Strategy and Selection in International Relations

Signorino, Curtis S.

doi:10.1080/03050620210389

Cited by 132 publications

(75 citation statements)

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“…I derive an alternative version that does not suffer from sample selection bias. I show how this estimator differs from the one proposed by Signorino (2002) and is a novel addition to the empirical researchers toolbox. 1 In the next two subsections I will lay out the basic theoretical model that underlies the observed behavior of actors and the corresponding statistical model (an agent error strategic estimator).…”

Section: Empirical Models Based On Theoretical Modelsmentioning

confidence: 99%

“…(Signorino, 2002, 106). This seems to be the implicit message which many scholars took from Signorino (2002) -what has been subsequently adopted by researchers is unfortunately not a strategy that delivers unbiased estimates when facing selection. One has the impression that most readers gained the supposed insight that strategic estimators outperform bivariate selection models (Heckman-type bivariate probit).…”

Section: Selection In Strategic Estimators: Theory and Practicementioning

confidence: 99%

“…Most noteworthy are the contributions by Signorino (1999Signorino ( , 2002Signorino ( , 2003aSignorino ( , 2003bSignorino ( , 2008) that successfully adapted work by McKelvey and Palfrey (1995, 1998 from experimental settings to observational data. One problem is that these estimators are prone to selection bias.…”

Section: Empirical Models Based On Theoretical Modelsmentioning

confidence: 99%

“…As in the Heckman sample selection model, correlated errors and correlated covariates lead to biased estimates (Heckman, 1979). Although Signorino (2002) proposed an estimator which can account for strategy and selection it has, thus far, no been applied. This paper presents an alternative and easy to use estimator which allows researchers to model strategic interactions without foregoing potential selection issues.…”

Section: Empirical Models Based On Theoretical Modelsmentioning

confidence: 99%

“…Carson, 2003;Signorino, 2003;Gent, 2007). Estimation of the Signorino (2002) estimator is fairly complex. The implementation of the es-timator relies on grid search to estimate the equilibrium probabilities.…”

Section: Selection In Strategic Estimators: Theory and Practicementioning

confidence: 99%

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Strategy and Sample Selection: A Strategic Selection Estimator

Leemann¹

2014

Polit. anal.

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The development and proliferation of strategic estimators has narrowed the gap between theoretical models and empirical testing. But despite recent contributions that extend the basic strategic estimator, researchers have continued to neglect a classic social science phenomenon: selection.Compared to non-strategic estimators, strategic models are even more prone to selection effects. First, external shocks or omitted variables can lead to correlated errors. Second, because the systematic parts of actors' utilities usually overlap on certain key variables, the two sets of explanatory variables are correlated. As a result, both the systematic and the stochastic components can be correlated. However, given that the estimates for the first mover are computed based on the potentially biased predicted probabilities of the second actor, we also generate biased estimates for the first actor.In applied work researchers neglect the potential shortcomings due to selection bias. This paper presents an alternative strategic estimator that takes selection into account and allows scholars to obtain consistent, unbiased, and efficient estimates in the presence of both selection and strategic action. I present a Monte Carlo analysis as well as a real world application to illustrate the superior performance of this estimator relative to the standard practice. * I would like to thank Noah Buckley, Shigeo Hirano, Jeff Lax, Pierce O'Reilly, Curt Signorino, Neelan Sircar, and Greg Wawro for helpful comments and discussions. Sara Bjerg Moller and Simon Collrad-Wexler provided insights on the IR example. I also thank Thomas Plümper for the feedback he gave me as a discussant at the 2012 EPSA meeting. I am deeply indebted to two anonymous reviewers whose comments -which were thoughtful and very extensive -have significantly improved this manuscript. An earlier version of this paper received the Giancarlo Doria Paper Prize. I am very grateful to CUIT for giving me access to Hotfoot (high performance computing resource) to run the simulations. Companion software (for R) that implements the estimator proposed in this paper will be provided shortly on the author's webpage. All remaining errors are mine.

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Section: Empirical Models Based On Theoretical Modelsmentioning

confidence: 99%

Section: Selection In Strategic Estimators: Theory and Practicementioning

confidence: 99%