**
POLS 6482 ADVANCED MULTIVARIATE STATISTICS
First Assignment
Due 10 September 2001**

- Do assignment #1 from my Probability and Statistics I course at
Carnegie-Mellon University:

Part I: First Homework Assignment - After you have completed the tasks assigned, I want you to create some
variables and run a few regressions.

- The first thing we are going to do is run a regression using the
1st dimension DW-NOMINATE score as the dependent variable with two independent
variables: a dummy or indicator variable for political party
(1 = Republican; 0 ¹ Republican);
and the 2nd dimension DW-NOMINATE score. To get the dummy variable
we have to use the
**GENR**command in**EVIEWS**. At the prompt, type:

**genr partydum=(party<>200)*0 + (party=200)*1**

This produces a vector "partydum" that is 1 if Republican, 0 if not Republican (remember Bernie Sanders!). To check your work:

**show party partydum**

Which pops up a window showing the two variables. Party is the ICPSR ID code for political party (100 = Democrat; 200 = Republican). Scroll through and check to see if you did everything correctly and then close the window.

As a further check use the**HIST**command in**EVIEWS**. That is:

**HIST Partydum**

- Now run the regression:

**ls x1 c partydum x2**

Note that**ls**(or**LS**) stands for "Least Squares" and**c**is a reserved word in**EVIEWS**that is used for the intercept term. Print the Regression Output and hand it in as a Microsoft WORD document (see below for instructions on how to do this).

- Now we are going to check what happens when we eliminate the 2nd dimension
DW-NOMINATE score and use a dummy variable for South/North (South = 11 states of the
Confederacy plus Kentucky and Oklahoma). To do this we again use the
**GENR**command in**EVIEWS**:

**genr southdum=0**

genr southdum=((state>=40 and state<=49) or state=51 or state=53 or state=54)*1

The first command initializes our dummy variable to zero and the second command sets it equal to one for the southern states.

Now, check to be certain that your commands correctly generated the dummy:

**show state southdum**

Now, run the regression:

**ls x1 c partydum southdum**

and print the Regression Output and hand it in (for instructions, see below).

- The first thing we are going to do is run a regression using the
1st dimension DW-NOMINATE score as the dependent variable with two independent
variables: a dummy or indicator variable for political party
(1 = Republican; 0 ¹ Republican);
and the 2nd dimension DW-NOMINATE score. To get the dummy variable
we have to use the
- Now we are going to duplicate the above work in
**Stata**.

- Our first task is to paste the
**Excel**spreadsheet into**Stata**. To do this, start**Stata**. It will look like this:

Open the data editor by clicking the icon on the toolbar and you will see this:

Go to**Excel**, put the spreadsheet on the clipboard, and then paste it into**Stata**. You should see this:

Note that the variable names are carried over from**Excel**.

- You must now enter variable definitions
into
**Stata**. To do this, double-click on the name bar and a dialog box will come up. For example, for the variable "congress" you will see:

Leave the "Name:" field the same but type in the appropriate label and click "OK". For example, "Congress Number" would be an appropriate label for the variable**congress**. Do this for every variable (renaming ser05 and ser07 to something more descriptive is a good idea!). Now exit the editor (note that your variable descriptions now appear in**Stata's**variables window). Save the worksheet!

- In order to preserve our output we need to open a logging file that
we can in turn bring up in
**Epsilon**. To do this click the logging file icon on the tool bar and in the dialog box select type "Log(*.log)". Now, enter the command:

**d**

and you will see:

Bring your log file up in**Epsilon**and you will see:

Paste the results of the**d**command into your homework answer (this must be a Microsoft Word document) as described below.

- In
**Stata**enter the command:

**summ**

and paste the results into your homework answer.

- The dummy variables
**partydum**and**southdum**can be created in**Stata**in the following manner:

**generate partydum=0**

replace partydum=1 if party==200

**generate southdum=0**

replace southdum=1 if state >= 40 & state <= 49

replace southdum=1 if state==51

replace southdum=1 if state==53

replace southdum=1 if state==54

It is agood idea to check your work. You can do this by using the*very***browse**command in**Stata**which is the same as the**show**command in**Eviews**. In particular:

**browse party partydum**

and

**browse state southdum**

Open the data editor and type in definitions for**partydum**and**southdum**. Enter the**d**

and**summ**

commands and paste the results into your homework answer.

- To replicate the regressions we did in
**Eviews**, enter the following commands (note that**Stata**automatically puts in the intercept term --**C**in**Eviews**):

**regress x1 partydum x2**

and

**regress x1 partydum southdum**

Paste the results into your homework answer.

- Our first task is to paste the

**
How To Import EVIEWS Output into Microsoft WORD
**

- In EVIEWS, open the "Print Setup" option under "file".

- Now run your analysis -- for example

**LS X1 C PARTYDUM SOUTHDUM**

- Now click on "Print" and this sends the output to \EVIEWS3\EXAMPLE.TXT.

- Go into Epsilon and open EXAMPLE.TXT:

- Highlight the table and put it on the clipboard. Inside WORD
simply paste the table into your document. It will look bad. Highlight it
and then select Courier New Font, Point Size 10, and Paragraph Format Single
Space. It should look like this:
**============================================================ Dependent Variable: X1 Method: Least Squares Date: 09/20/00 Time: 11:21 Sample: 1 443 Included observations: 443 ============================================================ Variable CoefficientStd. Errort-Statistic Prob. ============================================================ C -0.360976 0.010927 -33.03616 0.0000 PARTYDUM 0.768851 0.014171 54.25403 0.0000 SOUTHDUM 0.089036 0.015317 5.813061 0.0000 ============================================================ R-squared 0.874830 Mean dependent var 0.067472 Adjusted R-squared 0.874261 S.D. dependent var 0.417945 S.E. of regression 0.148202 Akaike info criter-0.973732 Sum squared resid 9.664088 Schwarz criterion -0.946010 Log likelihood 218.6816 F-statistic 1537.611 Durbin-Watson stat 1.781986 Prob(F-statistic) 0.000000 ============================================================** *DO THIS FOR ALL YOUR OUTPUT FOR THE HOMEWORK ASSIGNMENTS.*