clarify: software for interpreting and presenting statistical results

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  • Clarify: Software for Interpreting

    and Presenting Statistical Results

    Michael Tomz Jason Wittenberg Gary King1

    June 1, 2001

    1Tomz: Department of Political Science, Stanford University, Encina Hall, Stanford, CA 94305-6044,email tomz@stanford.edu; Wittenberg: Department of Political Science, University of Wisconsin, Madison,1050 Bascom Mall, 221 North Hall, Madison, WI, 53706, email witty@polisci.wisc.edu; King: Centerfor Basic Research in the Social Sciences, 34 Kirkland Street, Harvard University, Cambridge MA 02138,email King@Harvard.Edu, website http://GKing.Harvard.Edu. Clarify is copyrighted, but you may copyand distribute this program provided that no charge is made and the copy is identical to the original. Torequest an exception, please contact Michael Tomz.

  • Contents

    1 Introduction 3

    2 Software requirements 3

    3 How to Install Clarify For the First Time 3

    3.1 Installing on Computers that are Connected to the Internet . . . . . . . . . . . . . . 3

    3.2 Installing on Computers that are Not Connected to the Internet . . . . . . . . . . . 4

    4 How to update Clarify 5

    4.1 Updating from Version 1.2x or earlier . . . . . . . . . . . . . . . . . . . . . . . . . . 5

    4.2 Updating from Version 2.0 or later . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

    5 What Clarify Does 5

    6 Whats new in Clarify 2.0? 6

    7 A Simple Example 7

    8 The Main Commands 8

    8.1 estsimp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

    8.2 setx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

    8.3 simqi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

    9 Frequently Asked Questions 19

    10 Formulae - A Peek Under the Hood 23

    10.1 Algorithms for estsimp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

    10.2 Algorithms for setx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

    1

  • 10.3 Algorithms for simqi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

    11 References 28

    12 Acknowledgements 28

    2

  • 1 Introduction

    Clarify is a program that uses Monte Carlo simulation to convert the raw output of statistical proce-dures into results that are of direct interest to researchers, without changing statistical assumptionsor requiring new statistical models. The program, designed for use with the Stata statistics package,offers a convenient way to implement the techniques described in:

    Gary King, Michael Tomz, and Jason Wittenberg (2000). Making the Most of Sta-tistical Analyses: Improving Interpretation and Presentation. American Journal ofPolitical Science 44, no. 2 (April 2000): 34761.

    We recommend that you read this paper before using the software.

    Clarify 2.0 simulates quantities of interest for the most commonly used statistical models, includ-ing linear regression, binary logit, binary probit, ordered logit, ordered probit, multinomial logit,Poisson regression, negative binomial regression, weibull regression, seemingly unrelated regressionequations, and the additive logistic normal model for compositional data.

    2 Software requirements

    Clarify works in conjunction with Stata Statistical Software, produced by Stata Corporation. Clarifywill run on any platform (Windows, Unix, or Macintosh) where Stata is already installed. You musthave Stata 6.0 or later to run Clarify. To obtain a copy of Stata or learn more about the software,visit http://www.stata.com or send email to stata@stata.com.

    3 How to Install Clarify For the First Time

    If you do not have a previous version of Clarify on your personal computer or your network, thereare two ways to install the software.

    3.1 Installing on Computers that are Connected to the Internet

    To install Clarify 2.0 for use with a personal copy of Stata, launch Stata and then type:

    net from http://gking.harvard.edu/clarify/

    net install clarify

    3

  • To install Clarify for use with a networked copy of Stata, launch Stata and then type:

    net from http://gking.harvard.edu/clarify/

    net set ado SITE

    net install clarify

    In either case, the following files will be installed on your computer: estsimp.ado, estsimp.hlp,setx.ado, setx.hlp, simqi.ado, simqi.hlp, sumqi.ado, sumqi.hlp, tlogit.ado, tlogit.hlp. Note thatthese files will be installed onto your adopath, the path where Stata searches for the files it needs.If you ever want to remove these files, simply type ado uninstall clarify

    3.2 Installing on Computers that are Not Connected to the Internet

    Download clarify.zip from http://gking.harvard.edu and copy that file to a floppy disk.Then insert the floppy into the disk drive of the machine that is not connected to the internet.Copy clarify.zip into a temporary directory or folder on the hard disk, and use a utility such aspkunzip (available for the PC at http://www.pkware.com) or StuffIt (available for the MacIntoshat http://www.aladdinsys.com/expander/index.html) to extract the files into your temporarydirectory. Finally, launch Stata and type the following commands from within Stata:

    net from

    net install clarify

    Here, replace with the path to the temporary directory or folderwhere you extracted the contents of clarify.zip. Thus, for example, if the archive were copiedand opened into the c:\temp folder on a Windows machine, the appropriate installation commandswould be:

    net from c:\temp

    net install clarify

    On a Macintosh, if you copied clarify.zip into a temporary folder called TEMPFOLDER, youcould install the program by typing:

    net from :TEMPFOLDER

    net install clarify

    4

  • 4 How to update Clarify

    There are two ways to update Clarify. The choice depends on which version you currently have onyour computer or network.

    4.1 Updating from Version 1.2x or earlier

    If you are using a version of Clarify released before June 2001, manually delete the followingfiles from your Stata adopath, working directory, or network: estsimp.ado, estsimp.hlp, setx.ado,setx.hlp, simqi.ado, simqi.hlp, sumqi.ado, sumqi.hlp. Once you have done this, you may installClarify according to the directions in Section 3.

    4.2 Updating from Version 2.0 or later

    Once youve installed Version 2.0 on your computer, it should be easy to update the program asnew releases become available. If you have a personal copy of Stata, launch Stata and then type:

    net from http://gking.harvard.edu/clarify/

    net install clarify, replace

    To update the copy on a network, launch Stata and then type:

    net from http://gking.harvard.edu/clarify/

    net set ado SITE

    net install clarify, replace

    5 What Clarify Does

    Clarify uses stochastic simulation techniques to help researchers interpret and present their statis-tical results. It uses whatever statistical model you have chosen and as such changes no statisticalassumptions. As a first step, the program draws simulations of the main and ancillary parameters() from their asymptotic sampling distribution, in most cases a multivariate normal with meanequal to the vector of parameter estimates () and variance equal to the variance-covariance matrixof estimates V().1 Thus,

    N(

    , V())

    1There are two exceptions, the variance parameters for sureg, drawn from an inverse Wishart distribution; and

    the variance for regress, drawn from an inverse 2 distribution. For details, see section 10.

    5

  • By default the program draws M = 1000 sets of simulated parameters, which should be sufficientfor most applications.

    Next, Clarify converts the simulated parameters into substantively interesting quantities, such aspredicted values, expected values, or first differences. To achieve this objective, the user needonly choose real or hypothetical values for the explanatory variables (the Xs) and indicate whichquantities should be calculated, conditional on those Xs. The program allows researchers tocalculate virtually any quantity that would shed light on a particular problem, and provides anumber of Stata procedures to do this easily.

    Clarify 2.0 simulates quantities of interest for the most commonly used statistical models, includ-ing linear regression, binary logit, binary probit, ordered logit, ordered probit, multinomial logit,Poisson regression, negative binomial regression, weibull regression, seemingly unrelated regressionequations, and compositional data.

    6 Whats new in Clarify 2.0?

    Clarify 2.0 includes a number of enhancements over previous versions, including:

    Support for more models, including weibull regression, seemingly unrelated regression equa-tions, and the additive logistic normal model for compositional data.

    The ability to apply standard transformations such as natural logs and exponents todependent variables, estimate a model, and then reverse those transformations when inter-preting the results.

    Clarify is Amelia-compatible: if you use multiple imputation to correct for problems withmissing values, Clarify will analyze all the multiply imputed data sets and appropriatelycombine the results and compute your quantity of interest automatically. (For informationon the software program Amelia, see http://GKing.Harvard.Edu).

    The option to generate antithetical simulations, which guarantees that the mean of the simu-lated parameters equals the vector of point estimates, , and reduces Monte Carlo variance.

    More powerful commands for setting the values of the explanatory variables (the Xs), usingeither single or multiply-imputed datasets to compute descriptive statistics.