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Estimation with Cross-National Data: Robust and Nonparametric Methods

Thomas Dietz, R. Scott Frey and Linda Kalof
American Sociological Review
Vol. 52, No. 3 (Jun., 1987), pp. 380-390
Stable URL: http://www.jstor.org/stable/2095357
Page Count: 11
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Estimation with Cross-National Data: Robust and Nonparametric Methods
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Abstract

Researchers often use ordinary least squares regression (OLS) to analyze cross-national and other macrosocial indicator data. Although OLS is a flexible tool, its value depends on a number of assumptions that may be violated when applied to such data. One of the assumptions, the normality of the distribution of population residuals, is essential to efficient and unbiased estimation of regression coefficients and associated standard errors. Robust and bootstrapped regression estimation methods are not sensitive to the normality assumption. Use of these methods in a reestimation of three models from the cross-national literature indicates that OLS may perform poorly when used with cross-national data, and suggests that researchers should be cautious in their use of OLS with such data.

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