Many authors report a positive relationship of education and political interest with political efficacy and trust, but it is well known that both of the former are associated with response styles, such as a tendency to “strongly agree.” Since they are related to both a substantive concept (political efficacy and trust), and to methodological effects (agreement bias and a tendency to give non-substantive responses) it is important to assess whether the substantive relationship is due to methodological artifacts. Applying multiple correspondence analysis to the 1984 Canadian National Election Study, we will discuss a method which allows to test a set of items for measurement effects such as ordinality and response sets. In the given example, ordinality of the political efficacy and trust items could be confirmed only for politically interested respondents. For respondents with low political interest, there is clear evidence of a response set resulting in a tendency to “strongly agree” regardless of the direction of the items. Taken together, these findings call into question the substantive relationships reported in the literature.

We illustrate the use of a class of statistical models, finite mixture models, that can be used to allow for differences in model parameterizations across groups, even in the absence of group labels. We also introduce a methodology for fitting these models, data augmentation. Neither finite mixture models nor data augmentation is routine in the world of political science methodology, but both are quite standard in the statistical literature. The techniques are applied to an investigation of the empirical support for a theory (developed fully by Hill and Kriesi 2001) that extends Converse's (1964) “black-and-white” model of response stability. Our model formulation enables us (1) to provide reliable estimates of the size of the two groups of individuals originally distinguished in this model, opinion holders and unstable opinion changers; (2) to examine the evidence for Converse's basic claim that these unstable changers truly exhibit nonattitudes; and (3) to estimate the size of a newly defined group, durable changers, whose members exhibit more stable opinion change. Our application uses survey data collected at four time points over nearly 2 years which track Swiss citizens' readiness to support pollution-reduction policies. The results, combined with flexible model checks, provide support for portions of Converse and Zaller's (1992) theories on response instability and appear to weaken the measurement-error arguments of Achen (1975) and others. This paper concentrates on modeling issues and serves as a companion paper to Hill and Kriesi (2001), which uses the same data set and model but focuses more on the details of the opinion-changing behavior debate.

A person has nonseparable preferences when her preference on an issue depends on the outcome of other issues. A model of survey responses in which preferences are measured with error implies that responses will change depending on the order of questions and vary over time when respondents have nonseparable preferences. Results from two survey experiments confirm that changes in survey responses due to question order are explained by nonseparable preferences but not by the respondent's level of political information, partisanship, or ideology.

Many conventional ideal point estimation techniques are inappropriate when only a limited number of votes are available. This paper presents a covariate-based random-effects Bayesian approach that allows scholars to estimate ideal points based on fewer votes than required for fixed-effects models. Using covariates brings more information to bear on the estimation; using a Bayesian random-effects approach avoids incidental parameter problems. Among other things, the method allows us to estimate directly the effect of covariates such as party on preferences and to estimate standard errors for ideal points. Monte Carlo results, an empirical application, and a discussion of further applications demonstrate the usefulness of the method.

Mixed logit (MXL) is a general discrete choice model thus far unexamined in the study of multicandidate and multiparty elections. Mixed logit assumes that the unobserved portions of utility are a mixture of an IID extreme value term and another multivariate distribution selected by the researcher. This general specification allows MXL to avoid imposing the independence of irrelevant alternatives (IIA) property on the choice probabilities. Further, MXL is a flexible tool for examining heterogeneity in voter behavior through random-coefficients specifications. MXL is a more general discrete choice model than multinomial probit (MNP) in several respects, and can be applied to a wider variety of questions about voting behavior than MNP. An empirical example using data from the 1987 British General Election demonstrates the utility of MXL in the study of multicandidate and multiparty elections.

Research in political science is often concerned with modeling dependent variables that are proportions. Proportions are relevant in a wide variety of substantive areas, including elections, the bureaucracy, and interest groups. Yet because most researchers rely upon an approach, OLS, that does not recognize key aspects of proportions, the conclusions we reach from normal models may not provide the best understanding of phenomena of interest in these areas. In this paper, I use Monte Carlo simulations to show that maximum likelihood estimation of these data using the beta distribution may provide more accurate and more precise results. I then present empirical analyses illustrating some of these differences.

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 a single theoretical process exists for which known 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 about 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.

This article develops a model that simultaneously considers individual turnout and vote choice while also accounting for uncertainty about candidates. The theoretical development of this model implies that the effects of uncertainty on turnout vary with the strength of individual preferences. Application of the model to individual choice in the 1996 American presidential election confirms that decreasing uncertainty about the character traits of the candidates decreases the probability of abstention for individuals with strong preferences but increases the probability of abstention for individuals with weak preferences.

The purpose of this paper is to show how the geometry of the quadratic utility function in the standard spatial model of choice can be exploited to estimate a model of parliamentary roll call voting. In a standard spatial model of parliamentary roll call voting, the legislator votes for the policy outcome corresponding to Yea if her utility for Yea is greater than her utility for Nay. The voting decision of the legislator is modeled as a function of the difference between these two utilities. With quadratic utility, this difference has a simple geometric interpretation that can be exploited to estimate legislator ideal points and roll call parameters in a standard framework where the stochastic portion of the utility function is normally distributed. The geometry is almost identical to that used by Poole (2000) to develop a nonparametric unfolding of binary choice data and the algorithms developed by Poole (2000) can be easily modified to implement the standard maximum-likelihood model.

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 available 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.

Although there exist extensive results concerning equilibria in spatial models of two-party elections with probabilistic voting, we know far less about equilibria in multiparty elections—i.e., under what conditions will equilibria exist, and what are the characteristics of equilibrium configurations? We derive conditions that guarantee the existence of a unique Nash equilibrium and develop an algorithm to compute that equilibrium inmultiparty elections with probabilistic voting, in which voters choose according to the behaviorists' fully specified multivariate vote model. Previously, such computations could only be approximated by laborious search methods. The algorithm, which assumes a conditional logit choice function, can be applied to spatial competition for a variety of party objectives including vote-maximization and margin-maximization, and can also encompass alternative voter policy metrics such as quadratic and linear loss functions. We show that our conditions for an equilibrium are plausible given the empirically-estimated parameters that behaviorists report for voting behavior in historical elections. We also show that parties' equilibrium positions depend not only on the distribution of voters' policy preferences but also on their nonpolicy-related attributes such as partisanship and sociodemographic variables. Empirical applications to data from a recent French election illustrate the use of the algorithm and suggest that a unique Nash equilibrium existed in that election.

Time series of event counts are common in political science and other social science applications. Presently, there are few satisfactory methods for identifying the dynamics in such data and accounting for the dynamic processes in event counts regression. We address this issue by building on earlier work for persistent event counts in the Poisson exponentially weighted moving-average model (PEWMA) of Brandt et al. (American Journal of Political Science 44(4):823–843, 2000). We develop an alternative model for stationary mean reverting data, the Poisson autoregressive model of order p, or PAR(p) model. Issues of identification and model selection are also considered. We then evaluate the properties of this model and present both Monte Carlo evidence and applications to illustrate.

This paper illustrates one strategy for testing a theory of economic influences on voting. We use a competitive equilibrium model of the economy to determine the impact of an individual's economic position on his or her economic interests and, ultimately, political interests. We then test whether this impact is observed in voting behavior, addressing the resulting specification and estimation problems in the context of U.S. presidential election data. Our empirical results suggest that, despite these formidable problems, we can usefully connect political-economic models and discrete-choice (probit) models of voting.

We argue that survey responses to economic evaluation questions exhibit instability and can be affected by fairly trivial changes in questionnaire wording. Our analyses make three empirical contributions to this area of survey research. First, we demonstrate that within the course of the interview there is considerable instability in economic evaluations. Second, one source of this instability is cues regarding economic performance, such as those provided by the media. We find that respondents can be persuaded to change their economic evaluations if they receive contradictory cues. Finally, we demonstrate that question placement can affect economic evaluations. More specifically, we demonstrate that proximity to political questions can contaminate economic evaluations. If economic evaluations closely follow political preference questions, respondents have a tendency to give economic responses that are “consistent” with their political responses. Our empirical analysis is based on economic evaluations of respondents to the Hungarian Markets and Democracy Survey administered during December 1997.

Vote-specific parameters are often by-products of roll call analysis, the primary goal being the measurement of legislators' ideal points. But these vote-specific parameters are more important in higher-dimensional settings: prior restrictions on vote parameters help identify the model, and researchers often have prior beliefs about the nature of the dimensions underlying the proposal space. Bayesian methods provide a straightforward and rigorous way for incorporating these prior beliefs into roll call analysis. I demonstrate this by exploiting the close connections among roll call analysis, item-response models, and “full-information” factor analysis. Vote-specific discrimination parameters are equivalent to factor loadings, and as in factor analysis, they (1) enable researchers to discern the substantive content of the recovered dimensions, (2) can be used for assessing dimensionality and model checking, and (3) are an obvious vehicle for introducing and testing researchers' prior beliefs about the dimensions. Bayesian simulation facilitates these uses of discrimination parameters, by simplifying estimation and inference for the massive number of parameters generated by roll call analysis.

Fixed-effects logit models can be useful in panel data analysis, when N units have been observed for T time periods. There are two main estimators for such models: unconditional maximum likelihood and conditional maximum likelihood. Judged on asymptotic properties, the conditional estimator is superior. However, the unconditional estimator holds several practical advantages, and therefore I sought to determine whether its use could be justified on the basis of finite-sample properties. In a series of Monte Carlo experiments for T < 20, I found a negligible amount of bias in both estimators when T ≥ 16, suggesting that a researcher can safely use either estimator under such conditions. When T < 16, the conditional estimator continued to have a very small amount of bias, but the unconditional estimator developed more bias as T decreased.

Existing preference estimation procedures do not incorporate the full structure of the spatial model of voting, as they fail to use the sequential nature of the agenda. In the maximum likelihood framework, the consequences of this omission may be far-reaching. First, information useful for the identification of the model is neglected. Specifically, information that identifies the proposal locations is ignored. Second, the dimensionality of the policy space may be incorrectly estimated. Third, preference and proposal location estimates are incorrect and difficult to interpret in terms of the spatial model. We also show that the Bayesian simulation approach to ideal point estimation (Clinton et al. 2000; Jackman 2000) may be improved through the use of information about the legislative agenda. This point is illustrated by comparing several preference estimators of the first U.S. House (1789–1791).

Political scientists often argue that political processes move together in the long run. Examples include partisanship and government approval, conflict and cooperation among countries, public policy sentiment and policy activity, economic evaluations and economic conditions, and taxing and spending. Error correction models and cointegrating relationships are often used to characterize these equilibrium relationships and to test hypotheses about political change. Typically the techniques used to estimate equilibrium relationships are based on the statistical assumption that the processes have permanent memory, implying that political experiences cumulate. Yet many analysts have argued that this is not a reasonable theoretical or statistical assumption for most political time series. In this paper I examine the consequences of assuming permanent memory when data have long but not permanent memory. I focus on two commonly used estimators: the Engle-Granger two-step estimator and generalized error correction. In my analysis I consider the important role of simultaneity and discuss implications for the conclusions political scientists have drawn about the nature, even the existence, of equilibrium relationships between political processes. I find that even small violations of the permanent memory assumption can present substantial problems for inference on long-run relationships in situations that are likely to be common in applied work in all fields and suggest ways that analysts should proceed.