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Estimation and Inference Are Missing Data Problems: Unifying Social Science Statistics via Bayesian Simulation

Published online by Cambridge University Press:  04 January 2017

Simon Jackman
Simon Jackman*
Affiliation:
Department of Political Science, Stanford University, Stanford, California 94305-2044. e-mail: jackman@stanford.edu, http://jackman.stanford.edu
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Abstract

Bayesian simulation is increasingly exploited in the social sciences for estimation and inference of model parameters. But an especially useful (if often overlooked) feature of Bayesian simulation is that it can be used to estimate any function of model parameters, including “auxiliary” quantities such as goodness-of-fit statistics, predicted values, and residuals. Bayesian simulation treats these quantities as if they were missing data, sampling from their implied posterior densities. Exploiting this principle also lets researchers estimate models via Bayesian simulation where maximum-likelihood estimation would be intractable. Bayesian simulation thus provides a unified solution for quantitative social science. I elaborate these ideas in a variety of contexts: these include generalized linear models for binary responses using data on bill cosponsorship recently reanalyzed in Political Analysis, item—response models for the measurement of respondent's levels of political information in public opinion surveys, the estimation and analysis of legislators' ideal points from roll-call data, and outlier-resistant regression estimates of incumbency advantage in U.S. Congressional elections

Type
Research Article
Information
Political Analysis , Volume 8 , Issue 4 , 18 July 2000 , pp. 307 - 332
Copyright
Copyright © 2000 by the Society for Political Methodology 

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