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A Methodological Manifesto
Jeff GiD
California Polytechnic State University
Kenneth J. Meier
Texas A&M University
(1)
P(D)
cases the decision criteria that led to the final model are based at
least in part on intermediate significance levels, and the signifi-
cance levels reported in the final published work have very dif-
ferent interpretations than the significance levels in intermediate
models (Learner 1978; Miller 1990; Raftery 1995). The worst
example of this is the use of step-wise regression (sometimes
called "unwise regression," see King 1986), which replaces
theory with a mechanical process driven exclusively by ordered
mixing of covariates according to residual sum of square minimi-
zation. The problem with step-wise regression, besides of course
the odious way in which it dispenses with actual theories about
that fail to reject the null hypothesis and are identical in every
way except sample size are different qualitatively: the test with
the larger sample size is less likely to make a type 2 error.
Inertial Systems
Causality
Y, = a + 0.X,., + &Y.i + « 0)
Y, = a + EfljXj + e (5)
Pooled Analysis
Maximum Likelihood
P(/3>Ho)
P(jS! D.Ho) = P(D! /3,Ho) (7)
P(D,Ho)
Bayes
since the data are assumed fixed and therefore have no relevant
distribution: P(D,HQ). The Bayesian data analysis approach is
Bayes Factor
Exhibit
Canonical Links and Normalizing Constants
V = X/3 + e (13)
(nxl) (nxp)(pxl) (nxl)
This is the highest possible value for the log likelihood function
achievable with the given data, y. It is also generally useless
analytically except as a benchmark. The deviance function is
defined as minus twice the log likelihood ratio (i.e., the arith-
metic difference, since both terms are already written on the log
metric):
D(0,y)= Z[Ufi\y-W\y)]
] (16)
(17)
(ysMi) . . . . . .
where is just a sign-preserving function.
J l
We have briefly summarized the theory and major compon-
ents of the generalized linear model. It should be apparent that it
is both a broad construct, encompassing most parametric forms
of interest to public administration data analysts, and a complete
system of analysis that includes a specification process, a compu-
tational algorithm, and a criteria for analyzing fit. It is not
implied that this discussion of generalized linear models is any-
where near complete; instead, it is a short preface to a large body
of applied and theoretical literature. The classic book-length work
is McCullagh and Nelder (1989). Two very accessible works are
Dobson (1990) and Lindsey (1997). An excellent, but more com-
plex, book is that of Fanrmeir and Tutz (1994). Gill (2000) is an
exposition focused on social science data analysis and the theory
of generalized linear models.
FINAL COMMENTS
Winning By Losing
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