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Postestimation Uncertainty in Limited Dependent Variable Models

  • Michael C. Herron (a1)
Abstract

Many political science research articles that use limited dependent variable models report estimated quantities, in particular, fitted probabilities, predicted probabilities, and functions of such probabilities, without indicating that such estimates are subject to uncertainty. This practice, along with the reporting of “percentage correctly predicted,” can overstate the precision of reported results. In light of this, the present article describes a variety of measures of uncertainty that authors can include alongside estimates generated by limited dependent variable models. It also proposes an alternative to “percentage correctly predicted” and illustrates its calculations with congressional cosponsorship data from Krehbiel (1995).

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This list contains references from the content that can be linked to their source. For a full set of references and notes please see the PDF or HTML where available.

R. Michael Alvarez , and John Brehm . 1998. “Speaking in Two Voices: American Equivocation about the Internal Revenue Service.” American Journal of Political Science 42: 418452.

Sarah A. Binder , Eric D. Lawrence , and Forrest Maltzman . 1999. “Uncovering the Hidden Effect of Party.” Journal of Politics 61: 815831.

Keith Krehbiel . 1995. “Cosponsors and Wafflers from Ato Z.” American Journal of Political Science 39: 906923.

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Political Analysis
  • ISSN: 1047-1987
  • EISSN: 1476-4989
  • URL: /core/journals/political-analysis
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