scholarly journals Practical Issues in Implementing and Understanding Bayesian Ideal Point Estimation

2005 ◽  
Vol 13 (2) ◽  
pp. 171-187 ◽  
Author(s):  
Joseph Bafumi ◽  
Andrew Gelman ◽  
David K. Park ◽  
Noah Kaplan

Logistic regression models have been used in political science for estimating ideal points of legislators and Supreme Court justices. These models present estimation and identifiability challenges, such as improper variance estimates, scale and translation invariance, reflection invariance, and issues with outliers. We address these issues using Bayesian hierarchical modeling, linear transformations, informative regression predictors, and explicit modeling for outliers. In addition, we explore new ways to usefully display inferences and check model fit.

2018 ◽  
Vol 26 (2) ◽  
pp. 131-146 ◽  
Author(s):  
Alexander Tahk

Existing approaches to estimating ideal points offer no method for consistent estimation or inference without relying on strong parametric assumptions. In this paper, I introduce a nonparametric approach to ideal-point estimation and inference that goes beyond these limitations. I show that some inferences about the relative positions of two pairs of legislators can be made with minimal assumptions. This information can be combined across different possible choices of the pairs to provide estimates and perform hypothesis tests for all legislators without additional assumptions. I demonstrate the usefulness of these methods in two applications to Supreme Court data, one testing for ideological movement by a single justice and the other testing for multidimensional voting behavior in different decades.


2009 ◽  
Vol 17 (3) ◽  
pp. 276-290 ◽  
Author(s):  
Michael Peress

Ideal point estimation is a topic of central importance in political science. Published work relying on the ideal point estimates of Poole and Rosenthal for the U.S. Congress is too numerous to list. Recent work has applied ideal point estimation to the state legislatures, Latin American chambers, the Supreme Court, and many other chambers. Although most existing ideal point estimators perform well when the number of voters and the number of bills is large, some important applications involve small chambers. We develop an estimator that does not suffer from the incidental parameters problem and, hence, can be used to estimate ideal points in small chambers. Our Monte Carlo experiments show that our estimator offers an improvement over conventional estimators for small chambers. We apply our estimator to estimate the ideal points of Supreme Court justices in a multidimensional space.


Author(s):  
Alex Acs

Abstract This article develops a procedure for estimating the ideal points of actors in a political hierarchy, such as a public bureaucracy. The procedure is based on a spatial auditing model and is motivated by the idea that while agents within a political hierarchy are typically segregated in different policy fiefdoms, they are bound to a common principal that can scrutinize their policy proposals through selective reviews, or audits. The theoretical model shows how a principal’s decision to audit an agent’s proposal can reveal both actors’ spatial preferences, despite the strategic nature of the interaction. Empirical identification of the ideal points comes from leveraging settings where elections replace principals over time, but not agents. Although the procedure is quite general, I provide an illustration using data on federal regulatory policymaking in the United States and recover ideal point estimates for presidents and agencies across three administrations.


2021 ◽  
Vol 29 (2) ◽  
pp. 139-166 ◽  
Author(s):  
Scott Moser ◽  
Abel Rodríguez ◽  
Chelsea L. Lofland

AbstractWe extend classical ideal point estimation to allow voters to have different preferences when voting in different domains—for example, when voting on agricultural policy than when voting on defense policy. Our scaling procedure results in estimated ideal points on a common scale. As a result, we are able to directly compare a member’s revealed preferences across different domains of voting (different sets of motions) to assess if, for example, a member votes more conservatively on agriculture motions than on defense. In doing so, we are able to assess the extent to which voting behavior of an individual voter is consistent with a uni-dimensional spatial model—if a member has the same preferences in all domains. The key novelty is to estimate rather than assume the identity of “stayers”—voters whose revealed preference is constant across votes. Our approach offers methodology for investigating the relationship between the basic space and issue space in legislative voting (Poole 2007). There are several methodological advantages to our approach. First, our model allows for testing sharp hypotheses. Second, the methodology developed can be understood as a kind of partial-pooling model for item response theory scaling, resulting in less uncertainty of estimates. Related, our estimation method provides a principled and unified approach to the issue of “granularity” (i.e., the level of aggregation) in the analysis of roll-call data (Crespin and Rohde 2010; Roberts et al. 2016). We illustrate the model by estimating U.S. House of Representatives members’ revealed preferences in different policy domains, and identify several other potential applications of the model including: studying the relationship between committee and floor voting behavior; and investigating constituency influence and representation.


2010 ◽  
Vol 18 (2) ◽  
pp. 151-171 ◽  
Author(s):  
Benjamin E. Lauderdale

Ideal point estimators are typically based on an assumption that all legislators are equally responsive to modeled dimensions of legislative disagreement; however, particularistic constituency interests and idiosyncrasies of individual legislators introduce variation in the degree to which legislators cast votes predictably. I introduce a Bayesian heteroskedastic ideal point estimator and demonstrate by Monte Carlo simulation that it outperforms standard homoskedastic estimators at recovering the relative positions of legislators. In addition to providing a refinement of ideal point estimates, the heteroskedastic estimator recovers legislator-specific error variance parameters that describe the extent to which each legislator's voting behavior is not conditioned on the primary axes of disagreement in the legislature. Through applications to the roll call histories of the U.S. Congress, the E.U. Parliament, and the U.N. General Assembly, I demonstrate how to use the heteroskedastic estimator to study substantive questions related to legislative incentives for low-dimensional voting behavior as well as diagnose unmodeled dimensions and nonconstant ideal points.


2001 ◽  
Vol 9 (3) ◽  
pp. 242-259 ◽  
Author(s):  
Joshua D. Clinton ◽  
Adam Meirowitz

Existing preference estimation procedures do not incorporate the full structure of the spatial model of voting, as they fail to use the sequential nature of the agenda. In the maximum likelihood framework, the consequences of this omission may be far-reaching. First, information useful for the identification of the model is neglected. Specifically, information that identifies the proposal locations is ignored. Second, the dimensionality of the policy space may be incorrectly estimated. Third, preference and proposal location estimates are incorrect and difficult to interpret in terms of the spatial model. We also show that the Bayesian simulation approach to ideal point estimation (Clinton et al. 2000; Jackman 2000) may be improved through the use of information about the legislative agenda. This point is illustrated by comparing several preference estimators of the first U.S. House (1789–1791).


2002 ◽  
Vol 10 (2) ◽  
pp. 134-153 ◽  
Author(s):  
Andrew D. Martin ◽  
Kevin M. Quinn

At the heart of attitudinal and strategic explanations of judicial behavior is the assumption that justices have policy preferences. In this paper we employ Markov chain Monte Carlo methods to fit a Bayesian measurement model of ideal points for all justices serving on the U.S. Supreme Court from 1953 through 1999. We are particularly interested in determining to what extent ideal points of justices change throughout their tenure on the Court. This is important because judicial politics scholars oftentimes invoke preference measures that are time invariant. To investigate preference change, we posit a dynamic item response model that allows ideal points to change systematically over time. Additionally, we introduce Bayesian methods for fitting multivariate dynamic linear models to political scientists. Our results suggest that many justices do not have temporally constant ideal points. Moreover, our ideal point estimates outperform existing measures and explain judicial behavior quite well across civil rights, civil liberties, economics, and federalism cases.


2001 ◽  
Vol 9 (3) ◽  
pp. 192-210 ◽  
Author(s):  
Michael Bailey

Many conventional ideal point estimation techniques are inappropriate when only a limited number of votes are available. This paper presents a covariate-based random-effects Bayesian approach that allows scholars to estimate ideal points based on fewer votes than required for fixed-effects models. Using covariates brings more information to bear on the estimation; using a Bayesian random-effects approach avoids incidental parameter problems. Among other things, the method allows us to estimate directly the effect of covariates such as party on preferences and to estimate standard errors for ideal points. Monte Carlo results, an empirical application, and a discussion of further applications demonstrate the usefulness of the method.


2018 ◽  
Vol 16 (2) ◽  
pp. 142-153 ◽  
Author(s):  
Kristen M Cunanan ◽  
Alexia Iasonos ◽  
Ronglai Shen ◽  
Mithat Gönen

Background: In the era of targeted therapies, clinical trials in oncology are rapidly evolving, wherein patients from multiple diseases are now enrolled and treated according to their genomic mutation(s). In such trials, known as basket trials, the different disease cohorts form the different baskets for inference. Several approaches have been proposed in the literature to efficiently use information from all baskets while simultaneously screening to find individual baskets where the drug works. Most proposed methods are developed in a Bayesian paradigm that requires specifying a prior distribution for a variance parameter, which controls the degree to which information is shared across baskets. Methods: A common approach used to capture the correlated binary endpoints across baskets is Bayesian hierarchical modeling. We evaluate a Bayesian adaptive design in the context of a non-randomized basket trial and investigate three popular prior specifications: an inverse-gamma prior on the basket-level variance, a uniform prior and half-t prior on the basket-level standard deviation. Results: From our simulation study, we can see that the inverse-gamma prior is highly sensitive to the input hyperparameters. When the prior mean value of the variance parameter is set to be near zero [Formula: see text], this can lead to unacceptably high false-positive rates [Formula: see text] in some scenarios. Thus, use of this prior requires a fully comprehensive sensitivity analysis before implementation. Alternatively, we see that a prior that places sufficient mass in the tail, such as the uniform or half-t prior, displays desirable and robust operating characteristics over a wide range of prior specifications, with the caveat that the upper bound of the uniform prior and the scale parameter of the half-t prior must be larger than 1. Conclusion: Based on the simulation results, we recommend that those involved in designing basket trials that implement hierarchical modeling avoid using a prior distribution that places a majority of the density mass near zero for the variance parameter. Priors with this property force the model to share information regardless of the true efficacy configuration of the baskets. Many commonly used inverse-gamma prior specifications have this undesirable property. We recommend to instead consider the more robust uniform prior or half-t prior on the standard deviation.


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