it has no missing values---
#dateobs<-SCCS$v838
#dateobs<-dateobs[zdv]
#--look at frequencies and quartiles for the dep. varb.--
summary(depvar)
table(depvar)
#--modify weight matrices---
#--set diagonal equal to zeros--
diag(ll)<-0
diag(dd)<-0
#--use only obs. where dep. varb. non-missing--
ll<-ll[zdv,zdv]
dd<-dd[zdv,zdv]
#--row standardize (rows sum to one)
ll<-ll/rowSums(ll)
dd<-dd/rowSums(dd)
#--make weight matrix object for later autocorrelation test--
wmatll<-mat2listw(as.matrix(ll))
wmatdd<-mat2listw(as.matrix(dd))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
indpv<-c("femsubs","foodscarc","exogamy","ncmallow","superjh","moralgods",
"fempower","sexratio","war","himilexp","wagelabor","settype", #1# "famsize",
"localjh","money","cultints","roots","cereals","gath","hunt","fish",
"anim","pigs","milk","plow","bovines","tree","foodtrade","dateobs",
"ndrymonth","ecorich","popdens","pathstress","CVrain","rain",
"temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg",
"nonmatrel","lrgfam","malesexag","segadlboys","agrlateboy") ###ADDED
#-----------------------------------------------------
#---Estimate model on each imputed dataset------------
#-----------------------------------------------------
#--number of imputed datasets--
nimp<-10
#--will append values to these empty objects--
vif<-NULL
ss<-NULL
beta<-NULL
dng<-NULL
#--loop through the imputed datasets--
for (i in 1:nimp){
#--select the ith imputed dataset--
m9<-impdat[which(impdat$.imp==i),]
#--retain only obs. for which dep. varb. is nonmissing--
m9<-m9[zdv,]
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--create spatially lagged dep. varbs. in stage 1 OLS--
y<-as.matrix(depvar)
xx<-as.matrix(m9[,indpv])
#--for instruments we use the spatial lag of our indep. varbs.--
#--First, the spatially lagged varb. for distance--
xdy<-dd%*%xx
cyd<-dd%*%y
o<-lm(cyd~xdy)
#--the fitted value is our instrumental variable--
fydd<-fitted(o)
#--keep R2 from this regression--
dr2<-summary(o)$r.squared
#--Then, the spatially lagged varb. for language--
xly<-ll%*%xx
cyl<-ll%*%y
o<-lm(cyl~xly)
#--the fitted value is our instrumental variable--
fyll<-fitted(o)
#--keep R2 from this regression--
lr2<-summary(o)$r.squared
m9<-cbind(m9,fydd,fyll)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of unrestricted model--
xUR<-lm(depvar~fyll+fydd+dateobs+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
ecorich+popdens+pathstress+exogamy+ncmallow+ ### famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg+
nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy,data=m9) ###ADDED
#MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of restricted model-- ###xR<-lm(depvar ~ fyll + cultints + roots + fish + ### exogamy + settype + femsubs, data = m9) xR<-lm(depvar~fyll+dateobs+ #1#fydd cultints+cereals+ #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ settype+localjh+superjh+moralgods+fempower+femsubs+ sexratio+war+himilexp+money+wagelabor+ migr+brideprice+nuclearfam+pctFemPolyg +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy , data = m9) ###ADDED
#--corrected sigma2 and R2 for 2SLS--
qxx<-m9
qxx[,"fydd"]<-cyd
qxx[,"fyll"]<-cyl
b<-coef(xR)
incpt<-matrix(1,NROW(qxx),1)
x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]]))
e<-y-x%*%as.matrix(b)
cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x)))
cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2))
#--collect coefficients and their variances--
ov<-summary(xR)
vif<-rbind(vif,vif(xR))
ss<-rbind(ss,diag(ov$cov*cs2))
#--collect robust coef. variances when there is heteroskedasticity--
#eb<-e^2
#x<-as.matrix(cbind(incpt,m9[,names(b)[-1]]))
#hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x)
#ss<-rbind(ss,diag(hcm))
beta<-rbind(beta,coef(xR))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--collect some model diagnostics--
dropt<-c("cereals","gath","plow","hunt","anim","dateobs",
"pigs","milk","bovines","foodscarc","ecorich","localjh", #1# "famsize",
"superjh","moralgods","fempower","sexratio","money",
"fydd","wagelabor","war","himilexp","tree","foodtrade")
#--Ramsey RESET test--
p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE)
#--Wald test (H0: dropped variables have coefficient equal zero)--
o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2]
p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue
#--Heteroskedasticity test (H0: homoskedastic residuals)--
p3<-ncv.test(xR)$ChiSquare
#--Shapiro-Wilke normality test (H0: residuals normal)
p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE)
#--LaGrange Multiplier test for spatial autocorrelation: language--
o<-lm.LMtests(xR, wmatll, test=c("LMlag"))
p5<-as.numeric(o$LMlag$statistic)
#--LaGrange Multiplier test for spatial autocorrelation: distance--
o<-lm.LMtests(xR, wmatdd, test=c("LMlag"))
p6<-as.numeric(o$LMlag$statistic)
#--model R2--
p7<-cr2
dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2))
}
#--------------------------------------------
#--Rubin's formulas for combining estimates--
#--------------------------------------------
#--first find final regr. coefs. and p-values--
mnb<-apply(beta,2,mean)
vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1)
mnv<-apply(ss,2,mean)
vrT<-mnv+vrb*(1-nimp^(-1))
fst<-mnb^2/vrT
r<-(1+nimp^(-1))*vrb/mnv
v<-(nimp-1)*(1+r^(-1))^2
pval<-pf(fst,1,v,lower.tail=FALSE)
bbb<-data.frame(round(cbind(mnb,fst,v,pval),3))
bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3)
names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF")
#--Then combine the diagnostics we collected--
dng<-data.frame(dng)
names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd",
"R2:final model","R2:IV(distance)","R2:IV(language)")
r2<-apply(dng[,7:9],2,mean)
adng<-dng[,1:6]
mdm<-apply(adng,2,mean)
vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1)
aa<-4*mdm^2-2*vrd
aa[which(aa<0)]<-0
rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5)
vd<-(nimp-1)*(1+rd^(-1))^2
Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd)
#-All chi-sq we collected have df=1-------
pvald<-pf(Dm,1,vd,lower.tail=FALSE)
ccc<-data.frame(round(cbind(Dm,vd,pvald),3))
names(ccc)<-c("Fstat","df","pvalue")
bbb
r2
ccc
#Corrected to publication version with depvarname
#--write results to csv file for perusal in spreadsheet--
write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE)
write.csv(bbb,file="OLSresults.csv",append=TRUE)
write.csv(r2,file="OLSresults.csv",append=TRUE)
write.csv(ccc,file="OLSresults.csv",append=TRUE)
DRW: Results
http://eclectic.ss.uci.edu/~drwhite/courses/SCCCodes.htm
740. . Marriage Arrangements (Female)
35 . = Missing data
12 1 = Individual selects and/or courts partner autonomously:
approval by parents or others unnecessary
40 2 = Individual selects and/or courts partner authonomously:
parental, kin, and/or community approval necessary
or highly desireable
4 3 = Individual suggests partner to parents or others;
arrangements for courtship or marriage then proceed
if choice is approved
OR parents ask approval of individuals to initiate
a match
OR individual is approached by parent or others on
behalf of suitor and can accept or reject the match
27 4 = Individual choice and arranged marriages are
alternatives
35 5 = Parents choose partner: individual can object
33 6 = Parents choose partner: individual cannot easily
object or rarely objects in fact
> bbb
coef Fstat ddf pvalue VIF
(Intercept) -0.060 0.000 2692.881 0.990 NA
fyll 1.078 1.190 7298.215 0.275 1.940 <-- signif (keep)
dateobs -0.001 1.051 3134.859 0.305 1.414 <-- signif (keep)
cultints 0.261 3.398 1763.344 0.065 3.407 <-- signif (keep)
cereals -1.043 6.474 2480.224 0.011 2.446 <-- signif (keep)
anim 0.115 0.863 452.855 0.353 3.209
pigs -0.217 0.165 976.853 0.685 2.366
milk -0.860 2.094 1644.421 0.148 4.030
bovines 0.822 2.042 6146.618 0.153 4.322
tree 0.323 0.270 5314.739 0.603 1.682
foodtrade 0.022 1.854 2342.212 0.173 1.709
foodscarc 0.009 0.005 205.104 0.942 1.329
ecorich -0.060 0.166 1542.483 0.684 1.919
popdens -0.281 3.158 2587.804 0.076 3.679 <-- signif (keep)
pathstress -0.050 0.852 1988.531 0.356 2.394
exogamy 0.297 5.067 1105.644 0.025 1.489
ncmallow -0.014 0.043 1232.077 0.836 1.598
settype 0.074 0.542 981.914 0.462 3.210
localjh 0.484 2.305 667.928 0.129 1.972
superjh 0.053 0.072 2452.986 0.789 3.105
moralgods 0.123 0.538 241.338 0.464 2.012
fempower -0.151 2.718 198.127 0.101 1.404
femsubs -0.153 1.852 1625.433 0.174 1.517
sexratio -0.158 0.248 38.922 0.621 1.466
war 0.006 0.058 306.361 0.810 1.741
himilexp -0.167 0.247 2008.805 0.619 1.561
money 0.069 0.245 1693.899 0.621 2.440
wagelabor -0.070 0.105 68.445 0.747 1.517
migr -0.219 0.287 67.033 0.594 1.694
brideprice 0.206 0.242 1955.443 0.623 2.310
nuclearfam 0.394 0.736 899.097 0.391 2.580
pctFemPolyg 0.020 9.234 299.922 0.003 1.822 <-- signif (keep)
nonmatrel -0.010 0.002 151.180 0.964 1.415
lrgfam 0.024 0.174 1608.112 0.677 2.455
malesexag 0.010 0.008 90.312 0.929 1.425
segadlboys -0.101 0.650 289.232 0.421 1.462
agrlateboy 0.189 4.355 493.123 0.037 1.605
> r2
R2:final model R2:IV(distance) R2:IV(language)
0.3588984 0.9127452 0.9033638
> ccc
Fstat df pvalue
RESET 2.564 385.657 0.110
Wald on restrs. 2.588 297.945 0.109
NCV 0.083 10087.842 0.773
SWnormal 2.986 227.374 0.085
lagll 2.454 4523601.494 0.117
lagdd 2.190 3523.439 0.139
A| NEW COPY trying to remove non significant junk :)
DRW: Here's your error ABIHA working here
+ #MODIFY THESE STATEMENTS FOR A NEW PROJECT + #--Stage 2 OLS estimate of restricted model-- + ###xR<-lm(depvar ~ fyll + cultints + roots + fish + + ### exogamy + settype + femsubs, data = m9) + xR<-lm(depvar~fyll+dateobs+ #1#fydd + cultints+cereals #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum + anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ Error: unexpected symbol in: " cultints+cereals #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum anim" Doug 10:27, 3 November 2009 (PST) You forgot the + after cereals
NEXT ERROR: > #MODIFY THESE STATEMENTS FOR A NEW PROJECT > #--Stage 2 OLS estimate of restricted model-- > ###xR<-lm(depvar ~ fyll + cultints + roots + fish + > ### exogamy + settype + femsubs, data = m9) > xR<-lm(depvar~fyll+dateobs+ #1#fydd + cultints+cereals+ #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum + anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ + +ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ + settype+localjh+superjh+moralgods+fempower+femsubs+ + sexratio+war+himilexp+money+wagelabor+ + migr+brideprice+nuclearfam+pctFemPolyg + +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy + , data = m9) ###ADDED Error in inherits(x, "data.frame") : object "m9" not found Error: (DRW: extra + before ecorich RUN AGAIN AND LEARN HOW TO FIND AND COPY, SCAN, the first error
Program 1 --> Program 2
#MI--make the imputed datasets
#--change the following path to the directory with your data and program--
setwd("C:/My Documents/MI")
rm(list=ls(all=TRUE))
options(echo=TRUE)
#--you need the following two packages--you must install them first--
library(foreign)
library(mice)
library(tripak)
library(zoo)
library(sp)
library(maptools)
library(spam)
#--To find the citation for a package, use this function:---
citation("mice")
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in auxiliary variables---
load("vaux.Rdata",.GlobalEnv)
row.names(vaux)<-NULL
#--Read in the SCCS dataset---
load("SCCS.Rdata",.GlobalEnv)
#--look at first 6 rows of vaux--
head(vaux)
#--look at field names of vaux--
names(vaux)
#--check to see that rows are properly aligned in the two datasets--
#--sum should equal 186---
sum((SCCS$socname==vaux$socname)*1)
#--remove the society name field--
vaux<-vaux[,-28]
names(vaux)
#--Two nominal variables: brg and rlg----
#--brg: consolidated Burton Regions-----
#0 = (rest of world) circumpolar, South and Meso-America, west North America
#1 = Subsaharan Africa
#2 = Middle Old World
#3 = Southeast Asia, Insular Pacific, Sahul
#4 = Eastern Americas
#--rlg: Religion---
#'0 (no world religion)'
#'1 (Christianity)'
#'2 (Islam)'
#'3 (Hindu/Buddhist)'
#--check to see number of missing values in vaux,
#--whether variables are numeric,
#--and number of discrete values for each variable---
vvn<-names(vaux)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(vaux[,vvn[i]])))
numeric<-is.numeric(vaux[,vvn[i]])
numDiscrVals<-length(table(vaux[,vvn[i]]))
pp<-rbind(pp,cbind(data.frame(numeric),nmiss,numDiscrVals))
}
row.names(pp)<-vvn
pp
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--extract variables to be used from SCCS, put in dataframe fx--
fx<-data.frame(
socname=SCCS$socname,socID=SCCS$"sccs#",
valchild=(SCCS$v473+SCCS$v474+SCCS$v475+SCCS$v476),
dateobs=SCCS$v838,cultints=SCCS$v232,roots=(SCCS$v233==5)*1,
cereals=(SCCS$v233==6)*1,gath=SCCS$v203,hunt=SCCS$v204,
fish=SCCS$v205,anim=SCCS$v206,femsubs=SCCS$v890,
pigs=(SCCS$v244==2)*1,milk=(SCCS$v245>1)*1,plow=(SCCS$v243>1)*1,
bovines=(SCCS$v244==7)*1,tree=(SCCS$v233==4)*1,
foodtrade=SCCS$v819,foodscarc=SCCS$v1685,
ecorich=SCCS$v857,popdens=SCCS$v156,pathstress=SCCS$v1260,
CVrain=SCCS$v1914/SCCS$v1913,rain=SCCS$v854,temp=SCCS$v855,
AP1=SCCS$v921,AP2=SCCS$v928,ndrymonth=SCCS$v196,
exogamy=SCCS$v72,ncmallow=SCCS$v227, ### famsize=SCCS$v80,
settype=SCCS$v234,localjh=(SCCS$v236-1),superjh=SCCS$v237,
moralgods=SCCS$v238,fempower=SCCS$v663,
sexratio=1+(SCCS$v1689>85)+(SCCS$v1689>115),
war=SCCS$v1648,himilexp=(SCCS$v899==1)*1,
money=SCCS$v155,wagelabor=SCCS$v1732,
migr=(SCCS$v677==2)*1,brideprice=(SCCS$v208==1)*1,
nuclearfam=(SCCS$v210<=3)*1,pctFemPolyg=SCCS$v872,
nonmatrel=SCCS$v52,lrgfam=SCCS$v68,malesexag=SCCS$v175,
segadlboys=SCCS$v242,agrlateboy=SCCS$v300) ###ADDED
#--look at first 6 rows of fx--
head(fx)
#--check to see number of missing values--
#--also check whether numeric--
vvn<-names(fx)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(fx[,vvn[i]])))
numeric<-is.numeric(fx[,vvn[i]])
pp<-rbind(pp,cbind(nmiss,data.frame(numeric)))
}
row.names(pp)<-vvn
pp
#--identify variables with missing values--
z<-which(pp[,1]>0)
zv1<-vvn[z]
zv1
#--identify variables with non-missing values--
z<-which(pp[,1]==0)
zv2<-vvn[z]
zv2
#-----------------------------
#----Multiple imputation------
#-----------------------------
#--number of imputed data sets to create--
nimp<-10
#--one at a time, loop through those variables with missing values--
for (i in 1:length(zv1)){
#--attach the imputand to the auxiliary data--
zxx<-data.frame(cbind(vaux,fx[,zv1[i]]))
#--in the following line, the imputation is done--
aqq<-complete(mice(zxx,maxit=100,m=nimp),action="long")
#--during first iteration of the loop, create dataframe impdat--
if (i==1){
impdat<-data.frame(aqq[,c(".id",".imp")])
}
#--the imputand is placed as a field in impdat and named--
impdat<-cbind(impdat,data.frame(aqq[,NCOL(zxx)]))
names(impdat)[NCOL(impdat)]<-zv1[i]
}
#--now the non-missing variables are attached to impdat--
gg<-NULL
for (i in 1:nimp){
gg<-rbind(gg,data.frame(fx[,zv2]))
}
impdat<-cbind(impdat,gg)
#--take a look at the top 6 and bottom 6 rows of impdat--
head(impdat)
tail(impdat)
#--impdat is saved as an R-format data file--
save(impdat,file="impdat.Rdata")
Program 2
#MI--estimate model with network-lagged dependent variables, combine results
rm(list=ls(all=TRUE))
#--Set path to your directory with data and program--
setwd("C:/My Documents/MI")
options(echo=TRUE)
#--need these packages for estimation and diagnostics--
library(foreign)
library(spdep)
library(car)
library(lmtest)
library(sandwich)
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in original SCCS data---
load("SCCS.Rdata",.GlobalEnv)
#--Read in two weight matrices--
ll<-as.matrix(read.dta("langwm.dta")[,-1])
dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
#--Read in the imputed dataset---
load("impdat.Rdata",.GlobalEnv)
#HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
#--create dep.varb. you wish to use from SCCS data--
#--Here we sum variables measuring how much a society values children--
#--can replace "sum" with "max"
###depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
depvar<-SCCS$v740###NEW
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
###depvarname<-"childvar"
depvarname<-"fam_arr"
#--can add additional SCCS variable, but only if it has no missing values---
#dateobs<-SCCS$v838
#dateobs<-dateobs[zdv]
#--look at frequencies and quartiles for the dep. varb.--
summary(depvar)
table(depvar)
#--modify weight matrices---
#--set diagonal equal to zeros--
diag(ll)<-0
diag(dd)<-0
#--use only obs. where dep. varb. non-missing--
ll<-ll[zdv,zdv]
dd<-dd[zdv,zdv]
#--row standardize (rows sum to one)
ll<-ll/rowSums(ll)
dd<-dd/rowSums(dd)
#--make weight matrix object for later autocorrelation test--
wmatll<-mat2listw(as.matrix(ll))
wmatdd<-mat2listw(as.matrix(dd))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
indpv<-c("femsubs","foodscarc","exogamy","ncmallow","superjh","moralgods",
"fempower","sexratio","war","himilexp","wagelabor","settype", #1# "famsize",
"localjh","money","cultints","roots","cereals","gath","hunt","fish",
"anim","pigs","milk","plow","bovines","tree","foodtrade","dateobs",
"ndrymonth","ecorich","popdens","pathstress","CVrain","rain",
"temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg",
"nonmatrel","lrgfam","malesexag","segadlboys","agrlateboy") ###ADDED
#-----------------------------------------------------
#---Estimate model on each imputed dataset------------
#-----------------------------------------------------
#--number of imputed datasets--
nimp<-10
#--will append values to these empty objects--
vif<-NULL
ss<-NULL
beta<-NULL
dng<-NULL
#--loop through the imputed datasets--
for (i in 1:nimp){
#--select the ith imputed dataset--
m9<-impdat[which(impdat$.imp==i),]
#--retain only obs. for which dep. varb. is nonmissing--
m9<-m9[zdv,]
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--create spatially lagged dep. varbs. in stage 1 OLS--
y<-as.matrix(depvar)
xx<-as.matrix(m9[,indpv])
#--for instruments we use the spatial lag of our indep. varbs.--
#--First, the spatially lagged varb. for distance--
xdy<-dd%*%xx
cyd<-dd%*%y
o<-lm(cyd~xdy)
#--the fitted value is our instrumental variable--
fydd<-fitted(o)
#--keep R2 from this regression--
dr2<-summary(o)$r.squared
#--Then, the spatially lagged varb. for language--
xly<-ll%*%xx
cyl<-ll%*%y
o<-lm(cyl~xly)
#--the fitted value is our instrumental variable--
fyll<-fitted(o)
#--keep R2 from this regression--
lr2<-summary(o)$r.squared
m9<-cbind(m9,fydd,fyll)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of unrestricted model--
xUR<-lm(depvar~fyll+fydd+dateobs+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
ecorich+popdens+pathstress+exogamy+ncmallow+ ### famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg+
nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy,data=m9) ###ADDED
#MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of restricted model-- ###xR<-lm(depvar ~ fyll + cultints + roots + fish + ### exogamy + settype + femsubs, data = m9) xR<-lm(depvar~fyll+dateobs+ #1#fydd cultints+cereals+ #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ settype+localjh+superjh+moralgods+fempower+femsubs+ migr+brideprice+nuclearfam+pctFemPolyg +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy , data = m9) ###ADDED
#--corrected sigma2 and R2 for 2SLS--
qxx<-m9
qxx[,"fydd"]<-cyd
qxx[,"fyll"]<-cyl
b<-coef(xR)
incpt<-matrix(1,NROW(qxx),1)
x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]]))
e<-y-x%*%as.matrix(b)
cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x)))
cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2))
#--collect coefficients and their variances--
ov<-summary(xR)
vif<-rbind(vif,vif(xR))
ss<-rbind(ss,diag(ov$cov*cs2))
#--collect robust coef. variances when there is heteroskedasticity--
#eb<-e^2
#x<-as.matrix(cbind(incpt,m9[,names(b)[-1]]))
#hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x)
#ss<-rbind(ss,diag(hcm))
beta<-rbind(beta,coef(xR))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--collect some model diagnostics--
dropt<-c("cereals","gath","plow","hunt","anim","dateobs",
"pigs","milk","bovines","foodscarc","ecorich","localjh", #1# "famsize",
"superjh","moralgods","fempower","sexratio","money",
"fydd","wagelabor","war","himilexp","tree","foodtrade")
#--Ramsey RESET test--
p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE)
#--Wald test (H0: dropped variables have coefficient equal zero)--
o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2]
p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue
#--Heteroskedasticity test (H0: homoskedastic residuals)--
p3<-ncv.test(xR)$ChiSquare
#--Shapiro-Wilke normality test (H0: residuals normal)
p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE)
#--LaGrange Multiplier test for spatial autocorrelation: language--
o<-lm.LMtests(xR, wmatll, test=c("LMlag"))
p5<-as.numeric(o$LMlag$statistic)
#--LaGrange Multiplier test for spatial autocorrelation: distance--
o<-lm.LMtests(xR, wmatdd, test=c("LMlag"))
p6<-as.numeric(o$LMlag$statistic)
#--model R2--
p7<-cr2
dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2))
}
#--------------------------------------------
#--Rubin's formulas for combining estimates--
#--------------------------------------------
#--first find final regr. coefs. and p-values--
mnb<-apply(beta,2,mean)
vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1)
mnv<-apply(ss,2,mean)
vrT<-mnv+vrb*(1-nimp^(-1))
fst<-mnb^2/vrT
r<-(1+nimp^(-1))*vrb/mnv
v<-(nimp-1)*(1+r^(-1))^2
pval<-pf(fst,1,v,lower.tail=FALSE)
bbb<-data.frame(round(cbind(mnb,fst,v,pval),3))
bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3)
names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF")
#--Then combine the diagnostics we collected--
dng<-data.frame(dng)
names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd",
"R2:final model","R2:IV(distance)","R2:IV(language)")
r2<-apply(dng[,7:9],2,mean)
adng<-dng[,1:6]
mdm<-apply(adng,2,mean)
vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1)
aa<-4*mdm^2-2*vrd
aa[which(aa<0)]<-0
rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5)
vd<-(nimp-1)*(1+rd^(-1))^2
Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd)
#-All chi-sq we collected have df=1-------
pvald<-pf(Dm,1,vd,lower.tail=FALSE)
ccc<-data.frame(round(cbind(Dm,vd,pvald),3))
names(ccc)<-c("Fstat","df","pvalue")
bbb
r2
ccc
#Corrected to publication version with depvarname
#--write results to csv file for perusal in spreadsheet--
write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE)
write.csv(bbb,file="OLSresults.csv",append=TRUE)
write.csv(r2,file="OLSresults.csv",append=TRUE)
write.csv(ccc,file="OLSresults.csv",append=TRUE)
Taking out one variable!
DRW: Here's your error
+ #MODIFY THESE STATEMENTS FOR A NEW PROJECT + #--Stage 2 OLS estimate of restricted model-- + ###xR<-lm(depvar ~ fyll + cultints + roots + fish + + ### exogamy + settype + femsubs, data = m9) + xR<-lm(depvar~fyll+dateobs+ #1#fydd + cultints+cereals #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum + anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ Error: unexpected symbol in: " cultints+cereals #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum anim" Doug 10:27, 3 November 2009 (PST) You forgot the + after cereals NEXT ERROR: > #MODIFY THESE STATEMENTS FOR A NEW PROJECT > #--Stage 2 OLS estimate of restricted model-- > ###xR<-lm(depvar ~ fyll + cultints + roots + fish + > ### exogamy + settype + femsubs, data = m9) > xR<-lm(depvar~fyll+dateobs+ #1#fydd + cultints+cereals+ #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum + anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ + +ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ + settype+localjh+superjh+moralgods+fempower+femsubs+ + sexratio+war+himilexp+money+wagelabor+ + migr+brideprice+nuclearfam+pctFemPolyg + +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy + , data = m9) ###ADDED Error in inherits(x, "data.frame") : object "m9" not found Error: (DRW: extra + before ecorich RUN AGAIN AND LEARN HOW TO FIND AND COPY, SCAN, the first error
Program 1 --> Program 2
#MI--make the imputed datasets
#--change the following path to the directory with your data and program--
setwd("C:/My Documents/MI")
rm(list=ls(all=TRUE))
options(echo=TRUE)
#--you need the following two packages--you must install them first--
library(foreign)
library(mice)
library(tripak)
library(zoo)
library(sp)
library(maptools)
library(spam)
#--To find the citation for a package, use this function:---
citation("mice")
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in auxiliary variables---
load("vaux.Rdata",.GlobalEnv)
row.names(vaux)<-NULL
#--Read in the SCCS dataset---
load("SCCS.Rdata",.GlobalEnv)
#--look at first 6 rows of vaux--
head(vaux)
#--look at field names of vaux--
names(vaux)
#--check to see that rows are properly aligned in the two datasets--
#--sum should equal 186---
sum((SCCS$socname==vaux$socname)*1)
#--remove the society name field--
vaux<-vaux[,-28]
names(vaux)
#--Two nominal variables: brg and rlg----
#--brg: consolidated Burton Regions-----
#0 = (rest of world) circumpolar, South and Meso-America, west North America
#1 = Subsaharan Africa
#2 = Middle Old World
#3 = Southeast Asia, Insular Pacific, Sahul
#4 = Eastern Americas
#--rlg: Religion---
#'0 (no world religion)'
#'1 (Christianity)'
#'2 (Islam)'
#'3 (Hindu/Buddhist)'
#--check to see number of missing values in vaux,
#--whether variables are numeric,
#--and number of discrete values for each variable---
vvn<-names(vaux)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(vaux[,vvn[i]])))
numeric<-is.numeric(vaux[,vvn[i]])
numDiscrVals<-length(table(vaux[,vvn[i]]))
pp<-rbind(pp,cbind(data.frame(numeric),nmiss,numDiscrVals))
}
row.names(pp)<-vvn
pp
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--extract variables to be used from SCCS, put in dataframe fx--
fx<-data.frame(
socname=SCCS$socname,socID=SCCS$"sccs#",
valchild=(SCCS$v473+SCCS$v474+SCCS$v475+SCCS$v476),
dateobs=SCCS$v838,cultints=SCCS$v232,roots=(SCCS$v233==5)*1,
cereals=(SCCS$v233==6)*1,gath=SCCS$v203,hunt=SCCS$v204,
fish=SCCS$v205,anim=SCCS$v206,femsubs=SCCS$v890,
pigs=(SCCS$v244==2)*1,milk=(SCCS$v245>1)*1,plow=(SCCS$v243>1)*1,
bovines=(SCCS$v244==7)*1,tree=(SCCS$v233==4)*1,
foodtrade=SCCS$v819,foodscarc=SCCS$v1685,
ecorich=SCCS$v857,popdens=SCCS$v156,pathstress=SCCS$v1260,
CVrain=SCCS$v1914/SCCS$v1913,rain=SCCS$v854,temp=SCCS$v855,
AP1=SCCS$v921,AP2=SCCS$v928,ndrymonth=SCCS$v196,
exogamy=SCCS$v72,ncmallow=SCCS$v227, ### famsize=SCCS$v80,
settype=SCCS$v234,localjh=(SCCS$v236-1),superjh=SCCS$v237,
moralgods=SCCS$v238,fempower=SCCS$v663,
sexratio=1+(SCCS$v1689>85)+(SCCS$v1689>115),
war=SCCS$v1648,himilexp=(SCCS$v899==1)*1,
money=SCCS$v155,wagelabor=SCCS$v1732,
migr=(SCCS$v677==2)*1,brideprice=(SCCS$v208==1)*1,
nuclearfam=(SCCS$v210<=3)*1,pctFemPolyg=SCCS$v872,
nonmatrel=SCCS$v52,lrgfam=SCCS$v68,malesexag=SCCS$v175,
segadlboys=SCCS$v242,agrlateboy=SCCS$v300) ###ADDED
#--look at first 6 rows of fx--
head(fx)
#--check to see number of missing values--
#--also check whether numeric--
vvn<-names(fx)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(fx[,vvn[i]])))
numeric<-is.numeric(fx[,vvn[i]])
pp<-rbind(pp,cbind(nmiss,data.frame(numeric)))
}
row.names(pp)<-vvn
pp
#--identify variables with missing values--
z<-which(pp[,1]>0)
zv1<-vvn[z]
zv1
#--identify variables with non-missing values--
z<-which(pp[,1]==0)
zv2<-vvn[z]
zv2
#-----------------------------
#----Multiple imputation------
#-----------------------------
#--number of imputed data sets to create--
nimp<-10
#--one at a time, loop through those variables with missing values--
for (i in 1:length(zv1)){
#--attach the imputand to the auxiliary data--
zxx<-data.frame(cbind(vaux,fx[,zv1[i]]))
#--in the following line, the imputation is done--
aqq<-complete(mice(zxx,maxit=100,m=nimp),action="long")
#--during first iteration of the loop, create dataframe impdat--
if (i==1){
impdat<-data.frame(aqq[,c(".id",".imp")])
}
#--the imputand is placed as a field in impdat and named--
impdat<-cbind(impdat,data.frame(aqq[,NCOL(zxx)]))
names(impdat)[NCOL(impdat)]<-zv1[i]
}
#--now the non-missing variables are attached to impdat--
gg<-NULL
for (i in 1:nimp){
gg<-rbind(gg,data.frame(fx[,zv2]))
}
impdat<-cbind(impdat,gg)
#--take a look at the top 6 and bottom 6 rows of impdat--
head(impdat)
tail(impdat)
#--impdat is saved as an R-format data file--
save(impdat,file="impdat.Rdata")
Program 2
#MI--estimate model with network-lagged dependent variables, combine results
rm(list=ls(all=TRUE))
#--Set path to your directory with data and program--
setwd("C:/My Documents/MI")
options(echo=TRUE)
#--need these packages for estimation and diagnostics--
library(foreign)
library(spdep)
library(car)
library(lmtest)
library(sandwich)
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in original SCCS data---
load("SCCS.Rdata",.GlobalEnv)
#--Read in two weight matrices--
ll<-as.matrix(read.dta("langwm.dta")[,-1])
dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
#--Read in the imputed dataset---
load("impdat.Rdata",.GlobalEnv)
#HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
#--create dep.varb. you wish to use from SCCS data--
#--Here we sum variables measuring how much a society values children--
#--can replace "sum" with "max"
###depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
depvar<-SCCS$v740###NEW
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
###depvarname<-"childvar"
depvarname<-"fam_arr"
#--can add additional SCCS variable, but only if it has no missing values---
#dateobs<-SCCS$v838
#dateobs<-dateobs[zdv]
#--look at frequencies and quartiles for the dep. varb.--
summary(depvar)
table(depvar)
#--modify weight matrices---
#--set diagonal equal to zeros--
diag(ll)<-0
diag(dd)<-0
#--use only obs. where dep. varb. non-missing--
ll<-ll[zdv,zdv]
dd<-dd[zdv,zdv]
#--row standardize (rows sum to one)
ll<-ll/rowSums(ll)
dd<-dd/rowSums(dd)
#--make weight matrix object for later autocorrelation test--
wmatll<-mat2listw(as.matrix(ll))
wmatdd<-mat2listw(as.matrix(dd))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
indpv<-c("femsubs","foodscarc","exogamy","ncmallow","superjh","moralgods",
"fempower","sexratio","war","himilexp","wagelabor","settype", #1# "famsize",
"localjh","money","cultints","roots","cereals","gath","hunt","fish",
"anim","pigs","milk","plow","bovines","tree","foodtrade","dateobs",
"ndrymonth","ecorich","popdens","pathstress","CVrain","rain",
"temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg",
"nonmatrel","lrgfam","malesexag","segadlboys","agrlateboy") ###ADDED
#-----------------------------------------------------
#---Estimate model on each imputed dataset------------
#-----------------------------------------------------
#--number of imputed datasets--
nimp<-10
#--will append values to these empty objects--
vif<-NULL
ss<-NULL
beta<-NULL
dng<-NULL
#--loop through the imputed datasets--
for (i in 1:nimp){
#--select the ith imputed dataset--
m9<-impdat[which(impdat$.imp==i),]
#--retain only obs. for which dep. varb. is nonmissing--
m9<-m9[zdv,]
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--create spatially lagged dep. varbs. in stage 1 OLS--
y<-as.matrix(depvar)
xx<-as.matrix(m9[,indpv])
#--for instruments we use the spatial lag of our indep. varbs.--
#--First, the spatially lagged varb. for distance--
xdy<-dd%*%xx
cyd<-dd%*%y
o<-lm(cyd~xdy)
#--the fitted value is our instrumental variable--
fydd<-fitted(o)
#--keep R2 from this regression--
dr2<-summary(o)$r.squared
#--Then, the spatially lagged varb. for language--
xly<-ll%*%xx
cyl<-ll%*%y
o<-lm(cyl~xly)
#--the fitted value is our instrumental variable--
fyll<-fitted(o)
#--keep R2 from this regression--
lr2<-summary(o)$r.squared
m9<-cbind(m9,fydd,fyll)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of unrestricted model--
xUR<-lm(depvar~fyll+fydd+dateobs+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
ecorich+popdens+pathstress+exogamy+ncmallow+ ### famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg+
nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy,data=m9) ###ADDED
#MODIFY THESE STATEMENTS FOR A NEW PROJECT #--Stage 2 OLS estimate of restricted model-- ###xR<-lm(depvar ~ fyll + cultints + roots + fish + ### exogamy + settype + femsubs, data = m9) xR<-lm(depvar~fyll+dateobs+ #1#fydd cultints+cereals+ #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ settype+localjh+superjh+moralgods+fempower+femsubs+ sexratio+war+himilexp+money+wagelabor+ migr+brideprice+nuclearfam+pctFemPolyg +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy , data = m9) ###ADDED
#--corrected sigma2 and R2 for 2SLS--
qxx<-m9
qxx[,"fydd"]<-cyd
qxx[,"fyll"]<-cyl
b<-coef(xR)
incpt<-matrix(1,NROW(qxx),1)
x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]]))
e<-y-x%*%as.matrix(b)
cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x)))
cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2))
#--collect coefficients and their variances--
ov<-summary(xR)
vif<-rbind(vif,vif(xR))
ss<-rbind(ss,diag(ov$cov*cs2))
#--collect robust coef. variances when there is heteroskedasticity--
#eb<-e^2
#x<-as.matrix(cbind(incpt,m9[,names(b)[-1]]))
#hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x)
#ss<-rbind(ss,diag(hcm))
beta<-rbind(beta,coef(xR))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--collect some model diagnostics--
dropt<-c("cereals","gath","plow","hunt","anim","dateobs",
"pigs","milk","bovines","foodscarc","ecorich","localjh", #1# "famsize",
"superjh","moralgods","fempower","sexratio","money",
"fydd","wagelabor","war","himilexp","tree","foodtrade")
#--Ramsey RESET test--
p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE)
#--Wald test (H0: dropped variables have coefficient equal zero)--
o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2]
p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue
#--Heteroskedasticity test (H0: homoskedastic residuals)--
p3<-ncv.test(xR)$ChiSquare
#--Shapiro-Wilke normality test (H0: residuals normal)
p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE)
#--LaGrange Multiplier test for spatial autocorrelation: language--
o<-lm.LMtests(xR, wmatll, test=c("LMlag"))
p5<-as.numeric(o$LMlag$statistic)
#--LaGrange Multiplier test for spatial autocorrelation: distance--
o<-lm.LMtests(xR, wmatdd, test=c("LMlag"))
p6<-as.numeric(o$LMlag$statistic)
#--model R2--
p7<-cr2
dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2))
}
#--------------------------------------------
#--Rubin's formulas for combining estimates--
#--------------------------------------------
#--first find final regr. coefs. and p-values--
mnb<-apply(beta,2,mean)
vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1)
mnv<-apply(ss,2,mean)
vrT<-mnv+vrb*(1-nimp^(-1))
fst<-mnb^2/vrT
r<-(1+nimp^(-1))*vrb/mnv
v<-(nimp-1)*(1+r^(-1))^2
pval<-pf(fst,1,v,lower.tail=FALSE)
bbb<-data.frame(round(cbind(mnb,fst,v,pval),3))
bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3)
names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF")
#--Then combine the diagnostics we collected--
dng<-data.frame(dng)
names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd",
"R2:final model","R2:IV(distance)","R2:IV(language)")
r2<-apply(dng[,7:9],2,mean)
adng<-dng[,1:6]
mdm<-apply(adng,2,mean)
vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1)
aa<-4*mdm^2-2*vrd
aa[which(aa<0)]<-0
rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5)
vd<-(nimp-1)*(1+rd^(-1))^2
Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd)
#-All chi-sq we collected have df=1-------
pvald<-pf(Dm,1,vd,lower.tail=FALSE)
ccc<-data.frame(round(cbind(Dm,vd,pvald),3))
names(ccc)<-c("Fstat","df","pvalue")
bbb
r2
ccc
#Corrected to publication version with depvarname
#--write results to csv file for perusal in spreadsheet--
write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE)
write.csv(bbb,file="OLSresults.csv",append=TRUE)
write.csv(r2,file="OLSresults.csv",append=TRUE)
write.csv(ccc,file="OLSresults.csv",append=TRUE)
A new restricted model for you - DRW
Doug 10:48, 17 November 2009 (PST) You should really do your homework! I had the program above all set up for you but you didnt run it! Now you need to trim ONLY your xR<- and get good results, you have lots of variables to keep.
Abiha Professor, I have no idea how to run the program. I know it's super late for me. But every time I copy paste the program into R I get some weird results.
coef Fstat ddf pvalue VIF
(Intercept) -1.453 0.092 375.864 0.762 NA
fyll 1.394 1.824 768.582 0.177 1.965 <-- keep
dateobs -0.001 1.084 8009.169 0.298 1.385 <-- keep
cultints 0.252 2.953 622.067 0.086 3.479 <-- keep
cereals -1.073 6.823 3787.542 0.009 2.459 <-- keep
anim 0.131 1.185 4504.118 0.276 3.298
pigs -0.292 0.302 1426.801 0.583 2.360
milk -0.996 2.699 1482.000 0.101 4.138 <-- keep
bovines 0.950 2.529 571.467 0.112 4.266 <-- keep
tree 0.300 0.231 3785.989 0.631 1.672
foodtrade 0.024 2.154 8008.449 0.142 1.743 <-- keep
foodscarc -0.019 0.022 128.679 0.882 1.327
ecorich -0.080 0.301 43997.244 0.583 1.939
popdens -0.272 2.971 2618.575 0.085 3.617 <-- keep
pathstress -0.054 0.995 1014.353 0.319 2.367
exogamy 0.273 4.523 3759.325 0.034 1.449 <-- keep
ncmallow -0.003 0.002 757.027 0.968 1.602
settype 0.085 0.765 12981.251 0.382 3.223
localjh 0.483 2.356 2451.048 0.125 1.997 <-- keep
superjh 0.054 0.074 1589.129 0.786 3.121
moralgods 0.142 0.740 859.373 0.390 2.113
fempower -0.135 2.377 351.433 0.124 1.345 <-- keep
femsubs -0.157 1.864 1128.831 0.172 1.553
sexratio -0.157 0.228 37.847 0.636 1.475
war 0.009 0.105 270.196 0.746 1.781
himilexp -0.268 0.601 548.961 0.439 1.558
money 0.077 0.305 1405.557 0.581 2.387
wagelabor -0.054 0.054 49.175 0.817 1.539
migr -0.041 0.011 67.716 0.917 1.608
brideprice 0.130 0.097 7048.182 0.755 2.346
nuclearfam 0.443 0.933 2165.416 0.334 2.631
pctFemPolyg 0.022 10.454 186.866 0.001 1.865 <-- keep
nonmatrel 0.010 0.002 145.385 0.964 1.411
lrgfam 0.030 0.294 4165.693 0.587 2.431
malesexag -0.009 0.007 189.426 0.934 1.482
segadlboys -0.079 0.392 224.088 0.532 1.456
agrlateboy 0.184 4.139 645.031 0.042 1.573 <-- keep
> r2
R2:final model R2:IV(distance) R2:IV(language)
0.3524506 0.9142869 0.9042093
> ccc
Fstat df pvalue
RESET 2.163 363.980 0.142
Wald on restrs. 2.933 193.677 0.088
NCV 0.114 2196.095 0.736
SWnormal 3.430 269.176 0.065
lagll 2.433 251208.664 0.119
lagdd 2.121 38896.184 0.145
A| Trimming xR<-
DRW: Here's your error
+ #MODIFY THESE STATEMENTS FOR A NEW PROJECT + #--Stage 2 OLS estimate of restricted model-- + ###xR<-lm(depvar ~ fyll + cultints + roots + fish + + ### exogamy + settype + femsubs, data = m9) + xR<-lm(depvar~fyll+dateobs+ #1#fydd + cultints+cereals #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum + anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ Error: unexpected symbol in: " cultints+cereals #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum anim" Doug 10:27, 3 November 2009 (PST) You forgot the + after cereals NEXT ERROR: > #MODIFY THESE STATEMENTS FOR A NEW PROJECT > #--Stage 2 OLS estimate of restricted model-- > ###xR<-lm(depvar ~ fyll + cultints + roots + fish + > ### exogamy + settype + femsubs, data = m9) > xR<-lm(depvar~fyll+dateobs+ #1#fydd + cultints+cereals+ #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anum + anim+pigs+milk+bovines+tree+foodtrade+foodscarc+ + +ecorich+popdens+pathstress+exogamy+ncmallow+ ###famsize+ + settype+localjh+superjh+moralgods+fempower+femsubs+ + sexratio+war+himilexp+money+wagelabor+ + migr+brideprice+nuclearfam+pctFemPolyg + +nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy + , data = m9) ###ADDED Error in inherits(x, "data.frame") : object "m9" not found Error: (DRW: extra + before ecorich RUN AGAIN AND LEARN HOW TO FIND AND COPY, SCAN, the first error
Program 1 --> Program 2
#MI--make the imputed datasets
#--change the following path to the directory with your data and program--
setwd("C:/My Documents/MI")
rm(list=ls(all=TRUE))
options(echo=TRUE)
#--you need the following two packages--you must install them first--
library(foreign)
library(mice)
library(tripak)
library(zoo)
library(sp)
library(maptools)
library(spam)
#--To find the citation for a package, use this function:---
citation("mice")
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in auxiliary variables---
load("vaux.Rdata",.GlobalEnv)
row.names(vaux)<-NULL
#--Read in the SCCS dataset---
load("SCCS.Rdata",.GlobalEnv)
#--look at first 6 rows of vaux--
head(vaux)
#--look at field names of vaux--
names(vaux)
#--check to see that rows are properly aligned in the two datasets--
#--sum should equal 186---
sum((SCCS$socname==vaux$socname)*1)
#--remove the society name field--
vaux<-vaux[,-28]
names(vaux)
#--Two nominal variables: brg and rlg----
#--brg: consolidated Burton Regions-----
#0 = (rest of world) circumpolar, South and Meso-America, west North America
#1 = Subsaharan Africa
#2 = Middle Old World
#3 = Southeast Asia, Insular Pacific, Sahul
#4 = Eastern Americas
#--rlg: Religion---
#'0 (no world religion)'
#'1 (Christianity)'
#'2 (Islam)'
#'3 (Hindu/Buddhist)'
#--check to see number of missing values in vaux,
#--whether variables are numeric,
#--and number of discrete values for each variable---
vvn<-names(vaux)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(vaux[,vvn[i]])))
numeric<-is.numeric(vaux[,vvn[i]])
numDiscrVals<-length(table(vaux[,vvn[i]]))
pp<-rbind(pp,cbind(data.frame(numeric),nmiss,numDiscrVals))
}
row.names(pp)<-vvn
pp
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--extract variables to be used from SCCS, put in dataframe fx--
fx<-data.frame(
socname=SCCS$socname,socID=SCCS$"sccs#",
valchild=(SCCS$v473+SCCS$v474+SCCS$v475+SCCS$v476),
dateobs=SCCS$v838,cultints=SCCS$v232,roots=(SCCS$v233==5)*1,
cereals=(SCCS$v233==6)*1,gath=SCCS$v203,hunt=SCCS$v204,
fish=SCCS$v205,anim=SCCS$v206,femsubs=SCCS$v890,
pigs=(SCCS$v244==2)*1,milk=(SCCS$v245>1)*1,plow=(SCCS$v243>1)*1,
bovines=(SCCS$v244==7)*1,tree=(SCCS$v233==4)*1,
foodtrade=SCCS$v819,foodscarc=SCCS$v1685,
ecorich=SCCS$v857,popdens=SCCS$v156,pathstress=SCCS$v1260,
CVrain=SCCS$v1914/SCCS$v1913,rain=SCCS$v854,temp=SCCS$v855,
AP1=SCCS$v921,AP2=SCCS$v928,ndrymonth=SCCS$v196,
exogamy=SCCS$v72,ncmallow=SCCS$v227, ### famsize=SCCS$v80,
settype=SCCS$v234,localjh=(SCCS$v236-1),superjh=SCCS$v237,
moralgods=SCCS$v238,fempower=SCCS$v663,
sexratio=1+(SCCS$v1689>85)+(SCCS$v1689>115),
war=SCCS$v1648,himilexp=(SCCS$v899==1)*1,
money=SCCS$v155,wagelabor=SCCS$v1732,
migr=(SCCS$v677==2)*1,brideprice=(SCCS$v208==1)*1,
nuclearfam=(SCCS$v210<=3)*1,pctFemPolyg=SCCS$v872,
nonmatrel=SCCS$v52,lrgfam=SCCS$v68,malesexag=SCCS$v175,
segadlboys=SCCS$v242,agrlateboy=SCCS$v300) ###ADDED
#--look at first 6 rows of fx--
head(fx)
#--check to see number of missing values--
#--also check whether numeric--
vvn<-names(fx)
pp<-NULL
for (i in 1:length(vvn)){
nmiss<-length(which(is.na(fx[,vvn[i]])))
numeric<-is.numeric(fx[,vvn[i]])
pp<-rbind(pp,cbind(nmiss,data.frame(numeric)))
}
row.names(pp)<-vvn
pp
#--identify variables with missing values--
z<-which(pp[,1]>0)
zv1<-vvn[z]
zv1
#--identify variables with non-missing values--
z<-which(pp[,1]==0)
zv2<-vvn[z]
zv2
#-----------------------------
#----Multiple imputation------
#-----------------------------
#--number of imputed data sets to create--
nimp<-10
#--one at a time, loop through those variables with missing values--
for (i in 1:length(zv1)){
#--attach the imputand to the auxiliary data--
zxx<-data.frame(cbind(vaux,fx[,zv1[i]]))
#--in the following line, the imputation is done--
aqq<-complete(mice(zxx,maxit=100,m=nimp),action="long")
#--during first iteration of the loop, create dataframe impdat--
if (i==1){
impdat<-data.frame(aqq[,c(".id",".imp")])
}
#--the imputand is placed as a field in impdat and named--
impdat<-cbind(impdat,data.frame(aqq[,NCOL(zxx)]))
names(impdat)[NCOL(impdat)]<-zv1[i]
}
#--now the non-missing variables are attached to impdat--
gg<-NULL
for (i in 1:nimp){
gg<-rbind(gg,data.frame(fx[,zv2]))
}
impdat<-cbind(impdat,gg)
#--take a look at the top 6 and bottom 6 rows of impdat--
head(impdat)
tail(impdat)
#--impdat is saved as an R-format data file--
save(impdat,file="impdat.Rdata")
Program 2
#MI--estimate model with network-lagged dependent variables, combine results
rm(list=ls(all=TRUE))
#--Set path to your directory with data and program--
setwd("C:/My Documents/MI")
options(echo=TRUE)
#--need these packages for estimation and diagnostics--
library(foreign)
library(spdep)
library(car)
library(lmtest)
library(sandwich)
#-----------------------------
#--Read in data, rearrange----
#-----------------------------
#--Read in original SCCS data---
load("SCCS.Rdata",.GlobalEnv)
#--Read in two weight matrices--
ll<-as.matrix(read.dta("langwm.dta")[,-1])
dd<-as.matrix(read.dta("dist25wm.dta")[,c(-1,-2,-189)])
#--Read in the imputed dataset---
load("impdat.Rdata",.GlobalEnv)
#HERE YOU CHANGE HOW THE DEPENDENT VARIABLE IS COMPUTED FOR A NEW PROJECT
#--create dep.varb. you wish to use from SCCS data--
#--Here we sum variables measuring how much a society values children--
#--can replace "sum" with "max"
###depvar<-apply(SCCS[,c("v473","v474","v475","v476")],1,sum)
depvar<-SCCS$v740###NEW
#--find obs. for which dep. varb. is non-missing--
zdv<-which(!is.na(depvar))
depvar<-depvar[zdv]
#HERE GIVE THE "NAME" OF THE DEPENDENT VARIABLE THAT IS COMPUTED
###depvarname<-"childvar"
depvarname<-"fam_arr"
#--can add additional SCCS variable, but only if it has no missing values---
#dateobs<-SCCS$v838
#dateobs<-dateobs[zdv]
#--look at frequencies and quartiles for the dep. varb.--
summary(depvar)
table(depvar)
#--modify weight matrices---
#--set diagonal equal to zeros--
diag(ll)<-0
diag(dd)<-0
#--use only obs. where dep. varb. non-missing--
ll<-ll[zdv,zdv]
dd<-dd[zdv,zdv]
#--row standardize (rows sum to one)
ll<-ll/rowSums(ll)
dd<-dd/rowSums(dd)
#--make weight matrix object for later autocorrelation test--
wmatll<-mat2listw(as.matrix(ll))
wmatdd<-mat2listw(as.matrix(dd))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
indpv<-c("femsubs","foodscarc","exogamy","ncmallow","superjh","moralgods",
"fempower","sexratio","war","himilexp","wagelabor","settype", #1# "famsize",
"localjh","money","cultints","roots","cereals","gath","hunt","fish",
"anim","pigs","milk","plow","bovines","tree","foodtrade","dateobs",
"ndrymonth","ecorich","popdens","pathstress","CVrain","rain",
"temp","AP1","AP2","migr","brideprice","nuclearfam","pctFemPolyg",
"nonmatrel","lrgfam","malesexag","segadlboys","agrlateboy") ###ADDED
#-----------------------------------------------------
#---Estimate model on each imputed dataset------------
#-----------------------------------------------------
#--number of imputed datasets--
nimp<-10
#--will append values to these empty objects--
vif<-NULL
ss<-NULL
beta<-NULL
dng<-NULL
#--loop through the imputed datasets--
for (i in 1:nimp){
#--select the ith imputed dataset--
m9<-impdat[which(impdat$.imp==i),]
#--retain only obs. for which dep. varb. is nonmissing--
m9<-m9[zdv,]
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--create spatially lagged dep. varbs. in stage 1 OLS--
y<-as.matrix(depvar)
xx<-as.matrix(m9[,indpv])
#--for instruments we use the spatial lag of our indep. varbs.--
#--First, the spatially lagged varb. for distance--
xdy<-dd%*%xx
cyd<-dd%*%y
o<-lm(cyd~xdy)
#--the fitted value is our instrumental variable--
fydd<-fitted(o)
#--keep R2 from this regression--
dr2<-summary(o)$r.squared
#--Then, the spatially lagged varb. for language--
xly<-ll%*%xx
cyl<-ll%*%y
o<-lm(cyl~xly)
#--the fitted value is our instrumental variable--
fyll<-fitted(o)
#--keep R2 from this regression--
lr2<-summary(o)$r.squared
m9<-cbind(m9,fydd,fyll)
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of unrestricted model--
xUR<-lm(depvar~fyll+fydd+dateobs+
cultints+roots+cereals+gath+plow+
hunt+fish+anim+pigs+milk+bovines+tree+foodtrade+foodscarc+
ecorich+popdens+pathstress+exogamy+ncmallow+ ### famsize+
settype+localjh+superjh+moralgods+fempower+femsubs+
sexratio+war+himilexp+money+wagelabor+
migr+brideprice+nuclearfam+pctFemPolyg+
nonmatrel+lrgfam+malesexag+segadlboys+agrlateboy,data=m9) ###ADDED
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--Stage 2 OLS estimate of restricted model--
###xR<-lm(depvar ~ fyll + cultints + roots + fish +
### exogamy + settype + femsubs, data = m9)
xR<-lm(depvar~fyll+dateobs+ #1#fydd
cultints+cereals+ #2#roots #3#gath #4#hunt #4#plow #5# fish #5#anim
milk+bovines+foodtrade+ #6#pigs #7#tree #8#foodscarc
popdens+exogamy+ ###famsize+ #9#ecorich #10#ncmallow
localjh+fempower+pctFemPolyg+agrlateboy #11#pathstress #12#superjh #13#settype
#14#moralgods #15#femsubs #16#sexratio #17#war #18#himilexp #19#money #20#wagelabor
#21#migr #22#brideprice #23#nuclearfam #24# nonmatrel #25#lrgfam #26#malesexag #27#segadlboys
, data = m9) ###ADDED
#--corrected sigma2 and R2 for 2SLS--
qxx<-m9
qxx[,"fydd"]<-cyd
qxx[,"fyll"]<-cyl
b<-coef(xR)
incpt<-matrix(1,NROW(qxx),1)
x<-as.matrix(cbind(incpt,qxx[,names(b)[-1]]))
e<-y-x%*%as.matrix(b)
cs2<-as.numeric(t(e)%*%e/(NROW(x)-NCOL(x)))
cr2<-as.numeric(1-t(e)%*%e/sum((y-mean(y))^2))
#--collect coefficients and their variances--
ov<-summary(xR)
vif<-rbind(vif,vif(xR))
ss<-rbind(ss,diag(ov$cov*cs2))
#--collect robust coef. variances when there is heteroskedasticity--
#eb<-e^2
#x<-as.matrix(cbind(incpt,m9[,names(b)[-1]]))
#hcm<-inv(t(x)%*%x)%*%t(x)%*%diag(eb[1:length(eb)])%*%x%*%inv(t(x)%*%x)
#ss<-rbind(ss,diag(hcm))
beta<-rbind(beta,coef(xR))
#MODIFY THESE STATEMENTS FOR A NEW PROJECT
#--collect some model diagnostics--
dropt<-c("cereals","gath","plow","hunt","anim","dateobs",
"pigs","milk","bovines","foodscarc","ecorich","localjh", #1# "famsize",
"superjh","moralgods","fempower","sexratio","money",
"fydd","wagelabor","war","himilexp","tree","foodtrade")
#--Ramsey RESET test--
p1<-qchisq(resettest(xR,type="fitted")$"p.value",1,lower.tail=FALSE)
#--Wald test (H0: dropped variables have coefficient equal zero)--
o<-linear.hypothesis(xUR,dropt,test="Chisq")$"Pr(>Chisq)"[2]
p2<-qchisq(o,1,lower.tail=FALSE) #find Chisq with 1 d.f. and same pvalue
#--Heteroskedasticity test (H0: homoskedastic residuals)--
p3<-ncv.test(xR)$ChiSquare
#--Shapiro-Wilke normality test (H0: residuals normal)
p4<-qchisq(shapiro.test(e)$p.value,1,lower.tail=FALSE)
#--LaGrange Multiplier test for spatial autocorrelation: language--
o<-lm.LMtests(xR, wmatll, test=c("LMlag"))
p5<-as.numeric(o$LMlag$statistic)
#--LaGrange Multiplier test for spatial autocorrelation: distance--
o<-lm.LMtests(xR, wmatdd, test=c("LMlag"))
p6<-as.numeric(o$LMlag$statistic)
#--model R2--
p7<-cr2
dng<-rbind(dng,cbind(p1,p2,p3,p4,p5,p6,p7,dr2,lr2))
}
#--------------------------------------------
#--Rubin's formulas for combining estimates--
#--------------------------------------------
#--first find final regr. coefs. and p-values--
mnb<-apply(beta,2,mean)
vrb<-colSums((beta-t(matrix(mnb,length(mnb),10)))^2)/(nimp-1)
mnv<-apply(ss,2,mean)
vrT<-mnv+vrb*(1-nimp^(-1))
fst<-mnb^2/vrT
r<-(1+nimp^(-1))*vrb/mnv
v<-(nimp-1)*(1+r^(-1))^2
pval<-pf(fst,1,v,lower.tail=FALSE)
bbb<-data.frame(round(cbind(mnb,fst,v,pval),3))
bbb$VIF[2:NROW(bbb)]<-round(apply(vif,2,mean),3)
names(bbb)<-c("coef","Fstat","ddf","pvalue","VIF")
#--Then combine the diagnostics we collected--
dng<-data.frame(dng)
names(dng)<-c("RESET","Wald on restrs.","NCV","SWnormal","lagll","lagdd",
"R2:final model","R2:IV(distance)","R2:IV(language)")
r2<-apply(dng[,7:9],2,mean)
adng<-dng[,1:6]
mdm<-apply(adng,2,mean)
vrd<-colSums((adng-t(matrix(mdm,length(mdm),nimp)))^2)/(nimp-1)
aa<-4*mdm^2-2*vrd
aa[which(aa<0)]<-0
rd<-(1+nimp^(-1))*vrd/(2*mdm+aa^.5)
vd<-(nimp-1)*(1+rd^(-1))^2
Dm<-(mdm-(nimp-1)/(nimp+1)*rd)/(1+rd)
#-All chi-sq we collected have df=1-------
pvald<-pf(Dm,1,vd,lower.tail=FALSE)
ccc<-data.frame(round(cbind(Dm,vd,pvald),3))
names(ccc)<-c("Fstat","df","pvalue")
bbb
r2
ccc
#Corrected to publication version with depvarname
#--write results to csv file for perusal in spreadsheet--
write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE)
write.csv(bbb,file="OLSresults.csv",append=TRUE)
write.csv(r2,file="OLSresults.csv",append=TRUE)
write.csv(ccc,file="OLSresults.csv",append=TRUE)
B|Results after trimming out xR<-
coef Fstat ddf pvalue VIF
coef Fstat ddf pvalue VIF
(Intercept) -0.742 0.046 12080.285 0.829 NA
fyll 1.260 2.435 7549.094 0.119 1.345
dateobs -0.001 2.525 39997.446 0.112 1.101
cultints 0.197 3.150 18919.282 0.076 2.264
cereals -0.899 7.237 20802.108 0.007 1.744
milk -0.468 1.334 17406.558 0.248 2.028
bovines 1.111 6.439 23641.486 0.011 2.633
foodtrade 0.028 4.272 78343.889 0.039 1.260
popdens -0.218 3.750 143576.864 0.053 2.001
exogamy 0.263 5.646 8187.968 0.018 1.137
localjh 0.491 4.491 240621.520 0.034 1.186
fempower -0.186 5.632 250.611 0.018 1.058
pctFemPolyg 0.013 7.491 1113.039 0.006 1.096
agrlateboy 0.173 5.950 1713.401 0.015 1.101
> r2
R2:final model R2:IV(distance) R2:IV(language)
0.2552713 0.9116166 0.9060961
> ccc
Fstat df pvalue
RESET 0.807 143.169 0.370
Wald on restrs. 2.823 380.226 0.094
NCV 1.266 293.780 0.261
SWnormal 4.315 343.209 0.039
lagll 1.671 1157502.129 0.196
lagdd 0.456 274856.940 0.500
> #Corrected to publication version with depvarname > #--write results to csv file for perusal in spreadsheet-- > write.csv(paste("2SLS model for ",depvarname,sep=""),file="OLSresults.csv", append=FALSE) > write.csv(bbb,file="OLSresults.csv",append=TRUE) Warning message: In write.table(bbb, file = "OLSresults.csv", append = TRUE, col.names = NA, : appending column names to file > write.csv(r2,file="OLSresults.csv",append=TRUE) Warning message: In write.table(r2, file = "OLSresults.csv", append = TRUE, col.names = NA, : appending column names to file > write.csv(ccc,file="OLSresults.csv",append=TRUE)
