The various methodological techniques that fall under the umbrella description of qualitative comparative analysis (QCA) are increasingly popular for modeling causal complexity and necessary or sufficient conditions in medium-N settings. Because QCA methods are not designed as statistical techniques, however, there is no way to assess the probability that the patterns they uncover are the result of chance. Moreover, the implications of the multiple hypothesis tests inherent in these techniques for the false positive rate of the results are not widely understood. This article fills both gaps by tailoring a simple permutation test to the needs of QCA users and adjusting the Type I error rate of the test to take into account the multiple hypothesis tests inherent in QCA. An empirical application–a reexamination of a study of protest-movement success in the Arab Spring–highlights the need for such a test by showing that even very strong QCA results may plausibly be the result of chance.

Electoral forensics involves examining election results for anomalies to efficiently identify patterns indicative of electoral irregularities. However, there is disagreement about which, if any, forensics tool is most effective at identifying fraud, and there is no method for integrating multiple tools. Moreover, forensic efforts have failed to systematically take advantage of country-specific details that might aid in diagnosing fraud. We deploy a Bayesian additive regression trees (BART) model–a machine-learning technique–on a large cross-national data set to explore the dense network of potential relationships between various forensic indicators of anomalies and electoral fraud risk factors, on the one hand, and the likelihood of fraud, on the other. This approach allows us to arbitrate between the relative importance of different forensic and contextual features for identifying electoral fraud and results in a diagnostic tool that can be relatively easily implemented in cross-national research.

Digit-based election forensics (DBEF) typically relies on null hypothesis significance testing, with undesirable effects on substantive conclusions. This article proposes an alternative free of this problem. It rests on decomposing the observed numeral distribution into the “no fraud” and “fraud” latent classes, by finding the smallest fraction of numerals that needs to be either removed or reallocated to achieve a perfect fit of the “no fraud” model. The size of this fraction can be interpreted as a measure of fraudulence. Both alternatives are special cases of measures of model fit—the π∗ mixture index of fit and the Δ dissimilarity index, respectively. Furthermore, independently of the latent class framework, the distributional assumptions of DBEF can be relaxed in some contexts. Independently or jointly, the latent class framework and the relaxed distributional assumptions allow us to dissect the observed distributions using models more flexible than those of existing DBEF. Reanalysis of Beber and Scacco's (2012) data shows that the approach can lead to new substantive conclusions.

Mass election predictions are increasingly used by election forecasters and public opinion scholars. While they are potentially powerful tools for answering a variety of social science questions, existing measures are limited in that they ask about victors rather than voteshares. We show that asking survey respondents to predict voteshares is a viable and superior alternative to asking them to predict winners. After showing respondents can make sensible quantitative predictions, we demonstrate how traditional qualitative forecasts lead to mistaken inferences. In particular, qualitative predictions vastly overstate the degree of partisan bias in election forecasts, and lead to wrong conclusions regarding how political knowledge exacerbates this bias. We also show how election predictions can aid in the use of elections as natural experiments, using the effect of the 2012 election on partisan economic perceptions as an example. Our results have implications for multiple constituencies, from methodologists and pollsters to political scientists and interdisciplinary scholars of collective intelligence.

Onsets of binary events are often of interest to political scientists, whether they be regime changes, the occurrence of civil war, or the signing of bilateral agreements, to name a few. Often researchers transform the binary event outcome of interest, by setting ongoing years to zero, to create a variable which measures the onset of the event. While this may seem an intuitive way to go about estimating models where onset is the outcome of interest, it results in two problems that can affect substantive inferences. First, it creates two qualitatively different meanings for a unit time period to have a zero, which estimators are unable to “know.” Second, it ignores the possibility that variables may have differing effects upon binary event onsets and durations. This article explores how much this transformation can harm our substantive inferences by analytically demonstrating the resulting bias and the use of Monte Carlo experiments, as well as offering recommendations to avoid these problems. I also conduct a sensitivity analysis on the determinants of civil war onset to examine how substantive inferences are affected by this issue. In doing so, I find that there is considerable difference in the size of estimated coefficients and whether a variable is considered a robust determinant of civil war.

Many variables crucial to the social sciences are not directly observed but instead are latent and measured indirectly. When an external variable of interest affects this measurement, estimates of its relationship with the latent variable will then be biased. Such violations of “measurement invariance” may, for example, confound true differences across countries in postmaterialism with measurement differences. To deal with this problem, researchers commonly aim at “partial measurement invariance” that is, to account for those differences that may be present and important. To evaluate this importance directly through sensitivity analysis, the “EPC-interest” was recently introduced for continuous data. However, latent variable models in the social sciences often use categorical data. The current paper therefore extends the EPC-interest to latent variable models for categorical data and demonstrates its use in example analyses of U.S. Senate votes as well as respondent rankings of postmaterialism values in the World Values Study.

Dyadic data are common in the social sciences, although inference for such settings involves accounting for a complex clustering structure. Many analyses in the social sciences fail to account for the fact that multiple dyads share a member, and that errors are thus likely correlated across these dyads. We propose a non-parametric, sandwich-type robust variance estimator for linear regression to account for such clustering in dyadic data. We enumerate conditions for estimator consistency. We also extend our results to repeated and weighted observations, including directed dyads and longitudinal data, and provide an implementation for generalized linear models such as logistic regression. We examine empirical performance with simulations and an application to interstate disputes.