In the past, I did a lot of multi-level modelling with MLwiN 2.02, which I quickly learned to loath. Back in the late 1990s, MLwiN was perhaps the first ML software that had a somewhat intuitive interface, i.e. it allowed one to build a model by pointing and clicking. Moreover, it printed updated estimates on the screen while cycling merrily through the parameter space. That was sort of cool, as it could take minutes to reach convergence, and without the updating, one would never have been sure that the program had not crashed yet. Which it did quite often, even for simple models.

Worse than the bugs was the lack of proper scriptability. Pointing and clicking  loses its appeal when you need to run the same model on 12 different datasets, or when you are looking at three variants of the same model and 10 recodes of the same variable. Throw in the desire semi-automatically re-compile the findings from these exercises into two nice tables for inclusion in again and again after finding yet another problem with a model, and you will agree that any  piece of software that is not scriptable is pretty useless for scientists.

Continue reading “Running MLwiN from within Stata” »

I’m currently working on an analysis of the latest state election in Rhineland-Palatinate using aggregate data alone, i.e. electoral returns and structural information, which is available at the level of the state’s roughly 2300 municipalities. The state’s Green party (historically very weak) has roughly tripled their share of the vote since the last election in 2006, and I want to know were all these additional votes come from. And yes, I’m treading very careful around the very large potential ecological fallacy that lurks at the centre of my analysis, regressing Green gains on factors such as tax receipts and distance from next university town, but never claiming that the rich or the students or both turned to the Greens.

One common problem with this type of analysis is that not all municipalities are created equal. There is a surprisingly large number of flyspeck villages with only a few dozen voters on, whereas the state’s capital boasts more than 140,000 registered voters. Most places are somewhere in between. Having many small municipalities in the regression feels wrong for at least two reasons. First, small-scale changes of political preferences in tiny electorates will result in relatively large percentage changes. Second, the behaviour of a relatively large number of voters who happen to live in a small number of relatively large municipalities will be grossly underrepresented, i.e. the countryside will drive the results.

Continue reading “Robust Regression of Aggregate Data in Stata” »

My default for writing anything that is longer than a page is LaTeX  (possibly via org-mode, if it is short and simple). In fact, the bond that ties me to the LaTeX/Emacs combo is so strong that I want to use it even for texts that are exactly one page long, i.e. conference posters.

CTAN lists a lot of packages and frameworks for posters, but I found most of them too heavy/compl

Continue reading “Quick and Fancy Conference Posters with beamer/beamerposter” »

After a lengthy hiatus, I’ve found the time to update my online bibliography on the Extreme (or Radical/Populist/Anti-Immigrant) Right in Western Europe. According to my latest count, it lists now 400 articles, books, chapters, and working papers, complete with doi- and/or http-links where available. Enjoy!

A group of my students has programmed a short online questionnaire on democratic attitudes. Please do feel free to help them with their work by participating and sharing the link. The survey is short, fun and completely anonymous: http://www.politik.uni-mainz.de/survey/index.php?sid=95262&lang=en

Five years ago, I published a paper on the apparently inevitable decline of party identifications in Germany. The somewhat cutesy title of the piece is Dead Men Walking. It is based on the ‘Politbarometer’ series of monthly polls going back all the way to the late 1970s, and in my humble opinion, it is a rather neat application of the “analysing repeated surveys” approach. One of my main findings is that on average, the share of party identifiers declines at a rate of about 0.7 percentage points per year. Recently, I re-ran my scripts on a new data set that extends the old series all through the naughties. As you can see, party ID in Germany is not exactly alive and kicking, but the rate of decline has fallen considerably over the last decade. As one wise man once observed, the core problem with predictions is that they are about the future.

Party Identification in Germany (% identifiers)

Sometimes, a man’s gotta do what a man’s gotta do. Which, in my case, might be a little simulation of a random process involving an unordered categorical variable. In R, sampling from a multinomial distribution is trivial.

rmultinom(1,1000,c(.1,.7,.2,.1))

Continue reading “Sampling from a Multinomial Distribution in Stata” »

Seems that I am not the only one who is startled by Stata 11′s margins command, which does all sorts of amazing things. At a mere 50 pages (not counting the remarks on margins postestimation), the documentation is a little overwhelming, and there are just too many options. There are two separate issue that seem to confuse a lot of people (see this discussion on statalist on the then new margins command).

Marginal Effects at the Mean vs Average Marginal Effects

Continue reading “Me at the Margins: Average Marginal Effects, Marginal Effects at the Mean, and Stata’s margins command” »

Statistics and Data links roundup for December 2010 through March 2011:

• Discrete Choice Methods with Simulation, by Kenneth Train, Cambridge University Press, 2002 – Discrete Choice Geodatenzentrum – Hier erhalten Sie vielfältige Informationen über die Geobasisdaten der Bundesländer und des Bundes. Nutzen Sie unsere Dienste und interaktiven Karten für Bestellung, Download, Suche oder Verarbeitung von Geoinformationen.
• Statistisches Bundesamt Deutschland – Statistik lokal – Statistik lokal 2010 ist eine von den Statistischen Ämtern des Bundes und der Länder gemeinsam herausgegebene Datenbank auf DVD, die Gemeindedaten für ganz Deutschland enthält. Mit Statistik lokal 2010 können Sie über 12 000 Städte und Gemeinden in ganz Deutschland anhand ausgewählter Ergebnisse aus allen wichtigen Bereichen der amtlichen Statistik mit derzeit rund 330 Merkmalsausprägungen analysieren und vergleichen. Die DVD enthält auch die Ergebnisse für alle Kreise (kreisfreie Städte und Landkreise), Regierungsbezirke/Statistische Regionen, Bundesländer und Deutschland.