## Statistical Horizons Blog

#### More on Causal Inference With Panel Data

This is a follow-up to last month’s post, in which I considered the use of panel data to answer questions about causal ordering: does x cause y or does y cause x?  In the interim, I’ve done many more simulations to compare the two competing methods, Arellano-Bond and ML-SEM, and I’m going to report some […]

#### Using Panel Data to Infer Causal Direction: ML vs. Arellano-Bond

Does x cause y or does y cause x? Virtually everyone agrees that cross-sectional data are of no use in answering this question. The ideal, of course, would be to do two randomized experiments, one examining the effect of x on y, and the other focused on the reverse effect. Absent this, most social scientists […]

#### Sensitivity Analysis for Not Missing at Random

When I teach my seminar on Missing Data, the most common question I get is “What can I do if my data are not missing at random?” My usual answer is “Not much,” followed by “but you can do a sensitivity analysis.” Everyone agrees that a sensitivity analysis is essential for investigating possible violations of […]

#### Problems with the Hybrid Method

For several years now, I’ve been promoting something I called the “hybrid method” as a way of analyzing longitudinal and other forms of clustered data. My books Fixed Effects Regression Methods for Longitudinal Data Using SAS (2005) and Fixed Effects Regression Models (2009) both devoted quite a few pages to this methodology. However, recent research […]

#### Free SAS!

Let me tell you about my favorite new toy, the SAS® University Edition, which was just released on May 28. It’s essentially free SAS for anybody who wants it, and it has the potential to be a real game changer. SAS has long had a reputation for being one of the best statistical packages around, but […]

#### Prediction vs. Causation in Regression Analysis

In the first chapter of my 1999 book Multiple Regression, I wrote “There are two main uses of multiple regression: prediction and causal analysis. In a prediction study, the goal is to develop a formula for making predictions about the dependent variable, based on the observed values of the independent variables….In a causal analysis, the […]

#### Listwise Deletion: It’s NOT Evil

At the 1998 Annual Meeting of the American Political Science Association, Gary King and three co-authors presented a paper titled “Listwise deletion is evil: What to do about missing data in political science.” The paper was later published under a different title in the American Political Science Review, but the original title has stuck in my head […]

#### Another Goodness-of-Fit Test for Logistic Regression

In my April post, I described a new method for testing the goodness of fit (GOF) of a logistic regression model without grouping the data. That method was based on the usual Pearson chi-square statistic applied to the ungrouped data. Although Pearson’s chi-square does not have a chi-square distribution when data are not grouped, it […]