Hostname: page-component-745bb68f8f-kw2vx Total loading time: 0 Render date: 2025-01-26T08:28:25.395Z Has data issue: false hasContentIssue false
  • English
  • Français

A Selection Model for Panel Data: The Prospects of Green Party Support

Published online by Cambridge University Press:  04 January 2017

Martin Spiess  and
Martin Kroh
Martin Spiess*
Affiliation:
Department of Psychology, University of Hamburg, Von-Melle-Park 5, 20146 Hamburg, Germany
Martin Kroh
Affiliation:
Socio-Economic Panel Study, German Institute for Economic Research (DIW Berlin), Mohrenstrasse 58, 10117 Berlin, Germany. e-mail: [email protected]
*
e-mail: [email protected] (corresponding author)
Get access Rights & Permissions [Opens in a new window]

Abstract

Although sample selection bias is a frequent problem of applied research, there has been no generalization of sample selection models with binary dependent variables of interest to data with temporal error correlations. We suggest a generalized estimating equation approach to panel data selection models, considering binary responses in both equations. We demonstrate the utility of this model by a simulation study and by analyzing highly unbalanced annual panel data taken from the German Socio-Economic Panel Study covering two decades of Green party support.

Type
Research Article
Information
Political Analysis , Volume 18 , Issue 2 , Spring 2010 , pp. 172 - 188
Copyright
Copyright © The Author 2010. Published by Oxford University Press on behalf of the Society for Political Methodology 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Abramson, Paul R., Aldrich, John H., and Rohde, David W. 1995. Change and continuity in the 1992 elections. Washington, DC: CQ Press.Google Scholar
Andrews, Donald W. 1998. Semiparametric estimation of a sample selection model. Review of Economic Studies 65: 479–517.CrossRefGoogle Scholar
Avery, Robert B., Hansen, Lars P., and Joseph Hotz, V. 1983. Multiperiod probit models and orthogonality condition estimation. International Economic Review 24: 21–35.CrossRefGoogle Scholar
Baker, Kendall L., Dalton, Russel J., and Hildebrandt, Kai. 1981. Germany transformed: Political culture and new politics. Cambridge, MA: Harvard University Press.Google Scholar
Bartels, Larry M. 1994. The American public's defense spending preferences in the post-cold war era. Public Opinion Quarterly 58: 479–508.CrossRefGoogle Scholar
Beck, Paul A., and Kent Jennings, M. 1979. Political periods and political participation. American Political Science Review 73: 737–50.CrossRefGoogle Scholar
Berinsky, Adam J. 1999. The two faces of public opinion. American Journal of Political Science 43: 1209–30.Google Scholar
Boehmke, Frederick J. 2003. Using auxiliary data to estimate selection bias models, with an application to interest group use of the direct initiative process. Political Analysis 11: 234–54.CrossRefGoogle Scholar
Bürklin, Wilhelm. 1987. Governing left parties frustrating the radical non-established left: The rise and inevitable decline of the Greens. European Sociological Review 4: 161–6.Google Scholar
Bürklin, Wilhelm, and Dalton, Russell J. 1994. Das Ergrauen der Grünen. In Wahlen und Wähler: Analysen aus Anlass der Bundestagswahl 1990, eds. Klingemann, Hans-Dieter and Kaase, Max, 264–302. Pladen, Germany: Westdeutscher Verlag.Google Scholar
Campbell, Angus, Converse, Philip E., Miller, Warren E., and Stokes, Donald E. 1960. The American voter. New York: Wiley.Google Scholar
Dalton, Russell J., and Wattenberg, Martin P. eds. 2000. Parties without partisans. Oxford, UK: Oxford University Press.Google Scholar
Downs, Anthony. 1957. An economic theory of democracy. New York: Harper and Row.Google Scholar
Dubin, Jeffrey A., and Rivers, Douglas. 1990. Selection bias in linear regression, logit and probit models. Sociological Methods and Research 18: 360–90.Google Scholar
Dustmann, Christian, and Rochina-Barrachina, María E. 2007. Selection correction in panel data models: An application to the estimation of females’ wage equations. Econometrics Journal 10: 263–93.Google Scholar
Fiorina, Morris P. 2002. Parties and partisanship: A 40-year retrospective. Political Behavior 24: 93–115.Google Scholar
Fitzgerald, John, Gottschalk, Peter, and Moffitt, Robert. 1998. An analysis of sample attrition in panel data. Journal of Human Ressources 33: 251–99.Google Scholar
Franklin, Mark N. 2004. Voter turnout and the dynamics of electoral competition in established democracies since 1945. Cambridge: Cambridge University Press.Google Scholar
Gayle, George-Levi, and Viauroux, Christelle. 2007. Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model. Journal of Econometrics 141: 179–212.Google Scholar
Geddes, Barbara. 1990. How the cases you choose affect the answers you get: Selection bias in comparative politics. Political Analysis 2: 131–50.CrossRefGoogle Scholar
Goodliffe, Jay. 2001. The effect of war chests on challenger entry in U.S. House elections. American Journal of Political Science 45: 830–44.CrossRefGoogle Scholar
Green, Donald P., Palmquist, Bradley, and Schickler, Eric. 2002. Partisan hearts and minds. Political parties and the social identities of voters. New Haven, CT: Yale University Press.Google Scholar
Grier, Kevin B., Munger, Michael C., and Roberts, Brian E. 1994. The determinants of industry political activity, 1978–1986. American Political Science Review 88: 911–26.Google Scholar
Hansen, Lars P. 1982. Large sample properties of generalized method of moments estimators. Econometrica 50: 1029–54.CrossRefGoogle Scholar
Heckman, James J. 1974. Shadow prizes, market wages and labor supply. Econometrica 42: 679–94.CrossRefGoogle Scholar
Heckman, James J. 1976. The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models. Annals of Economics and Social Measurement 5: 475–92.Google Scholar
Heckman, James J. 1979. Sample selection bias as a specific error. Econometrica 47: 153–62.CrossRefGoogle Scholar
Hug, Simon. 2000. Studying the electoral success of new political parties. Party Politics 6: 187–97.Google Scholar
Hug, Simon. 2003. Selection bias in comparative research: The case of incomplete data sets. Political Analysis 11: 255–74.Google Scholar
Hulsberg, Werner. 1988. The German Greens: A social and political profile. London: Verso.Google Scholar
Inglehart, Ronald. 1971. The silent revolution in Europe: Intergenerational change in post-industrial societies. American Political Science Review 65: 991–1017.CrossRefGoogle Scholar
Jackman, Simon, and Vella, Francis. 1991. Redistricting and endogenous partisan control. Political Analysis 3: 155–71.CrossRefGoogle Scholar
Jennings, M. Kent. 1987. Residues of a movement: The aging of the American protest generation. The American Political Science Review 81: 367–82.Google Scholar
Kitschelt, Herbert. 1988. The life expectancy of left-libertarian parties. Does structural transformation or economic decline explain party innovation? A response to Wilhelm Bürklin. European Sociological Review 4: 155–60.Google Scholar
Klein, Markus, and Arzheimer, Kai. 1997. Grau in Grau. Die Grünen und ihre Wähler nach eineinhalb Jahrzehnten. Kölner Zeitschrift für Soziologie und Sozialpsychologie 49: 650–73.Google Scholar
Kohler, Ulrich. 1998. Zur Attraktivität der Grünen bei älteren Wählern. Kölner Zeitschrift für Soziologie und Sozialpsychologie 50: 536–59.Google Scholar
Kroh, Martin, and Selb, Peter. 2009. Inheritance and the dynamics of partisanship. Political Behavior 31: 559–74.Google Scholar
Kroh, Martin, and Spiess, Martin. 2008. Documentation of sample sizes and panel attrition in the German socio economic panel (SOEP) (1984 until 2007). Number 39 in “Data documentation.” Berlin, Germany: DIW.Google Scholar
Kyriazidou, Ekaterini. 1997. Estimation of a panel data sample selection model. Econometrica 65: 1335–64.CrossRefGoogle Scholar
Liang, Kung-Yee, and Zeger, Scott L. 1986. Longitudinal data analysis using generalized linear models. Biometrika 73: 13–22.Google Scholar
Liang, Kung-Yee, and Zeger, Scott L. 1995. Inference based on estimating functions in the presence of nuisance parameters. Statistical Science 10: 158–73.Google Scholar
Little, Roderick J., and Rubin, Donald B. 2002. Statistical analysis with missing data. 2nd ed. New York: John Wiley.Google Scholar
Mannheim, Karl. 1928. Das Problem der Generationen. Kölner Vierteljahreshefte für Soziologie 7: 157–85.Google Scholar
Manski, Charles F. 1989. Anatomy of the selection problem. Journal of Human Resources 24: 343–60.Google Scholar
McCarty, Nolan, and Rothenberg, Lawrence S. 1996. Commitment and the campaign contribution contract. American Journal of Political Science 40: 872–904.CrossRefGoogle Scholar
Moore, Jeffrey C., Stinson, Linda L., and Welniak, Edward J. 1999. Income reporting in surveys: Cognitive issues and measurement error. In Cognition and survey research, eds. Sirken, Monroe G., Hermann, Douglas J., Schechter, Susan, Schwarz, Norbert, Tanur, Judith M., and Tourangeau, Roger. 155–74. New York: Wiley.Google Scholar
Müller-Rommel, Ferdinand. 1985. The Greens in Western Europe: Similar but different. International Political Science Review 6: 483–99.Google Scholar
Newey, Whitney K. 1999. Consistency of two-step sample selection estimators despite misspecification of distribution. Economics Letters 63: 129–32.Google Scholar
Pannenberg, Markus, and Spiess, Martin. 2009. GEE estimation of a two-equation panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany. AStA Advances in Statistical Analysis 93: 427–47.Google Scholar
Richardson, Bradely M. 1991. European party loyalties revisited. American Political Science Review 85: 751–75.CrossRefGoogle Scholar
Rochina-Barrachina, M. E. 1999. A new estimator for panel data sample selection models. Annales d’Économie et de Statistique 55/56: 153–81.Google Scholar
Rosenstone, Steven J., and Hansen, John M. 1993. Mobilization, participation, and democracy. New York: Macmillan Press.Google Scholar
Sartori, Ann E. 2003. An estimator for some binary-outcome selection models without exclusion restrictions. Political Analysis 11: 111–38.CrossRefGoogle Scholar
Schmitt-Beck, Rüdiger, Weick, Stefan, and Christoph, Bernhard. 2006. Shaky attachments: individual-level stability and change of partisanship among West German voters, 1984–2001. European Jounrnal of Political Research 45: 581–608.Google Scholar
Teixeira, Ruy A. 1992. The disappearing American voter. Washington, DC: The Brookings Institution.Google Scholar
Timpone, Richard J. 1998. Structure, behavior, and voter turnout in the United States. American Political Science Review 92: 145–58.Google Scholar
Timpone, Richard J. 2002. Estimating aggregate policy reform effects: New baselines for registration, participation, and representation. Political Analysis 10: 154–77.Google Scholar
van der Eijk, Cees, van der Brug, Wouter, Kroh, Martin, and Franklin, Mark N. 2006. Rethinking the dependent variable in electoral behavior: On the measurement and analysis of utilities. Electoral Studies 25: 423–46.Google Scholar
van der Klaauw, Bas, and Koning, Ruud H. 2003. Testing the normality Assumption in the sample selection model with an application to travel demand. Journal of Business & Economic Statistics 21(1): 31–42.Google Scholar
Vella, Francis. 1998. Estimating models with sample selection bias: A survey. Journal of Human Resources 33: 127–69.Google Scholar
Verba, Sidney, and Nie, Norman H. 1972. Participation in America: Political democracy and social equality. New York: Harper and Row.Google Scholar
Winship, Christopher, and Mare, Robert D. 1992. Models for sample selection bias. Annual Review of Sociology 18: 327–50.Google Scholar
Wooldridge, Jeffrey M. 2002. Econometric analysis of cross section and panel data. Cambridge, MA: MIT Press.Google Scholar
Zorn, Christopher J. W. 2001. Generalized estimating equation models for correlated data: A review with applications. American Journal of Political Science 45: 470–90.Google Scholar
Zuckerman, Alan S. ed. 2005. The social logic of partisanship. Philadelphia, PA: Temple.Google Scholar
Zuckerman, Alan S., and Kroh, Martin. 2006. The social logic of bounded partisanship in Germany: A comparison of West Germans, East Germans, and immigrants. Comparative European Politics 4: 65–93.Google Scholar