Unifying Approaches to Statistical Analysis

• Sets out the general framework. King, Gary. Unifying Political Methodology: The Likelihood Theory of Statistical Inference, Cambridge, England and New York: Cambridge University Press, 1989. Reprinted, Ann Arbor: University of Michigan Press, 1998. (Michigan Press: Book | errata sheet: PDF)
• Generalizes the unification in the book (replacing its Section 5.2 with simulation to compute quantities of interest). This paper, which was originally titled "Enough with the Logit Coefficients, Already!", explains how to compute any quantity of interest from almost any statistical model; and shows, with replications of several published works, how to extract considerably more information than standard practices, without changing any data or statistical assumptions. King, Gary; Michael Tomz; and Jason Wittenberg. Making the Most of Statistical Analyses: Improving Interpretation and Presentation, American Journal of Political Science, Vol. 44, No. 2 (April, 2000): 341-355. (Replication Data: ICPSR 1255 | Article: PDF | Abstract: HTML)
• Software that accompanies the above article and implements its key ideas in easy-to-use Stata macros. Tomz, Michael; Jason Wittenberg; and Gary King. CLARIFY: Software for Interpreting and Presenting Statistical Results, Versions 1998-2002. (Software overview: CLARIFY). [Software also published in Journal of Statistical Software, Vol. 8, Issue 1 (2003). Abstract published in Journal of Computational and Graphical Statistics, Vol. 12, No. 1 (March, 2003): 245-246. (JSS Website: CLARIFY)]
• A generalization of Clarify, and much other software, implemented in R. The extensive manual encompasses most of the above works and can be read independently as an introduction to wide range of models. Under active development. Imai, Kosuke; Gary King; and Olivia Lau. Zelig: Everyone's Statistical Software, 2004-2005. (Website: Zelig)
• A paper that describes the advances underlying Zelig software: Kosuke Imai, Gary King, and Olivia Lau. Toward A Common Framework for Statistical Analysis and Development, Journal of Computational and Graphical Statistics, forthcoming (Abstract: HTML | Paper: PDF)

Related Materials

• King, Gary. How Not to Lie With Statistics: Avoiding Common Mistakes in Quantitative Political Science, American Journal of Political Science, Vol. 30, No. 3 (August, 1986): Pp. 666-687. (Article: PDF | Abstract: HTML)
• King, Gary. On Political Methodology, Political Analysis, Vol. 2 (1991): Pp. 1-30. (Replication Data: ICPSR s1053 | Article: PDF | Abstract: HTML)
• King, Gary. Calculating Standard Errors of Predicted Values based on Nonlinear Functional Forms, The Political Methodologist, Vol. 4, No. 2 (Fall, 1991) (Article: HTML)
• King, Gary. MAXLIK, a set of Gauss programs, annotated for pedagogical purposes, to implement the maximum likelihood models in Unifying Political Methodology: The Likelihood Theory of Statistical Inference. (Website: MAXLIK)
• Gill, Jeff and Gary King. What to do When Your Hessian is Not Invertible: Alternatives to Model Respecification in Nonlinear Estimation, Sociological Methods and Research, Vol. 33, No. 1 (2004): Pp. 54-87.(Article: PDF | Abstract: HTML)
• Gill, Jeff and Gary King. Numerical Issues Involved in Inverting Hessian Matrices, Pp. 143-176 (Chapter 6) in Micah Altman, Jeff Gill, and Michael P. McDonald, eds., Numerical Issues in Statistical Computing for the Social Scientist, Hoboken, NJ: John Wiley and Sons, Inc.(Article: PDF | Abstract: HTML)