Suchergebnisse

Many situations exist in which a latent construct has both ordinal and continuous indicators. This presents a problem for the applied researcher because standard measurement models are not designed to accommodate mixed ordinal and continuous data. I address this problem by formulating a measurement model that is appropriate for such mixed multivariate responses. This model unifies standard normal theory factor analysis and item response theory models for ordinal data. I detail a Markov chain Monte Carlo algorithm for model fitting. I apply the model to cross-national data on political-economic risk and find that the model works well. Software for fitting this model is publicly available in theMCMCpack(Martin and Quinn 2004, "MCMCpack 0.4–8")Rpackage.

Our goal in this paper is to provide a formal explanation for how within-unit causal process information (i.e., data on posttreatment variables and partial information on posttreatment counterfactuals) can help to inform causal inferences relating to total effects—the overall effect of an explanatory variable on an outcome variable. The basic idea is that, in many applications, researchers may be able to make more plausible causal assumptions conditional on the value of a posttreatment variable than they would be able to do unconditionally. As data become available on a posttreatment variable, these conditional causal assumptions become active and information about the effect of interest is gained. This approach is most beneficial in situations where it is implausible to assume that treatment assignment is conditionally ignorable. We illustrate the approach with an example of estimating the effect of election day registration on turnout.

In this paper, we discuss an estimator for average treatment effects (ATEs) known as the augmented inverse propensity weighted (AIPW) estimator. This estimator has attractive theoretical properties and only requires practitioners to do two things they are already comfortable with: (1) specify a binary regression model for the propensity score, and (2) specify a regression model for the outcome variable. Perhaps the most interesting property of this estimator is its so-called "double robustness." Put simply, the estimator remains consistent for the ATE if either the propensity score model or the outcome regression is misspecified but the other is properly specified. After explaining the AIPW estimator, we conduct a Monte Carlo experiment that compares the finite sample performance of the AIPW estimator to three common competitors: a regression estimator, an inverse propensity weighted (IPW) estimator, and a propensity score matching estimator. The Monte Carlo results show that the AIPW estimator has comparable or lower mean square error than the competing estimators when the propensity score and outcome models are both properly specified and, when one of the models is misspecified, the AIPW estimator is superior.

We amass a new, large-scale dataset of newspaper editorials that allows us to calculate fine-grained measures of the political positions of newspaper editorial pages. Collecting and classifying over 1500 editorials adopted by 25 major US newspapers on 495 Supreme Court cases from 1994 to 2004, we apply an item response theoretic approach to place newspaper editorial boards on a substantively meaningful and long validated scale of political preferences. We validate the measures, show how they can be used to shed light on the permeability of the wall between news and editorial desks, and argue that the general strategy we employ has great potential for more widespread use. Adapted from the source document.