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Time Series Intervals and Statistical Inference: The Effects of Temporal Aggregation on Event Data Analysis

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  • Shellman, Stephen M.

Abstract

While many areas of research in political science draw inferences from temporally aggregated data, rarely have researchers explored how temporal aggregation biases parameter estimates. With some notable exceptions (Freeman 1989, Political Analysis 1:61–98; Alt et al. 2001, Political Analysis 9:21–44; Thomas 2002, “Event Data Analysis and Threats from Temporal Aggregation”) political science studies largely ignore how temporal aggregation affects our inferences. This article expands upon others' work on this issue by assessing the effect of temporal aggregation decisions on vector autoregressive (VAR) parameter estimates, significance levels, Granger causality tests, and impulse response functions. While the study is relevant to all fields in political science, the results directly apply to event data studies of conflict and cooperation. The findings imply that political scientists should be wary of the impact that temporal aggregation has on statistical inference.

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  • Shellman, Stephen M., 2004. "Time Series Intervals and Statistical Inference: The Effects of Temporal Aggregation on Event Data Analysis," Political Analysis, Cambridge University Press, vol. 12(1), pages 97-104, January.
    • Handle: RePEc:cup:polals:v:12:y:2004:i:01:p:97-104_00
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    Citations

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    Cited by:

    1. Emily Hencken Ritter & Courtenay R. Conrad, 2016. "Human rights treaties and mobilized dissent against the state," The Review of International Organizations, Springer, vol. 11(4), pages 449-475, December.
    2. Sarah E. Croco & Tze Kwang Teo, 2005. "Assessing the Dyadic Approach to Interstate Conflict Processes: A.k.a. “Dangerous†Dyad-Years," Conflict Management and Peace Science, Peace Science Society (International), vol. 22(1), pages 5-18, February.
    3. Clayton L. Thyne, 2006. "Cheap Signals with Costly Consequences," Journal of Conflict Resolution, Peace Science Society (International), vol. 50(6), pages 937-961, December.
    4. Vincent Bauer & Keven Ruby & Robert Pape, 2017. "Solving the Problem of Unattributed Political Violence," Journal of Conflict Resolution, Peace Science Society (International), vol. 61(7), pages 1537-1564, August.
    5. Stephen M. Shellman, 2006. "Leaders' Motivations and Actions: Explaining Government-Dissident Conflict-Cooperation Processes," Conflict Management and Peace Science, Peace Science Society (International), vol. 23(1), pages 73-90, February.
    6. Stephen M. Shellman & Brandon M. Stewart, 2007. "Political Persecution or Economic Deprivation? A Time-Series Analysis of Haitian Exodus, 1990—2004," Conflict Management and Peace Science, Peace Science Society (International), vol. 24(2), pages 121-137, April.
    7. Stephen Nemeth & Brian Lai, 2022. "When do natural disasters lead to negotiations in a civil war?," Journal of Peace Research, Peace Research Institute Oslo, vol. 59(1), pages 28-42, January.
    8. Sam R Bell & Amanda Murdie, 2018. "The apparatus for violence: Repression, violent protest, and civil war in a cross-national framework," Conflict Management and Peace Science, Peace Science Society (International), vol. 35(4), pages 336-354, July.
    9. Vito D'Orazio & James E Yonamine, 2015. "Kickoff to Conflict: A Sequence Analysis of Intra-State Conflict-Preceding Event Structures," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-21, May.
    10. Joseph K Young & Steve Shellman, 2019. "Protestors, terrorists or something else? How to think about dissident groups," Conflict Management and Peace Science, Peace Science Society (International), vol. 36(6), pages 645-660, November.

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