Replication Data for: Characterizing and assessing temporal heterogeneity: Introducing a change point framework, with applications on the study of democratization

Various theories in political science point to temporal heterogeneity in relationships of interest. Yet, empirical research typically ignores such heterogeneity or employs fairly crude measures to evaluate it. Advances in models for change point detection offer opportunities to study temporal heterogeneity more carefully. We customize a recent such method for political science purposes, for instance so that it accommodates panel data, and provide an accompanying R-package. We evaluate the methodology, and how it behaves when different assumptions about the number and abrupt nature of change points are violated, by using simulated data. Importantly, the methodology allows us to evaluate changes to different quantities of interest (for various estimators). It also allows us to provide comprehensive estimates concerning uncertainty in the timing and size of changes. We illustrate the utility of this flexible change point methodology on two types of regression models (Probit and OLS) in two empirical applications. We first re-investigate the proposition by Albertus (2017) that labor-dependent agriculture had a more pronounced negative effect on democratic survival before the `third wave of democratization'. Next, we utilize data extending from the French revolution to the present, from V-Dem, to examine the time-variant nature of the income--democracy relationship.

政治学领域的诸多理论均表明，研究者关注的各类关联存在时序异质性（temporal heterogeneity）。然而，当前实证研究往往忽视这类异质性，或是仅采用较为粗糙的测度方法对其进行评估。变点检测（change point detection）模型的研究进展，为更精准地探究时序异质性提供了契机。我们针对政治学研究场景定制了一款新近提出的同类方法（例如使其支持面板数据），并同步推出了配套的R语言工具包（R-package）。我们通过模拟数据对该方法论展开评估，并分析了当变点数量、突变属性相关假设被违反时，该方法的实际表现。尤为关键的是，该方法论可针对不同目标统计量（适配各类估计量）的变化情况开展评估，同时还可针对变点发生时点与变化幅度的不确定性，提供全面的估计结果。我们通过两项实证应用，基于概率单位回归（Probit）与普通最小二乘（OLS）两类回归模型，展示了这款灵活变点检测方法论的应用价值。首先，我们重新检验了Albertus（2017）提出的命题：在“第三波民主化浪潮”之前，劳动密集型农业对民主存续的负面影响更为显著。其次，我们利用V-Dem数据集（时间跨度覆盖法国大革命时期至今），探究了收入与民主之间关联的时变特征。