Binary, count and duration data all code discrete events occurring at points in time. Although a single data generation process can produce all of these three data types, the statistical literature is not very helpful in providing methods to estimate parameters of the same process from each. In fact, only single theoretical process exists for which know statistical methods can estimate the same parameters - and it is generally used only for count and duration data. The result is that seemingly trivial decisions abut which level of data to use can have important consequences for substantive interpretations. We describe the theoretical event process for which results exist, based on time independence. We also derive a set of models for a time-dependent process and compare their predictions to those of a commonly used model. Any hope of understanding and avoiding the more serious problems of aggregation bias in events data is contingent on first deriving a much wider arsenal of statistical models and theoretical processes that are not constrained by the particular forms of data that happen to be available. We discuss these issues and suggest an agenda for political methodologists interested in this very large class of aggregation problems.
We propose a remedy for the discrepancy between the way political scientists analyze data with missing values and the recommendations of the statistics community. Methodologists and statisticians agree that "multiple imputation" is a superior approach to the problem of missing data scattered through one’s explanatory and dependent variables than the methods currently used in applied data analysis. The discrepancy occurs because the computational algorithms used to apply the best multiple imputation models have been slow, difficult to implement, impossible to run with existing commercial statistical packages, and have demanded considerable expertise. We adapt an algorithm and use it to implement a general-purpose, multiple imputation model for missing data. This algorithm is considerably easier to use than the leading method recommended in statistics literature. We also quantify the risks of current missing data practices, illustrate how to use the new procedure, and evaluate this alternative through simulated data as well as actual empirical examples. Finally, we offer easy-to-use that implements our suggested methods. (Software: AMELIA)
In this paper we propose Bayesian and frequentist approaches to ecological inference, based on R x C contingency tables, including a covariate. The proposed Bayesian model extends the binomial-beta hierarchical model developed by King, Rosen and Tanner (1999) from the 2 x 2 case to the R x C case, the inferential procedure employs Markov chain Monte Carlo (MCMC) methods. As such the resulting MCMC analysis is rich but computationally intensive. The frequentist approach, based on first moments rather than on the entire likelihood, provides quick inference via nonlinear least-squares, while retaining good frequentist properties. The two approaches are illustrated with simulated data, as well as with real data on voting patterns in Weimar Germany. In the final section of the paper we provide an overview of a range of alternative inferential approaches which trade-off computational intensity for statistical efficiency.
The Virtual Data Center (VDC) software is an open-source, digital library system for quantitative data. We discuss what the software does, and how it provides an infrastructure for the management and dissemination of disturbed collections of quantitative data, and the replication of results derived from this data.
Some of the most important phenomena in international conflict are coded s "rare events data," binary dependent variables with dozens to thousands of times fewer events, such as wars, coups, etc., than "nonevents". Unfortunately, rare events data are difficult to explain and predict, a problem that seems to have at least two sources. First, and most importantly, the data collection strategies used in international conflict are grossly inefficient. The fear of collecting data with too few events has led to data collections with huge numbers of observations but relatively few, and poorly measured, explanatory variables. As it turns out, more efficient sampling designs exist for making valid inferences, such as sampling all available events (e.g., wars) and a tiny fraction of non-events (peace). This enables scholars to save as much as 99% of their (non-fixed) data collection costs, or to collect much more meaningful explanatory variables. Second, logistic regression, and other commonly used statistical procedures, can underestimate the probability of rare events. We introduce some corrections that outperform existing methods and change the estimates of absolute and relative risks by as much as some estimated effects reported in the literature. We also provide easy-to-use methods and software that link these two results, enabling both types of corrections to work simultaneously.
We offer the first independent scholarly evaluation of the claims, forecasts, and causal inferences of the State Failure Task Force and their efforts to forecast when states will fail. State failure refers to the collapse of the authority of the central government to impose order, as in civil wars, revolutionary wars, genocides, politicides, and adverse or disruptive regime transitions. This task force, set up at the behest of Vice President Gore in 1994, has been led by a group of distinguished academics working as consultants to the U.S. Central Intelligence Agency. State Failure Task Force reports and publications have received attention in the media, in academia, and from public policy decision-makers. In this article, we identify several methodological errors in the task force work that cause their reported forecast probabilities of conflict to be too large, their causal inferences to be biased in unpredictable directions, and their claims of forecasting performance to be exaggerated. However, we also find that the task force has amassed the best and most carefully collected data on state failure in existence, and the required corrections which we provide, although very large in effect, are easy to implement. We also reanalyze their data with better statistical procedures and demonstrate how to improve forecasting performance to levels significantly greater than even corrected versions of their models. Although still a highly uncertain endeavor, we are as a consequence able to offer the first accurate forecasts of state failure, along with procedures and results that may be of practical use in informing foreign policy decision making. We also describe a number of strong empirical regularities that may help in ascertaining the causes of state failure.
We study rare events data, binary dependent variables with dozens to thousands of times fewer ones (events, such as wars, vetoes, cases of political activism, or epidemiological infections) than zeros ("nonevents"). In many literatures, these variables have proven difficult to explain and predict, a problem that seems to have at least two sources. First, popular statistical procedures, such as logistic regression, can sharply underestimate the probability of rare events. We recommend corrections that outperform existing methods and change the estimates of absolute and relative risks by as much as some estimated effects reported in the literature. Second, commonly used data collection strategies are grossly inefficient for rare events data. The fear of collecting data with too few events has led to data collections with huge numbers of observations but relatively few, and poorly measured, explanatory variables, such as in international conflict data with more than a quarter-million dyads, only a few of which are at war. As it turns out, more efficient sampling designs exist for making valid inferences, such as sampling all variable events (e.g., wars) and a tiny fraction of nonevents (peace). This enables scholars to save as much as 99% of their (nonfixed) data collection costs or to collect much more meaningful explanatory variables. We provide methods that link these two results, enabling both types of corrections to work simultaneously, and software that implements the methods developed.
In this paper, we present an overview of the Virtual Data Center (VDC) software, an open-source digital library system for the management and dissemination of distributed collections of quantitative data. (see http://TheData.org). The VDC functionality provides everything necessary to maintain and disseminate an individual collection of research studies, including facilities for the storage, archiving, cataloging, translation, and on-line analysis of a particular collection. Moreover, the system provides extensive support for distributed and federated collections including: location-independent naming of objects, distributed authentication and access control, federated metadata harvesting, remote repository caching, and distributed "virtual" collections of remote objects.
The intellectual stakes at issue in this symposium are very high: Green, Kim, and Yoon (2000 and hereinafter GKY) apply their proposed methodological prescriptions and conclude that they key findings in the field is wrong and democracy "has no effect on militarized disputes." GKY are mainly interested in convincing scholars about their methodological points and see themselves as having no stake in the resulting substantive conclusions. However, their methodological points are also high stakes claims: if correct, the vast majority of statistical analyses of military conflict ever conducted would be invalidated. GKY say they "make no attempt to break new ground statistically," but, as we will see, this both understates their methodological contribution to the field and misses some unique features of their application and data in international relations. On the ltter, GKY’s critics are united: Oneal and Russett (2000) conclude that GKY’s method "produces distorted results," and show even in GKY’s framework how democracy’s effect can be reinstated. Beck and Katz (2000) are even more unambiguous: "GKY’s conclusion, in table 3, that variables such as democracy have no pacific impact, is simply nonsense...GKY’s (methodological) proposal...is NEVER a good idea." My given task is to sort out and clarify these conflicting claims and counterclaims. The procedure I followed was to engage in extensive discussions with the participants that included joint reanalyses provoked by our discussions and passing computer program code (mostly with Monte Carlo simulations) back and forth to ensure we were all talking about the same methods and agreed with the factual results. I learned a great deal from this process and believe that the positions of the participants are now a lot closer than it may seem from their written statements. Indeed, I believe that all the participants now agree with what I have written here, even though they would each have different emphases (and although my believing there is agreement is not the same as there actually being agreement!).