The SAGE Handbook of Regression Analysis and Causal Inference

425 Pages·2014·7.08 MB·English

by  Henning Best

SAGE Publications Ltd Introduction and editorial arrangement © Henning Best and Christof Wolf 2015
1 Oliver’s Yard Chapter 2 © Martin Elff 2015
55 City Road Chapter 3 © Susumu Shikano 2015
London EC1Y 1SP Chapter 4 © Christof Wolf and Henning Best 2015
Chapter 5 © Bart Meuleman, Geert Loosveldt and Viktor Emonds 2015
SAGE Publications Inc. Chapter 6 © Henning Lohmann 2015
2455 Teller Road Chapter 7 © Joop Hox and Leoniek Wijngaards-de Meij 2015
Thousand Oaks, California 91320 Chapter 8 © Henning Best and Christof Wolf 2015
Chapter 9 © J. Scott Long 2015
SAGE Publications India Pvt Ltd Chapter 10 © Gerrit Bauer 2015
B 1/I 1 Mohan Cooperative Industrial Area Chapter 11 © Steven G. Heeringa, Brady T. West and Patricia
Mathura Road A. Berglund 2015
New Delhi 110 044 Chapter 12 © Markus Gangl 2015
Chapter 13 © Christopher Muller, Christopher Winship and Stephen
SAGE Publications Asia-Pacific Pte Ltd L. Morgan 2015
3 Church Street Chapter 14 © David S. Lee and Thomas Lemieux 2015
#10-04 Samsung Hub Chapter 15 © Josef Brüderl and Volker Ludwig 2015
Singapore 049483 Chapter 16 © Hans-Peter Blossfeld and Gwendolin J. Blossfeld 2015
Chapter 17 © Jessica Fortin-Rittberger 2015
First published 2015
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Contents
Contributors vii
Preface x
1 Intoduction 1
Christof Wolf and Henning Best
PART I: ESTIMATION AND INFERENCE 5
2 Estimation techniques: Ordinary least squares and
maximum likelihood 7
Martin Elff
3 Bayesian estimation of regression models 31
Susumu Shikano
PART II: REGRESSION ANALYSIS FOR CROSS-SECTIONS 55
4 Linear regression 57
Christof Wolf and Henning Best
5 Regression analysis: Assumptions and diagnostics 83
Bart Meuleman, Geert Loosveldt and Viktor Emonds
6 Non-linear and non-additive effects in linear regression 111
Henning Lohmann
7 The multilevel regression model 133
Joop Hox and Leoniek Wijngaards-de Meij
8 Logistic regression 153
Henning Best and Christof Wolf
9 Regression models for nominal and ordinal outcomes 173
J. Scott Long
vi CONTENTS
10 Graphical display of regression results 205
Gerrit Bauer
11 Regression with complex samples 225
Steven G. Heeringa, Brady T. West and Patricia A. Berglund
PART III: CAUSAL INFERENCE AND ANALYSIS OF
LONGITUDINAL DATA 249
12 Matching estimators for treatment effects 251
Markus Gangl
13 Instrumental variables regression 277
Christopher Muller, Christopher Winship and Stephen L. Morgan
14 Regression discontinuity designs in social sciences 301
David S. Lee and Thomas Lemieux
15 Fixed-effects panel regression 327
Josef Brüderl and Volker Ludwig
16 Event history analysis 359
Hans-Peter Blossfeld and Gwendolin J. Blossfeld
17 Time-series cross-section 387
Jessica Fortin-Rittberger
Name Index 409
Subject Index 411
Contributors
Gerrit Bauer is a postdoctoral researcher at the Deparment of Sociology, Ludwig Maximilian
University of Munich. His research focuses on family sociology, the life course and social
stratification.
Patricia A. Berglund is a Senior Research Associate in the Survey Methodology Program at
the Institute for Social Research. Her research interests include survey data analysis and men-
tal/physical health research.
Henning Best is Professor of Quantitative Methods in the Social Sciences at the University of
Würzburg. His research interests include survey methodology, rational choice, environmental
sociology.
Gwendolin J. Blossfeld is a DPhil student at Nuffield College at the University of Oxford. Her
research interests include longitudinal data analysis, labor market dynamics, family sociology,
social inequality and demography.
Hans-Peter Blossfeld is is Professor of Sociology at the European University Institute (EUI) in
Florence, Italy, and Professor of Sociology at Bamberg University since 2002, where he is on
leave. He has published 35 books and over 240 articles on life course research, social inequality,
family and educational sociology, labor market research, and statistical methods for longitudinal
data analysis – which have been cited more than 17,000 times (Google Scholar, 2014).
Josef Brüderl is Professor of Sociology at the Ludwig Maximilian University of Munich. His
research interests include methods of social research, especially longitudinal methods, family
research, organizational research.
Martin Elff is a Senior Lecturer at the Department of Political and Administrative Sciences at
the University of Konstanz. His research interests are in comparative politics, political behav-
ior, and political methodology.
Viktor Emonds is a doctoral student at the Centre for Sociological Research, KU Leuven. His
main research interests include ethnic inequalities and educational sociology.
Jessica Fortin-Rittberger is Professor of Comparative Politics at the University of Salzburg.
Her main areas of research interest include political developments in former communist coun-
tries, political institutions and their measurement, women’s political representation, as well as
the impact of state capacity on democratization.
Markus Gangl is Professor of Sociology and Chair for Social Stratification and Social Policy
at the Goethe University of Frankfurt, and Permanent Honorary Fellow of the Department of
viii CONTRIBUTORS
Sociology at the University of Wisconsin-Madison. Besides his interest in the methodology of
quantitative social science, his main area of research is the interplay of public policy, economic
inequality and social stratification in affluent countries.
Steve G. Heeringa is a Research Scientist at the Institute for Social Research, University of
Michigan. His research interests are focused in methods of sample design and inference for
large-scale population studies.
Joop Hox is Professor of Social Science Methodology at the Faculty of Social Sciences of
Utrecht University. His research interests are data quality in surveys and analysis models for
complex data.
David S. Lee is Professor of Economics and Public Affairs at Princeton University. His main
research interests are labor economics and the econometrics of program evaluation.
Thomas Lemieux is Professor of Economics at the University of British Columbia. His
research focuses on the determinants of income inequality and applied econometrics.
Henning Lohmann is Professor of Sociology, in particular Social Research Methods at
Hamburg University. His research focuses on poverty and social inequality in a comparative
perspective.
J. Scott Long is Distinguished Professor and Chancellor’s Professor of Sociology and
Statistics at Indiana University, Bloomington.
Geert Loosveldt is Professor at the Department of Sociology of the Catholic University of
Leuven. His research focuses on research methodology in general and evaluation of survey
data quality in particular.
Volker Ludwig is a researcher at the Institute of Sociolology of the Ludwig Maximilian
University of Munich. He is interested in social research methods, family sociology and labor
market research.
Bart Meuleman is Assistant Professor at the Centre for Sociological Research, KU Leuven,
where he teaches research methodology and statistics. His current research focuses on cross-
national comparisons of welfare support and anti-immigration attitudes.
Stephen L. Morgan is the Jan Rock Zubrow ’77 Professor in the Social Sciences at Cornell
University. His main research interests are sociology of education, social stratification, and the
methodology of social inquiry.
Christopher Muller is a PhD candidate in sociology and a doctoral fellow in the
Multidisciplinary Program in Inequality and Social Policy at Harvard University. His research
interests include historical sociology, inequality, incarceration, and slavery.
Susumu Shikano is a Professor of Political Methodology at the Department of Politics and
Public Administration of the University of Konstanz, Germany. His research interests include
electoral politics, coalition formation and bureaucratic behavior.
CONTRIBUTORS ix
Brady T. West is a Research Assistant Professor in the Survey Methodology Program, located
within the Survey Research Center at the Institute for Social Research on the University of
Michigan, Ann Arbor campus. His research interests include the analysis of complex sample
survey data and regression models for longitudinal and clustered data.
Leoniek Wijngaards-de Meij is a Lecturer at the Department of Methodology and Statistics,
University of Utrecht.
Christopher Winship is the Diker-Tishman Professor of Sociology and a member of the sen-
ior faculty in the Harvard Kennedy School of Government. Since 1995, he has been editor of
Sociological Methods & Research. His research interests include quantitative methodology,
pragmatism, and applications of cognitive psychology to sociology.
Christof Wolf is Scientific Director at GESIS – Leibniz Institute for the Social Sciences and
Professor of Sociology at Mannheim University. His research focuses on sociology of religion,
social stratification, methodology, and data analysis.