Person:

King, Gary

Although social scientists devote considerable effort to mitigating measurement error during data collection, they often ignore the issue during data analysis. And although many statistical methods have been proposed for reducing measurement error-induced biases, few have been widely used because of implausible assumptions, high levels of model dependence, difficult computation, or inapplicability with multiple mismeasured variables. We develop an easy-to-use alternative without these problems; it generalizes the popular multiple imputation (MI) framework by treating missing data problems as a limiting special case of extreme measurement error, and corrects for both. Like MI, the proposed framework is a simple two-step procedure, so that in the second step researchers can use whatever statistical method they would have if there had been no problem in the first place. We also offer empirical illustrations, open source software that implements all the methods described herein, and a companion paper with technical details and extensions (Blackwell, Honaker, and King, 2014b).

We extend a unified and easy-to-use approach to measurement error and missing data. Black-well, Honaker and King (2014) gives an intuitive overview of the new technique, along with practical suggestions and empirical applications. Here, we other more precise technical details; more sophisticated measurement error model specifications and estimation procedures; and analyses to assess the approach's robustness to correlated measurement errors and to errors in categorical variables. These results support using the technique to reduce bias and increase efficiency in a wide variety of empirical research.

Applications of modern methods for analyzing data with missing values, based primarily on multiple imputation, have in the last half-decade become common in American politics and political behavior. Scholars in this subset of political science have thus increasingly avoided the biases and inefficiencies caused by ad hoc methods like listwise deletion and best guess imputation. However, researchers in much of comparative politics and international relations, and others with similar data, have been unable to do the same because the best available imputation methods work poorly with the time-series cross-section data structures common in these fields. We attempt to rectify this situation with three related developments. First, we build a multiple imputation model that allows smooth time trends, shifts across cross-sectional units, and correlations over time and space, resulting in far more accurate imputations. Second, we enable analysts to incorporate knowledge from area studies experts via priors on individual missing cell values, rather than on difficult-to-interpret model parameters. Third, because these tasks could not be accomplished within existing imputation algorithms, in that they cannot handle as many variables as needed even in the simpler cross-sectional data for which they were designed, we also develop a new algorithm that substantially expands the range of computationally feasible data types and sizes for which multiple imputation can be used. These developments also make it possible to implement the methods introduced here in freely available open source software that is considerably more reliable than existing algorithms.

The vast majority of social science research presently uses small (MB or GB scale) data sets. These fixed scale sets are commonly downloaded to the researcher's computer where the analysis is performed locally, and are often shared and cited with well-established technologies, such as the Dataverse Project (see Dataverse.org), to support the published results. The trend towards Big Data - including large scale streaming data - is starting to transform research and has the potential to impact policy-making and our understanding of the social, economic, and political problems that affect human societies. However, this research poses new challenges in execution, accountability, preservation, reuse, and reproducibility. Downloading these data sets to a researcher's computer is infeasible or not practical; hence, analyses take place in the cloud, require unusual expertise, and benefit from collaborative teamwork and novel tool development. The advantage of these data sets in how informative they are also means that they are much more likely to contain highly sensitive personally identifiable information. In this paper, we discuss solutions to these new challenges so that the social sciences can realize the potential of Big Data.