Skip Navigation



Political Analysis Advance Access published online on August 11, 2005
Political Analysis, doi:10.1093/pan/mpi026
This Article
Right arrow Full Text (PDF)
Right arrow All Versions of this Article:
13/4/345    most recent
mpi026v1
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Lewis, J. B.
Right arrow Articles by Linzer, D. A.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

© The Author 2005. Published by Oxford University Press on behalf of the Society for Political Methodology. All rights reserved. For Permissions, please email: journals.permissions@oupjournals.org

Article

Estimating Regression Models in Which the Dependent Variable Is Based on Estimates

Jeffrey B. Lewis 1* and Drew A. Linzer 1

1 Department of Political Science, University of California, Los Angeles, 4289 Bunche Hall, Los Angeles, CA 90095

* To whom correspondence should be addressed.
Jeffrey B. Lewis, E-mail: jblewis{at}ucla.edu


  Abstract

Researchers often use as dependent variables quantities estimated from auxiliary data sets. Estimated dependent variable (EDV) models arise, for example, in studies where counties or states are the units of analysis and the dependent variable is an estimated mean, proportion, or regression coefficient. Scholars fitting EDV models have generally recognized that variation in the sampling variance of the observations on the dependent variable will induce heteroscedasticity. We show that the most common approach to this problem, weighted least squares, will usually lead to inefficient estimates and underestimated standard errors. In many cases, OLS with White's or Efron heteroscedastic consistent standard errors yields better results. We also suggest two simple alternative FGLS approaches that are more efficient and yield consistent standard error estimates. Finally, we apply the various alternative estimators to a replication of Cohen's (2004) cross-national study of presidential approval.


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 Journal of Theoretical PoliticsHome page
D. Finke
Estimating the Effect of Nonseparable Preferences in Eu Treaty Negotiations
Journal of Theoretical Politics, October 1, 2009; 21(4): 543 - 569.
[Abstract] [PDF]

Home page
 Int J Public Opin ResHome page
M. Nelson
An Application of the Estimated Dependent Variable Approach: Trade Union Members' Support for Active Labor Market Policies and Insider-Outsider Politics
Int. J. Public Opin. Res., June 1, 2009; 21(2): 224 - 234.
[Full Text] [PDF]

Home page
 Public Finance ReviewHome page
C. H. Roch and M. Rushton
Racial Context and Voting over Taxes: Evidence from a Referendum in Alabama
Public Finance Review, September 1, 2008; 36(5): 614 - 634.
[Abstract] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.