Hostname: page-component-848d4c4894-v5vhk Total loading time: 0 Render date: 2024-06-14T12:18:24.717Z Has data issue: false hasContentIssue false
  • English
  • Français

Systematic Sampling, Temporal Aggregation, and the Study of Political Relationships

Published online by Cambridge University Press:  04 January 2017

John R. Freeman
Get access Rights & Permissions [Opens in a new window]

Abstract

Systematic sampling and temporal aggregation are the practices of sampling a time series at regular intervals and of summing or averaging time series observations over a time interval, respectively. Both practices are a source of statistical error and faulty inference. The problems that systematic sampling and temporal aggregation create for the construction of strongly specified and weakly specified models are discussed. The seriousness of these problems then is illustrated with respect to the debate about superpower rivalry. The debate is shown to derive, in part, from the fact that some researchers employ highly temporally aggregated measures of U.S. and Soviet foreign policy behavior. The larger methodological lessons are that we need to devote more time to determining the natural time unit of our theories and to conducting robustness checks across levels of temporal aggregation.

Type
Research Article
Information
Political Analysis , Volume 1 , 1989 , pp. 61 - 98
Copyright
Copyright © by the University of Michigan 1990 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Achen, Christopher H. 1981. “Towards Theories of Data.” In Political Science: The State of the Discipline, ed. Finifter, A. Washington, D.C.: American Political Science Association.Google Scholar
Achen, Christopher H. 1986. The Statistical Analysis of Quasi-Experiments. Berkeley, Calif.: University of California Press.Google Scholar
Achen, Christopher H. 1987. “Statistical Models for Event Data.” Presented at the first DDIR Conference on Event Data, Columbus, Ohio.Google Scholar
Axelrod, Robert. 1984. The Evolution of Cooperation. New York: Basic Books.Google Scholar
Beck, Neal. 1985. “Estimating Dynamic Models Is Not Merely a Matter of Technique.” Political Methodology 11 (1-2): 71–90.Google Scholar
Brewer, K. R. W. 1973. “Some Consequences of Temporal Aggregation and Systematic Sampling for ARMA and ARMAX Models.” Journal of Econometrics 1: 133–54.Google Scholar
Freeman, John R. 1983. “Granger Causality and the Time Series Analysis of Political Relationships.” American Journal of Political Science 27: 327–58.Google Scholar
Freeman, John R., and Goldstein, Joshua S. 1988. “US-Soviet-Chinese Relations: Routine, Reciprocity or Rational Expectations?” Presented at the annual meeting of the American Political Science Association, Washington, D.C.Google Scholar
Freeman, John R., Williams, John T., and Lin, Tse-min. N.d. “Vector Autoregression and the Study of Politics.” American Journal of Political Science. Forthcoming.Google Scholar
Geweke, John. 1978. “Temporal Aggregation in the Multiple Regression Model.” Econometrica 46 (3): 643–61.Google Scholar
Geweke, John. 1982. “Measurement of Linear Dependence and Feedback Between Multiple Time Series.” Journal of the American Statistical Association 77(378): 304–13.Google Scholar
Goldstein, Joshua S., and Freeman, John R. 1987. “Reciprocity in the Strategic Triangle: An Empirical Analysis.” Presented at the annual meeting of the American Political Science Association, Chicago.Google Scholar
Goldstein, Joshua S., and Freeman, John R. N.d. “Three-way Street: Strategies for U.S.-Soviet-Chinese Cooperation.” Chicago: University of Chicago Press. Forthcoming.Google Scholar
Granger, Clive W. F., 1987. “Implications of Aggregation with Common Factors.” Econometric Theory 3: 208–22.Google Scholar
Granger, Clive W. F. 1988. “Aggregation of Time Series—A Survey.” Institute for Empirical Macroeconomics Discussion Paper no. 1. Minneapolis: Federal Reserve Bank of Minneapolis.Google Scholar
Hall, Robert E. 1978. “Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence.” Journal of Political Economy 68(6): 971–87.Google Scholar
Hawawini, Gabriel A. 1978. “A Note on Temporal Aggregation and Serial Correlation.” Economic Letters 1: 237–42.Google Scholar
Hawawini, Gabriel A., and Vora, Ashok. 1983. “Temporal Aggregation and the Strength of the Association Between Securities’ Risk and Return.” Economic Letters 11: 269–78.CrossRefGoogle Scholar
Jackson, John E. 1987. “Estimation of Small Area Characteristics with National Data.” Presented at the fourth annual meeting of the Political Methodology Society, Duke University, Durham, N.C.Google Scholar
Judge, George G., Griffiths, W. E., Carter Hill, R., Lütkepohl, Helmut, and Lee, Tsoung-Chao. 1985. The Theory and Practice of Econometrics. 2d ed. New York: John Wiley.Google Scholar
King, Gary. 1988a. “Statistical Models for Political Science Event Counts.” American Journal of Political Science. 32: 838–63.Google Scholar
King, Gary. 1988b. “Event Count Models in International Relations.” International Studies Quarterly 33: 123–48.Google Scholar
Kohn, Robert. 1982. “When Is an Aggregate of a Time Series Efficiently Forecast By Its Own Past?” Journal of Econometrics 18: 337–49.Google Scholar
Litterman, Robert B. 1983. “A Random Walk, Markov Model for the Distribution of Time Series.” Institute for Empirical Economics Staff Report no. 84. Minneapolis: Federal Reserve Bank of Minneapolis.Google Scholar
Litterman, Robert B., and Weiss, Andrew A. 1985. “Money, Real Interest Rates, and Output: A Reinterpretation of Post-War Data.” Econometrica 53(1): 129–56.Google Scholar
Lütkepohl, Helmut. 1984a. “Linear Aggregation of Vector Autoregressive Moving Average Processes.” Economic Letters 14: 345–50.Google Scholar
Lütkepohl, Helmut. 1984b. “Forecasting Contemporaneously Aggregated Vector ARMA Processes.” Journal of Business and Economic Statistics 2(3): 201–14.Google Scholar
Majeski, Stephen J. 1985. “Expectations and Arms Races.” American Journal of Political Science 29(2): 217–45.Google Scholar
Moriguchi, C. 1970. “Aggregation Over Time in Macroeconomic Relations.” International Economic Review 11(3): 427–39.Google Scholar
Ostrom, Charles W., and Marra, Robin F. 1986. “U.S. Defense Spending and the Soviet Estimate.” American Political Science Review 80(3): 819–42.Google Scholar
Rajmaira, Sheen, and Ward, Michael D. 1988. “Reciprocity and Equilibrium in the Superpower Triad, 1950-1978.” Institute of Behavioral Science, Boulder. Typescript.Google Scholar
Rasler, Karen. 1986. “War, Accommodation, and Violence in the United States, 1890-1970.” American Political Science Review 80(3): 921–48.Google Scholar
Rasler, Karen, and Thompson, William R. 1983. “Global Wars, Public Debts, and the Long Cycle.” World Politics 37: 489–516.Google Scholar
Rasler, Karen, and Thompson, William R. 1985a. “War Making and State-Making: Government Expenditures, Tax Revenues, and Global Wars.” American Political Science Review 79: 491–507.Google Scholar
Rasler, Karen, and Thompson, William R. 1985b. “War and Economic Growth of Major Powers.” American Journal of Political Science 29: 513–38.Google Scholar
Sims, Christopher A. 1971. “Discrete Approximations to Continuous Time Distributed Lags in Econometrics.” Econometrica 39(3): 545–63.Google Scholar
Sims, Christopher A. 1972. “Money, Income and Causality.” American Economic Review 62: 540–52.Google Scholar
Sims, Christopher A. 1980. “Macroeconomics and Reality.” Econometrica 48(1): 1–48.Google Scholar
Smith, Dale L. 1987. “Linking the Foreign Policy Process to International Action: A Formal and Empirical Analysis of Policy Dynamics.” Ph.D. diss. MIT.Google Scholar
Starr, Harvey. 1982. “‘Detente’ or Two Against One'? The China Factor.” In Foreign Policy: USA/USSR, ed. Kegley, C. W. Jr., and McGowan, P. Beverly Hills: Sage.Google Scholar
Stimson, James A. 1985. “Regression in Time and Space.” American Journal of Political Science 29(4): 914–47.Google Scholar
Stram, D., and Wei, William S. 1981. “Change of Model Form Under Temporal Aggregation in the ARIMA Process.” Proceedings of the Business and Economics Section, American Statistical Association, 313–17.Google Scholar
Tiao, G. C., and Guttman, Irwin. 1980. “Forecasting Contemporal Aggregates of Multiple Time Series.” Journal of Econometrics 12: 219–30.Google Scholar
Tiao, G. C., and Tsay, Ruey S. 1983. “Multiple Time Series Modeling and Extended Sample Cross-Correlations.” Journal of Business and Economic Statistics 1(1): 43–56.Google Scholar
Tiao, G. C., and Wei, William S. 1976. “Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables.” Biometrika 63(3): 513–23.Google Scholar
Ward, Michael D. 1982. “Cooperation and Conflict in Foreign Policy Behavior.” International Studies Quarterly 26(1): 87–126.Google Scholar
Wei, William S. 1978. “The Effect of Temporal Aggregation on Parameter Estimation in Distributed Lag Model.” Journal of Econometrics 8: 237–46.Google Scholar
Wei, William S. 1981. “Effect of Systematic Sampling on ARIMA Models.” Communications in Statistics-Theory and Methods 23: 89–98.Google Scholar
Wei, William S. 1982. “Comment: The Effects of Systematic Sampling and Temporal Aggregation on Causality—A Cautionary Note.” Journal of the American Statistical Association 77(378): 316–19.Google Scholar
Weiss, Andrew A. 1984. “Systematic Sampling and Temporal Aggregation in Time Series Models.” Journal of Econometrics 26: 271–81.Google Scholar
Williams, John T. 1988. “Implications of the Rational Expectations Hypothesis for Political Science.” Presented at the annual meeting of the Midwest Political Science Association, Chicago.Google Scholar
Williams, John T., and McGinnis, Michael D. 1988. “Sophisticated Reaction in the U.S.-Soviet Arms Race: Evidence of Rational Expectations.” American Journal of Political Science 32(4): 968–95.Google Scholar
Zellner, Arnold, and Montmarquette, Claude. 1971. “A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analysis.” Review of Economics and Statistics 53: 335–42.Google Scholar
Zinnes, Dina A. 1980. “Three Puzzles in Search of a Researcher.” International Studies Quarterly 24(3): 215–42.Google Scholar