Taking Time Seriously: Time-Series-Cross-Section Analysis with a Binary Dependent Variable

@article{citeulike:832455, abstract = {Researchers typically analyze time-series--cross-section data with a binary dependent variable (BTSCS) using ordinary logit or probit. However, BTSCS observations are likely to violate the independence assumption of the ordinary logit or probit statistical model. It is well known that if the observations are temporally related that the results of an ordinary logit or probit analysis may be misleading. In this paper, we provide a simple diagnostic for temporal dependence and a simple remedy. Our remedy is based on the idea that BTSCS data is identical to grouped duration data. This remedy does not require the BTSCS analyst to acquire any further methodological skills and it can be easily implemented in any standard statistical software package. While our approach is suitable for any type of BTSCS data, we provide examples and applications from the field of International Relations, where BTSCS data is frequently used. We use our methodology to re-assess Oneal and Russett's (1997) finding...}, author = {Beck, Nathaniel and Katz, Jonathan N. and Tucker, Richard }, citeulike-article-id = {832455}, journal = {American Journal of Political Science}, keywords = {conflict, econometrics, international-relations, methodology, quantitative}, number = {4}, pages = {1260--1288}, posted-at = {2006-10-27 16:06:19}, priority = {0}, title = {Taking Time Seriously: Time-Series-Cross-Section Analysis with a Binary Dependent Variable}, url = {http://www.jstor.org/stable/2991857}, volume = {42}, year = {1998} }

TY - JOUR ID - citeulike:832455 L3 - citeulike-article-id:832455 N2 - Researchers typically analyze time-series--cross-section data with a binary dependent variable (BTSCS) using ordinary logit or probit. However, BTSCS observations are likely to violate the independence assumption of the ordinary logit or probit statistical model. It is well known that if the observations are temporally related that the results of an ordinary logit or probit analysis may be misleading. In this paper, we provide a simple diagnostic for temporal dependence and a simple remedy. Our remedy is based on the idea that BTSCS data is identical to grouped duration data. This remedy does not require the BTSCS analyst to acquire any further methodological skills and it can be easily implemented in any standard statistical software package. While our approach is suitable for any type of BTSCS data, we provide examples and applications from the field of International Relations, where BTSCS data is frequently used. We use our methodology to re-assess Oneal and Russett's (1997) finding... IS - 4 JF - American Journal of Political Science EP - 1288 TI - Taking Time Seriously: Time-Series-Cross-Section Analysis with a Binary Dependent Variable VL - 42 SP - 1260 KW - conflict KW - econometrics KW - international-relations KW - methodology KW - quantitative AU - Beck, Nathaniel AU - Katz, Jonathan AU - Tucker, Richard PY - 1998/// UR - http://www.jstor.org/stable/2991857 ER -