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## The psre package must be installed first.
## You can do this with the following code
# install.packages("remotes")
# remotes::install_github('davidaarmstrong/psre')
## load packages
library(tidyverse)
library(ordinal)
library(psre)
library(DAMisc)
## load data from psre package
data(repress)
## replace pr as NA if pr < 0
repress$pr <- ifelse(repress$pr < 0, NA, repress$pr)
## rescale pr to (0,1)
repress$pr <- repress$pr/100
## create transformed variables and turn binary
## variables into factors
repress <- repress %>% mutate(log_gdp = log(rgdpe),
logpop = log(pop),
pts_fac = as.factor(pts_s),
cwar = as.factor(cwar),
iwar = as.factor(iwar)) %>%
dplyr::select(pr, cwar, iwar, rgdpe, pop, log_gdp, logpop, pts_s, pts_fac) %>%
na.omit()
## make piecewise linear basis functions
BL <- function(x,c=.34)ifelse(x < c, c-x, 0)
BR <- function(x,c=.34)ifelse(x > c, x-c, 0)
## ordered logit with piecewise linear spline for pr
opwl <- clm(pts_fac ~ BL(pr, .34) + BR(pr, .34) + cwar + iwar + log(rgdpe) + log(pop), data=repress)
## same ordered logit model, but using polr from MASS
opwlm <- MASS::polr(pts_fac ~ BL(pr, .34) + BR(pr, .34) + cwar + iwar + log(rgdpe) + log(pop), data=repress)
## linear model
linpwl <- lm(pts_s ~ BL(pr, .34) + BR(pr, .34) + cwar + iwar + log(rgdpe) + log(pop), data=repress)
## Correlation of Xb
## make design matrix for ordinal model
X <- model.matrix(opwlm)[,-1]
## get coefficients for ordinal model
b <- coef(opwlm)
## create Xb for ordinal model
Xb <- X %*% b
## correlate ordered logit xb with lm xb
cor(Xb, fitted(linpwl))
## Expected Value from ORM
## Predict probabilities for owplm
mprob <- predict(opwlm, type="probs")
## The expected value of y is the probabilities
## of each outcome multiplied by the value of each
## outcome
Ey <- mprob %*% 1:5
## correalte Ey with the fitted values from
## the linear model
cor(Ey, fitted(linpwl))
## make a sequence of values from 0 to .4, the
## range of pr
s <- seq(0,.4, by=.01)
## initialize two containers for results
fit1 <- fit2 <- NULL
## loop over the hypothetical values of pr
for(i in 1:length(s)){
## get the data to estimate the model
tmp <- get_all_vars(formula(opwlm), repress) %>% na.omit()
## set pr to the ith value of s
tmp$pr <- s[i]
## generate expected value for this particular
## value of s
e1 <- predict(opwlm, newdata=tmp, type="prob")
e1 <- c(e1 %*% 1:5)
## get predicted probabilities from the linear
## model for this value of s
e2 <- predict(linpwl, newdata=tmp)
## save the results
fit1 <- rbind(fit1, e1)
fit2 <- rbind(fit2, e2)
}
## calculate the difference between the
## two different measures of fit
dif <- abs(fit1-fit2)
## calculate the standard deviation
## of the difference for each value of s
dsd <- apply(dif, 2, sd)
## what's the biggest standard deviation?
dsd[which.max(dsd)]
## Consider observation 1833
i <- 1833
tmp <- data.frame(
e1 = fit1[,i],
e2= fit2[,i],
x = s
)
## make plot for obs 1833's values of the
## variables aside from pr.
ggplot(tmp) +
geom_line(aes(x=x, y=e1, linetype="ORM")) +
geom_line(aes(x=x, y=e2, linetype="OLS")) +
theme_classic() +
theme(legend.position=c(.15, .15)) +
labs(x="Political Rights", y="Predicted State Repression",
linetype="")
# ggssave("output/f11_11.png", height=4.5, width=4.5, units="in", dpi=300)
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