Skip to main content
×
Home
    • Aa
    • Aa

Windows of Opportunity: Window Subseries Empirical Variance Estimators in International Relations

  • Patrick Heagerty (a1), Michael D. Ward (a2) and Kristian Skrede Gleditsch (a3)
Abstract

We show that temporal, spatial, and dyadic dependencies among observations complicate the estimation of covariance structures in panel databases. Ignoring these dependencies results in covariance estimates that are often too small and inferences that may be more confident about empirical patterns than is justified by the data. In this article, we detail the development of a nonparametric approach, window subseries empirical variance estimators (WSEV), that can more fully capture the impact of these dependencies on the covariance structure. We illustrate this approach in a simulation as well as with a statistical model of international conflict similar to many applications in the international relations literature.

Copyright
Linked references
Hide All

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.

Luc Anselin . 1988. Spatial Econometrics: Methods and Models. Dordrecht, The Netherlands: Kluwer.

Katherine Barbieri , and Gerald Schneider . 1999. “Globalization and Peace: Assessing New Directions in the Study of Trade and Conflict.” Journal of Peace Research 36:387404.

Nathaniel Beck , Jonathan Katz , and Richard Tucker . 1998. “Taking Time Seriously: Time Series Cross Section Analysis with a Binary Dependent Variable.” American Journal of Political Science 42:12601288.

Neal Beck , Gary King , and Langche Zeng . 2000. “The Problem with Quantitative Studies of Conflict: A Conjecture.” American Political Science Review 94:2136.

D. Scott Bennett , and Allan C. Stam III. 2000. “A Cross-Validation of Bueno de Mesquita and Lalman's International Interaction Game.” British Journal of Political Science 30:541561.

Edward Carlstein . 1986. “The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence.” Annals of Statistics 14:11711179.

Henry Farber , and Joanne Gowa . 1995. “Politics and Peace.” International Security 20(2): 123146.

Erik Gartzke . 1998. “Kant We All Just Get Along? Opportunity, Willingness and the Origins of the Democratic Peace.” American Journal of Political Science 42:127.

Erik Gartzke , Quan Li , and Charles Boehmer . 2001. “Investing in the Peace: Economic Interdependence and International Conflict.” International Organization 55:391438.

Kristian S. Gleditsch 2002. All Politics Is Local: The Diffusion of Conflict, Integration, and Democratization. Ann Arbor: University of Michigan Press.

Kristian S. Gleditsch , and Michael D. Ward 2000. “War and Peace in Space and Time: The Role of Democratization.” International Studies Quarterly 44:129.

Kristian S. Gleditsch , and Michael D. Ward 2001. “Measuring Space: A Minimum Distance Database and Applications to International Studies.” Journal of Peace Research 38:749768.

Petter Gleditsch Nils , and Håvard Hegre . 1997. “Peace and Democracy: Three Levels of Analysis.” Journal of Conflict Resolution 41:283310.

Patrick J. Heagerty , and Thomas Lumley . 2000. “Window Subsampling of Estimating Functions with Application to Regression Models.” Journal of the American Statistical Association 95:197211.

Peter J. Huber 1981. Robust Statistics. New York: Wiley.

Daniel M. Jones , Stuart A. Bremer , and J. David Singer 1996. “Militarized Interstate Disputes, 1816-1992: Rationale, Coding Rules, and Empirical Applications.” Conflict Management and Peace Science 15(2): 163213.

Douglas Lemke , and William Reed . 2001. “The Relevance of Politically Relevant Dyads.” Journal of Conflict Resolution 45(1): 126143.

Kung-Yee Liang , and Scott L. Zeger 1986. “Longitudinal Data Analysis Using Generalized Linear Models.” Biometrika 73(4): 322.

Thomas Lumley , and Patrick J. Heagerty 1999. “Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression.” Journal of the Royal Statistical Society B 61:459477.

James G. MacKinnon , and Halford White . 1985. “Some Modified Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties.” Journal of Econometrics 29:305325.

Zeev Maoz . 1996. Domestic Sources of Global Change. Ann Arbor: University of Michigan Press.

Zeev Maoz , and Bruce M. Russett 1993. “Normative and Structural Causes of Democratic Peace, 1946-1986.” American Political Science Review 87(3): 624638.

Peter McCullagh , and John A. Nelder 1989. Generalized Linear Model. London: Chapman and Hall.

Whitney K. Newey , and Kenneth D. West 1987. “A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator.” Econometrica 55:703708.

Salomon W. Polachek , John Robst , and Yuang-Ching Chang . 1999. “Liberalism and Interdependence: Extending the Trade-Conflict Model.” Journal of Peace Research 36(4): 405422.

Dimitris N. Politis , Joseph P. Romano , and Michael Wolf . 1999. Subsampling. New York: Springer Verlag.

Arvid Raknerud , and Håvard Hegre . 1997. “The Hazard of War: Reassessing the Evidence for the Democratic Peace.” Journal of Peace Research 34(4): 385404.

Bruce M. Russett , John R. Oneal , and David R. Davis 1998. “The Third Leg of the Kantian Tripod for Peace: International Organizations and Militarized Disputes, 1950-1985.” International Organization 52:441468.

Michael Sherman . 1997. “Subseries Methods in Regression.” Journal of the American Statistical Association 92:10411048.

Michael D. Ward , and Kristian Skrede Gleditsch . 2002. “Location, Location, Location: An MCMC Approach to Modeling the Spatial Context of War and Peace.” Political Analysis 10:244260.

Halbert L. White 1980. “A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.” Econometrica 48:817838.

Recommend this journal

Email your librarian or administrator to recommend adding this journal to your organisation's collection.

Political Analysis
  • ISSN: 1047-1987
  • EISSN: 1476-4989
  • URL: /core/journals/political-analysis
Please enter your name
Please enter a valid email address
Who would you like to send this to? *
×
MathJax
Type Description Title
UNKNOWN
Supplementary Materials

Heagerty et al. Supplementary Material
Supplementary Material

 Unknown (4 KB)
4 KB
UNKNOWN
Supplementary Materials

Heagerty et al. Supplementary Material
Supplementary Material

 Unknown (2 KB)
2 KB
UNKNOWN
Supplementary Materials

Heagerty et al. Supplementary Material
Supplementary Material

 Unknown (4 KB)
4 KB

Metrics

Full text views

Total number of HTML views: 0
Total number of PDF views: 2 *
Loading metrics...

Abstract views

Total abstract views: 81 *
Loading metrics...

* Views captured on Cambridge Core between 4th January 2017 - 20th September 2017. This data will be updated every 24 hours.