Harvard Government 2000 Lecture 1

Syllabus and Course Outline
How do we analyze data?

Statistical Inference
Prediction, Explanation, and the Role of Models
Summary
Gov2000: Quantitative Methodology for

Political Science I
Lecture 1: Introduction
September 17, 2007
Gov2000: Quantitative Methodology for Political Science I

Summary
Outline
1 Syllabus and Course Outline

2 How do we analyze data?
Enumeration, Summary, and Comparison
Inference
3 Statistical Inference
The Role of Probability
Reversing the problem
4 Prediction, Explanation, and the Role of Models
Prediction versus Explanation
The Role of Models

Inference
Summary
Inference
Estimation Hypothesis Testing
Summary Comparison
Enumeration
Figure: Diagram from Efron 1982. “Maximum Likelihood and Decision

Theory.” The Annals of Statistics. 10: 340-356.

Inference
Summary
Enumeration
Data from Fish, M. Steven. 2002. “Islam and Authoritarianism.”
World Politics. 55: 4-37.
Democracy Income Muslim OPEC
1 1.100000 2.250420 1 0
2 4.100000 2.925312 1 0
3 2.150000 3.214314 1 1
4 1.900000 2.824126 0 0
5 5.650000 3.762078 0 0
6 3.950000 3.187803 0 0
.. .. .. .. ..
. . . . .
156 4.200000 2.653213 0 0
157 3.000000 2.848805 0 0

Inference
Summary
Summary
Democracy Income Muslim OPEC

Min. 1.000 2.000 0.0000 0.00000
1st Qu. 2.550 2.660 0.0000 0.00000
Median 4.075 3.178 0.0000 0.00000
Mean 4.102 3.220 0.3013 0.07051
3rd Qu. 5.675 3.649 1.0000 0.00000
Max. 7.000 4.662 1.0000 1.00000

Inference
Summary
Summary
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Income

Inference
Summary
Comparison
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Muslim Non−Muslim
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Income

Inference
Summary
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OPEC Member OPEC Member

Muslim Non−Muslim
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Not OPEC Member Not OPEC Member
Muslim Non−Muslim
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Income
Inference
Summary
Inference
The observed data set (sample) is interesting, but we may be

more interested in a larger data set that we haven’t observed
(population). For example...
a large population of individuals
a conceptually infinite data set (i.e. the process by which
these data were generated)
counterfactual values for the variables

Inference
Summary
Estimation and Testing
Estimation – Would the summary be accurate in the "larger

data set"? For example, is 1.669 (the slope of the line in
the first plot) close to the slope of the line in some larger
population of countries?
Testing – Would the comparison be accurate in the "larger
data set"? For example, the slope for Muslim countries (Inc
v Dem) is not equal to the slope for non-Muslim countries
(Inc v Dem). Is this difference due to something other than
chance variation? Would the difference still be there in the
larger (maybe conceptually infinite) group of countries.

Summary
In order to make inference about a population/process, we

often need a model. A deterministic model will not allow us to
account for observations that do not fit. Probability models
allow us to deal with "noise" in the data.
Loosely speaking...
Probability allows us to reason from populations/processes
to samples.
Statistical inference is the practice of reasoning from
samples to populations/processes.

Summary
Coin Flipping Example

Suppose we have a fair coin that we plan on flipping 10 times.
“Fair” means that the probability of getting “H” on any given flip
is 12 . This P(H) is the parameter of the population/process.
We will usually represent population/process parameters with

greek letters. (e.g. θ ≡ P(H))
Given θ we can answer questions like the following:

Q: What is the probability of seeing 4 or fewer heads?
A: approximately 0.377.
Q: What is the probability of seeing the sequence
{T , H, H, T , T , T , H, T , H, T }?
A: approximately 0.0009766.
Summary
“In solving a problem of this sort, the grand thing is to be able to

reason backward... Most people, if you describe a train of
events to them, will tell you what the result would be. They can
put those events together in their minds, and argue from them
that something will come to pass. There are few people,
however, who, if you told them a result, would be able to evolve
from their own inner consciousness what the steps were which
led up to that result. This power is what I mean when I talk of
reasoning backward...”
– Sherlock Holmes

Summary
[Demonstration]
# of red cards
Let θ be the total # of cards .
What is our best guess for θ, and how good is our guess?
(estimation)
Is it a regular deck? (i.e. does θ = 21 ) (testing)
Our ability to answer these questions depends on our

assumptions about the sample process.

Summary
2004 Ohio Example
Ohio Vote Counts (from 2004 FEC report)

Bush: 2,859,768 (≈ 51%)
Kerry: 2,741,167
Exit Poll Counts (Freeman, S.F. 2004)

Bush: 941 (≈ 48%)
Kerry: 1,022

Summary
What if we knew the truth?

Population
Population Index 1 2 3 ... 5,600,935
Vote Choice Bush Kerry Bush ... Bush
Repeated Sampling
Sample Index 1 2 ... 1,963
Population Index 2, 790,375 47,893 ... 3,983,486
Vote Choice Kerry Kerry ... Bush
Sample Index 1 2 ... 1,963
Population Index 3, 548,192 5,168,386 ... 1,926,017
Vote Choice Kerry Bush ... Bush
.. .. .. .. ..
. . . . .
Summary
1,000 SRS “Polls” from Ohio Vote Counts (n=1,963)
Histogram of Simulated Polls
35
30
25
20
Density
15
10
5
0
0.48 0.50 0.52 0.54
Bush Proportion

Summary
1,000 SRS “Polls” from Ohio Vote Counts (n=1,963)
Histogram of Simulated Polls

35
Vote Count
Exit Poll
30
25
20
Density
15
10
5
0
0.48 0.50 0.52 0.54
Bush Proportion

Summary
Usually we don’t know the truth!

Sample Estimate of the Population:
Population Index 1 2 3 ... 1,963
Vote Choice Bush Kerry Bush ... Bush
Resampling with Replacement:

Resample Index 1 2 ... 1,963
Sample Index 925 396 ... 842
Vote Choice Kerry Kerry ... Bush
Resample Index 1 2 ... 1,963
Sample Index 447 1,076 ... 447
Vote Choice Kerry Bush ... Bush
.. .. .. .. ..
. . . . .

Summary
Estimation versus Testing
Null and Estimated Sampling Distributions
Null Dist.
Sampling Dist.
30
25
20
Density
15
10
5
0
0.44 0.46 0.48 0.50 0.52 0.54 0.56
Bush Proportion

The Role of Models
Summary
The 1994 State Failure Task Force

State Failure:
revolutionary wars
genocide or politicide
adverse or disruptive regime transition
In addition to information on state failures, the task force

collected data on more than one thousand variables for 195
countries between 1955 and 1998.
Two Possible Questions:

1 Using this data, can we predict state failure?
2 Using this data, can we explain why states fail?

The Role of Models
Summary
The Prediction Problem

3.0
S S
S
2.5
Population Density (lagged 2 yrs)
F
2.0
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F
S F
F
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Infant Mortality (lagged 2 yrs)

The Role of Models
Summary
The Training Set
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The Role of Models
Summary
The Validation Set

3.0
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The Role of Models
Summary
Explaining State Failure

Does high infant mortality explain state failure?
Does high population density explain state failure?
Is classification enough?
3.0
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2.5
F
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1.5
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The Role of Models
Summary
Explaining State Failure

Does high infant mortality explain state failure?
Does high population density explain state failure?
Is classification enough?
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The Role of Models
Summary
The Role of Models
Speaking of functional form... This is primarily a course on

linear regression, and therefore, we will usually assume a linear
relationship.
Q: Is linearity a reasonable modeling assumption?

A1: In some cases, the relationship may be close enough to
linear, that we will get reliable answers
A2: We may be able to tell when the linear model is inadequate.
A3: We may be able to make small changes in order to fix
things up.
We’ll be making lots of assumptions, and some of them can’t

be tested with data!

The Role of Models
Summary
Mice and Tigers
“Since all models are wrong the scientist cannot obtain a

‘correct’ one by excessive elaboration. ... Just as the ability to
devise simple but evocative models is the signature of the great
scientist so overelaboration and overparameterization is often
the mark of mediocrity. Since all models are wrong the scientist
must be alert to what is importantly wrong. It is inappropriate to
be concerned about mice when there are tigers abroad.” –
George E. P. Box, 1976
“All models are wrong. Some are useful.” – George E. P. Box

Summary
Summary
In this course, we will focus on estimation (point and

interval) and testing.
Predictive and explanatory models have different goals,
and often utilize different statistical techniques. In this
course, we focus on explanation.
We will not get the model “right”, but we may be close
enough to say something useful. In this course, we will
learn when the linear model is (and is not) useful.

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Syllabus and Course Outline

How do we analyze data?

Gov2000: Quantitative Methodology for

September 17, 2007

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

1 Syllabus and Course Outline

Gov2000: Quantitative Methodology for Political Science I

Estimation Hypothesis Testing

Figure: Diagram from Efron 1982. “Maximum Likelihood and Decision

Syllabus and Course Outline

Gov2000: Quantitative Methodology for Political Science I

Democracy Income Muslim OPEC

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

2.0 2.5 3.0 3.5 4.0 4.5

Gov2000: Quantitative Methodology for Political Science I

2.0 2.5 3.0 3.5 4.0 4.5

2.0 2.5 3.0 3.5 4.0 4.5

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

2.0 2.5 3.0 3.5 4.0 4.5

OPEC Member OPEC Member

2.0 2.5 3.0 3.5 4.0 4.5

The observed data set (sample) is interesting, but we may be

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

Estimation and Testing

Estimation – Would the summary be accurate in the "larger

Gov2000: Quantitative Methodology for Political Science I

In order to make inference about a population/process, we

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

Coin Flipping Example

We will usually represent population/process parameters with

Given θ we can answer questions like the following:

“In solving a problem of this sort, the grand thing is to be able to

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

Our ability to answer these questions depends on our

Gov2000: Quantitative Methodology for Political Science I

2004 Ohio Example

Ohio Vote Counts (from 2004 FEC report)

Exit Poll Counts (Freeman, S.F. 2004)

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

What if we knew the truth?

1,000 SRS “Polls” from Ohio Vote Counts (n=1,963)

Histogram of Simulated Polls

0.48 0.50 0.52 0.54

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

1,000 SRS “Polls” from Ohio Vote Counts (n=1,963)

Histogram of Simulated Polls

0.48 0.50 0.52 0.54

Gov2000: Quantitative Methodology for Political Science I

Usually we don’t know the truth!

Resampling with Replacement:

Gov2000: Quantitative Methodology for Political Science I

Syllabus and Course Outline

Estimation versus Testing

Null and Estimated Sampling Distributions

0.44 0.46 0.48 0.50 0.52 0.54 0.56

Gov2000: Quantitative Methodology for Political Science I