A General Panel Model for Unobserved Time Heterogeneity with Application to the Politics of Mass Incarceration

IF 2.4 2区社会学 Q1 SOCIOLOGY

Sociological Methodology Pub Date : 2021-05-25 DOI:10.1177/00811750211016033

Scott W. Duxbury

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引用次数: 2

Abstract

Panel data analysis is common in the social sciences. Fixed effects models are a favorite among sociologists because they control for unobserved heterogeneity (unexplained variation) among cross-sectional units, but estimates are biased when there is unobserved heterogeneity in the underlying time trends. Two-way fixed effects models adjust for unobserved time heterogeneity but are inefficient, cannot include unit-invariant variables, and eliminate common trends: the portion of variance in a time-varying variable that is invariant across cross-sectional units. This article introduces a general panel model that can include unit-invariant variables, corrects for unobserved time heterogeneity, and provides the effect of common trends while also allowing for unobserved unit heterogeneity, time-varying coefficients, and time-invariant variables. One-way and two-way fixed effects models are shown to be restrictive forms of this general model. Other restrictive forms are also derived that offer all the usual advantages of one-way and two-way fixed effects models but account for unobserved time heterogeneity. The author uses the models to examine the increase in state incarceration rates between 1970 and 2015.

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非观测时间异质性的一般面板模型及其在大规模监禁政治中的应用

面板数据分析在社会科学中很常见。固定效应模型是社会学家的最爱，因为它们控制了横截面单位之间未观察到的异质性（无法解释的变化），但当潜在时间趋势中存在未观察到异质性时，估计是有偏差的。双向固定效应模型针对未观察到的时间异质性进行调整，但效率低下，不能包括单位不变变量，并消除了常见趋势：时变变量中跨横截面单位不变的方差部分。本文介绍了一个通用面板模型，该模型可以包括单位不变变量，校正未观测到的时间异质性，并提供了共同趋势的影响，同时还考虑到未观测到单位异质性、时变系数和时间不变变量。单向和双向固定效应模型被证明是这种通用模型的限制形式。还导出了其他限制性形式，它们提供了单向和双向固定效应模型的所有常见优势，但考虑到了未观察到的时间异质性。作者使用这些模型来研究1970年至2015年间各州监禁率的上升情况。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Sociological Methodology SOCIOLOGY-

CiteScore

4.50

自引率

0.00%

发文量

期刊介绍： Sociological Methodology is a compendium of new and sometimes controversial advances in social science methodology. Contributions come from diverse areas and have something useful -- and often surprising -- to say about a wide range of topics ranging from legal and ethical issues surrounding data collection to the methodology of theory construction. In short, Sociological Methodology holds something of value -- and an interesting mix of lively controversy, too -- for nearly everyone who participates in the enterprise of sociological research.