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Alternative Models of Dynamics in Binary Time-Series-Cross-Section Models: The Example of State Failure

Beck, Nathaniel; Epstein, David L.; Jackman, Simon; O'Halloran, Sharyn L.

This paper investigates a variety of dynamic probit models for time-series-cross-section data in the context of explaining state failure. It shows that ordinary probit, which ignores dynamics, is misleading. Alternatives that seem to produce sensible results are the transition model and a model which includes a lagged latent dependent variable. It is argued that the use of a lagged latent variable is often superior to the use of a lagged realized dependent variable. It is also shown that the latter is a special case of the transition model. The relationship between the transition model and event history methods is also considered: the transition model estimates an event history model for both values of the dependent variable, yielding estimates that are identical to those produced by the two event history models. Furthermore, one can incorporate the insights gleaned from the event history models into the transition analysis, so that researchers do not have to assume duration independence. The conclusion notes that investigations of the various models have been limited to data sets which contain long sequences of zeros; models may perform differently in data sets with shorter bursts of zeros and ones.

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More About This Work

Academic Units
Institute for Social and Economic Research and Policy
Publisher
Institute for Social and Economic Research and Policy, Columbia University
Series
ISERP Working Papers, 02-01
Published Here
August 23, 2010

Notes

Prepared for delivery at the 2001 Annual Meeting of the Society for Political Methodology, Emory University. Draft of August 24, 2001.

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