Robustness Tests for Quantitative Research PDF
Preview Robustness Tests for Quantitative Research
Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information Robustness Tests for Quantitative Research Theuncertaintyresearchersfaceinspecifyingtheirestimationmodelsthrea- tensthevalidityoftheirinferences.Inregressionanalysesofobservational data the “true model” remains unknown and researchers face a choice between plausible alternative specifications. Robustness testing allows researchers to explore the stability of their main estimates to plausible variationsinmodelspecifications.Thishighlyaccessiblebookpresentsthe logicofrobustnesstesting,providesanoperationaldefinitionofrobustness that can be applied in all quantitative research and introduces readers to diverse types of robustness tests. Focusing on each dimension of model uncertaintyinseparatechapters,theauthorsprovideasystematicoverview ofexistingtestsanddevelopmanynewones.Whetheritbeuncertaintyabout thepopulationorsample,measurement,thesetofexplanatoryvariablesand their functional form, causal or temporal heterogeneity, effect dynamics or spatial dependence, this book provides guidance and offers tests that researchersfromacrossthesocialsciencescanemployintheirownresearch. eric neumayer isProfessorofEnvironmentandDevelopmentandPro- Director Faculty Development at the London School of Economics and PoliticalScience(LSE). thomas plu¨mper is Professor of Quantitative Social Research at the ViennaUniversityofEconomicsandBusiness. Both authors have published in highly ranked journals including the American Journal of Public Health, Annals of the American Association ofGeographers,InternationalOrganization,PoliticalAnalysisandWorld Development. © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information MethodologicalToolsintheSocialSciences editors PaulM.Kellstedt,TexasA&MUniversity GuyD.Whitten,TexasA&MUniversity The Methodological Tools in the Social Sciences series is comprised of accessible, stand-alone treatments of methodological topics encountered by social science researchers. The focus is on practical instruction for applying methods, for getting the methods right. The authors are leading researchers able to provide extensive examples of applications of the methods covered in each book. The books in the series strike a balance between the underlying theory and the implementation of the methods. They are accessible and discursive, and make technical code and data available to aid in replication and extension of the results, as well as enabling scholars to apply these methods to their own substantive problems. They also provide accessible advice on how to present results obtainedfromusingtherelevantmethods. © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information Robustness Tests for Quantitative Research EricNeumayer LondonSchoolofEconomicsandPoliticalScience ThomasPlümper ViennaUniversityofEconomicsandBusiness © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information UniversityPrintingHouse,CambridgeCB28BS,UnitedKingdom OneLibertyPlaza,20thFloor,NewYork,NY10006,USA 477WilliamstownRoad,PortMelbourne,VIC3207,Australia 4843/24,2ndFloor,AnsariRoad,Daryaganj,Delhi–110002,India 79AnsonRoad,#06–04/06,Singapore079906 CambridgeUniversityPressispartoftheUniversityofCambridge. ItfurtherstheUniversity’smissionbydisseminatingknowledgeinthepursuitof education,learning,andresearchatthehighestinternationallevelsofexcellence. www.cambridge.org Informationonthistitle:www.cambridge.org/9781108415392 DOI:10.1017/9781108233590 ©EricNeumayerandThomasPlümper2017 Thispublicationisincopyright.Subjecttostatutoryexception andtotheprovisionsofrelevantcollectivelicensingagreements, noreproductionofanypartmaytakeplacewithoutthewritten permissionofCambridgeUniversityPress. Firstpublished2017 PrintedintheUnitedKingdombyClays,StIvesplc AcataloguerecordforthispublicationisavailablefromtheBritishLibrary. LibraryofCongressCataloging-in-PublicationData Names:Neumayer,Eric,1970–author.|Plümper,Thomas,author. Title:Robustnesstests:causalinferencewithobservationaldata/EricNeumayer, LondonSchoolofEconomicsandPoliticalScience,ThomasPlümper. Description:Cambridge,UnitedKingdom;NewYork,NY,USA:University PrintingHouse,[2017]|Includesbibliographicalreferencesandindex. Identifiers:LCCN2017012398|ISBN9781108415392(hardback:alk.paper)| ISBN9781108401388(paperback:alk.paper) Subjects:LCSH:Robuststatistics.|Socialsciences–Methodology. Classification:LCCHA31.5.N482017|DDC519.5/4–dc23 LCrecordavailableathttps://lccn.loc.gov/2017012398 ISBN978-1-108-41539-2Hardback ISBN978-1-108-40138-8Paperback CambridgeUniversityPresshasnoresponsibilityforthepersistenceoraccuracyof URLsforexternalorthird-partyinternetwebsitesreferredtointhispublication anddoesnotguaranteethatanycontentonsuchwebsitesis,orwillremain, accurateorappropriate. © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information Contents ListofFigures pagevi ListofTables vii ListofRobustnessTests viii Acknowledgments xiii 1. Introduction 1 PART1: Robustness–AConceptualFramework 9 2. CausalComplexityandtheLimitstoInferential Validity 11 3. TheLogicofRobustnessTesting 23 4. TheConceptofRobustness 34 5. ATypologyofRobustnessTests 52 6. AlternativestoRobustnessTesting? 67 PART2: RobustnessTestsandtheDimensionsofModel Uncertainty 83 7. PopulationandSample 85 8. ConceptValidityandMeasurement 110 9. ExplanatoryandOmittedVariables 130 10. FunctionalFormsBeyondDefault 144 11. CausalHeterogeneityandContextConditionality 157 12. StructuralChangeasTemporalHeterogeneity 176 13. EffectDynamics 190 14. SpatialCorrelationandDependence 211 15. Conclusion 229 References 232 Index 252 © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information Figures 4.1: Example1ofDegreeofRobustnessρ page39 4.2: Example2ofDegreeofRobustnessρ 39 4.3: Example3ofDegreeofRobustnessρ 40 4.4: ρasaFunctionoftheDifferenceinPointEstimatesand StandardErrors 42 4.5: ρasaFunctionoftheDifferenceinPointEstimatesand StandardErrors(HeatPlot) 43 4.6: AnExampleofPartialRobustness 50 7.1: JackknifeTest:CorruptCountries 96 7.2: JackknifeTest:Non-corruptCountries 97 8.1: ErrorInjectionTest:CorruptCountries 126 8.2: ErrorInjectionTest:Non-corruptCountries 127 9.1: VisualizationoftheBetween-variationTest 138 10.1: Higher-degreePolynomialTest1 151 10.2: Higher-degreePolynomialTest2 152 11.1: ConditionalityTest 171 11.2: Non-linearConditionalityTest 172 12.1: TrendedEffectTest 185 © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information Tables 2.1: ConceptsofCausalityandtheSocialWorld page15 4.1: DegreeofRobustnessforVariousRobustness TestEstimates 41 7.1: PopulationBoundaryTest 95 7.2: OutlierEliminationTest 98 7.3: StratificationTests 104 7.4: MultipleImputationTest 108 8.1: MeasurementErrorInjectionTest 125 9.1: Between-variationTest 137 9.2: GroupwiseFixed-effectsTest(replacementtype) 139 9.3: GroupwiseFixed-effectsTest(robustnesslimittype) 141 9.4: Spatial-errorTest 142 10.1: Higher-degreePolynomialsTests 151 11.1: Group-specificEffectTest 164 11.2: ChowTestofGroupHeterogeneity 166 11A.1: FunctionalFormTest:QuadraticRelationship 174 11A.2: FunctionalFormTest:Bi-linearConditional Relationship 174 12.1: TrendedEffectTest 184 12.2: ChowTestofTemporalHeterogeneity 187 13.1: EffectOnsetTest 200 13.2: EffectOnsetTestwithAlternativeDynamicSpecification Test 201 13.3: EffectOnsetandRandomCoefficientsDynamicsTests 204 14.1: SpatialSpecificationTests 218 14.2: Spatial-errorTests 219 14.3: AlternativeConnectivityTest 222 14.4: HeterogeneousExposureTest 224 14.5: HeterogeneousResponsivenessTest 225 © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information Robustness Tests PopulationDefinitionandSampleTests Name Action Pages Population a)Includesobservationsthatmaynot 94 boundarytest belongtopopulation b)Excludesobservationsthatmaybelong topopulation c)Structuredpermutationvariants Bootstraptest Resampleswithreplacement 95 Jackknifetest Dropsoneormoreobservationsatatime 95 Coregrouptest Includesonlycasesknowntobeinthe 97 population Outlier Drops“outliers” 97 eliminationtest Cross-validation Drawsnewsample 100 test Selectiontest Assumescasesareselected 101 Stratificationtest a)Over-samplesunder-representedcases 103 robustnesslimitvariant b)Under-samplesover-representedcases robustnesslimitvariant Interpolationtest Replacesmissingsbyinterpolatedvalues 105 Out-of-sample Replacesmissingsbytheory-basedoutof 106 predictiontest samplepredictions Multiple Replacesmissingsbymultiplyimputed 106 imputationtest values © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information ListofRobustnessTests ix ConceptValidityandMeasurementTests Name Action Pages Alternativeproxy Replacesoneproxyvariablewithanother 118 test Principal Combinesmultipleproxiesintosingle 118 componenttest principalcomponent Randomized Randomizesweightsofcomponentsof 119 componentstest compositevariable Principal Adds“jitter”toweightsofprincipal 120 componentjitter component test Rescalingtest Changesthescaleofavariable 124 Measurement Adds“artificial”measurementerror 124 errorinjectiontest Robustnesslimitvariant Re-categorization Changestheassignedcategoriesof 127 test categoricalvariables ExplanatoryandOmittedVariablesTests Name Action Pages Explanatory Addsand/orremovesright-hand-side 133 variablestest variables Between- Stepwisereducesthebetween-variation 136 variationtest inthedata Groupwise Reducesthebetween-variationby 138 fixed-effectstest includinggroupdummiesforsimilarcases Robustnesslimitvariant Correlated Addsartificialvariablewithdefined 140 artificialvariable properties test Spatial-errortest Addsspatial-errorvariable 141 © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-1-108-41539-2 — Robustness Tests for Quantitative Research Eric Neumayer , Thomas Plümper Frontmatter More Information x ListofRobustnessTests FunctionalFormTests Name Action Pages Higherdegree Relaxesthefunctionalformbyestimating 149 polynomialtest ahigher-degreepolynomialmodel Semi-parametric Relaxesthefunctionalformbyestimating 154 test asemi-parametricmodel Functionalform Allowsfordifferenteffectstrengthat 155 breaktest breakpoint CausalHeterogeneityandContextConditionalityTests Name Action Pages Bootstraptest Teststhehomogeneityassumptionby 162 resamplingwithreplacement Samplesplittest Teststhehomogeneityassumptionby 162 splittingthesample Groupwise Teststhehomogeneityassumptionby 163 jackknifetest groupwisedroppingcases Unit-specific Relaxesthehomogeneityassumptionby 163 effecttest estimatingcase-specificeffects Group-specific Relaxesthehomogeneityassumptionby 163 effecttest estimatinggroup-specificeffects Random Allowsrandomvariationineffects 165 coefficientstest Multileveltest Allowsclusteredvariationineffects 165 Chowtestof Relaxesthehomogeneityassumptionby 165 group interactingvariableswithgroupdummies heterogeneity Randomizedpermutationvariant Conditionality Relaxesthehomogeneityassumptionby 168 test estimatinganinteractioneffectsmodel Non-linear Relaxesthelinear-symmetryassumption 170 conditionalitytest ofinteractioneffectsmodel © in this web service Cambridge University Press www.cambridge.org
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