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POLS 6482 ADVANCED MULTIVARIATE STATISTICS
Due 17 September 2001
As we discussed in class, turn in all of your output neatly formatted in WORD! Any
command in STATA or EVIEWS that produces output -- regression tables, histograms,
correlation matrices, etc. -- must be neatly pasted into your homework
The aim of this problem is to investigate some simple relationships
between party identification and a few social-economic characteristics. The
data come from the 1968 and 1996 NES presidential election surveys. The
Party Identification: 0=strong democrat
Family Income Quintile: 1 is the lowest quintile, 5 is the highest
Race: 0 = White
1 = Black
Sex: 0 = Male
1 = Female
South: 0 = North
1 = South
Education: 1 = High School or less
2 = Some College
3 = College degree
Age: In Years
The data are in two text files:
In order to do the assignment you need to download these two files one at a time and
load them into EVIEWS. The first step is to download the files and
place them on a disk (a floppy is fine). Now start EVIEWS and type:
You will get the "Workfile Range" pop-up window. Select the "undated or
irregular" option. The 1968 data set has 1585 observations and the 1996
data set has 1547 observations. If you are working with the 1968 data set
type "1585" in the "End observation" window and click "OK". You will now
see the pop-up window "Workfile: UNTITLED". Now you need to read the data
into EVIEWS. Type:
[Note that the argument in READ() is "o" (oh), not "0" (zero)!] The
standard windows file open pop-up window now appears and simply type in the
path to OLS68.TXT/OLS96.TXT. You will now get the "ASCII Text Import" pop-up
window in EVIEWS. The cursor will be positioned
in the field "Names for
series or Number of series if names in file". Type in the following for
the variable names:
party income race sex south education age
and click "OK". You do not need to put commas between the names of the
variables. Also, you need to enter the variable names in the same order
as their corresponding columns in the data matrix!
You will now see the EVIEWS "Workfile: UNTITLED" window with all the variable
names. You should now save the workfile as NES68.WF1/NES96.WF1.
After you have the first workfile entered and saved, to get the second data set
into EVIEWS, simply go to the "File" menu and select "new" and then select
"Workfile". You will get another workfile window with the label "Workfile: UNTITLED".
Simply enter the command:
to get the second data set and go through the same steps described above.
You now should have two workfiles in EVIEWS: NES68 and NES96.
We are now going to test the following political theory:
Party = f(income, race, sex, south, education, age)
or, expressed in terms of a regression equation:
y = party,
x1 = income,
x2 = race,
x3 = sex,
x4 = south,
x5 = education, and
x6 = age.
Ignoring the constant term --
what should be the signs on the coefficents in the equation?
Why? Justify your answer. For
example, the dependent variable, party,
ranges from 0 (strong democrat) to
6 (strong republican) and the variable income
ranges from 1 (lowest income
quintile) to 5 (highest income quintile). Hence, a reasonable assumption is
that the coefficient on income,
b1, should be positive
(b1 > 0).
The aim of this problem is to learn to transfer a dataset from
EVIEWS to STATA. To do this, start STATA and open up
the data editor. It should look like this:
Run the above regression for both elections. The
EVIEWS command is:
LS Party C Income Race Sex South Education Age
Generally speaking, if the P-Value ("Prob." column in the
table) is greater than .20 we can conclude that, ceteris paribus,
that the variable is not substantively important. Traditionally,
for statistical significance, a value of .10 is required.
Interpret the results in light of your beliefs on the signs of the
coefficients and compare the pattern of the coefficents for 1968 and 1996. What do
you think are the important changes? Do these changes make sense to you?
Go back to
EVIEWS and click the "view" button on the Workfile toolbar and click on the
option "Select All (except C-RESID)". You should see the following:
Double click on the highlighted variables and they will come up in a spreadsheet
format. (In EVIEWS 4.0 a gray dialog box will pop up first. Select
"open group" and the spreadsheet comes up.) You should see the following:
Highlight the entries of the spreadsheet and place them on the clipboard. You
will get the following prompt:
Select the "highest precision" option. Now, go into STATA and
paste the spreadsheet into the data editor. You will see:
Now insert definitions of the variables into the STATA spreadsheet (see first homework).
Use the definitions in (1) above (you can use abbreviations, etc.)
Do the d and
summ commands for both
the 1968 and 1996 datasets and paste the results into your homework
The aim of this problem is to familarize you with eigenvalues and
eigenvectors of a correlation matrix and some handy features
Replicate the regressions in STATA that you ran in EVIEWS
for both the 1968 and 1996 datasets. In STATA, enter the command:
regress party income race sex south education age
Bring up EVIEWS and open a new workfile.
Select the "undated or irregular"
option and set the number of observations to 1000. You are going to create
a number of variables by drawing randomly from a Normal Distribution. Enter
This creates a 1000 length vector consisting of random draws from the Normal Distribution
with Mean 0 and Variance 1. To check this use the "Histogram and Stats" option
under "series statistics" on the "Quick" option of the menu bar (you did this
in homework one). You can also type:
Now enter the following commands:
Verify (use the HIST command)
that the means and standard deviations are -2, 2; -1, 2; and 0, 1/3; respectively.
Compute the correlation matrix with the command:
COR X1 X2 X3 X4
What should the values of these correlations be? Why?
Now we are going to compute the eigenvalues and eigenvectors of the
correlation matrix. To do this, enter the commands:
group g1 x1 x2 x3 x4
The last two commands simply show the results on the screen. Add the eigenvalues --
what do they add up to?