Replication data for: Reconciling Individual & Aggregate Evidence Concerning Partisan Stability: Applying Time-Series Models to Panel Survey Data

Party identification has been studied extensively using both individual- and aggregate-level data. This paper attempts to formulate a statistical model that can account for the range of empirical generalizations that have emerged from aggregate time series and panel surveys. Using Monte Carlo simulation, we show that only certain types of data generation processes can account for these empirical regularities. Deciding which of the remaining types best explains the data means investigating the ways in which individual-level partisanship behaves over time. Partisanship at the aggregate level tends to be highly autocorrelated, reequilibrating slowly in the wake of each perturbation. Working downward from the analysis of aggregate data, previous researchers argued that aggregate partisanship is fractionally integrated and contended that dynamics at the individual level are therefore heterogeneous. Using data from three panel surveys, we present the first direct assessment of individual-level dynamics. We also investigate the hypothesis that these dynamics vary among individuals, a claim that motivates much recent work on fractionally integrated time series. The model that best explains the observed characteristics of party identification is one in which individuals respond in similar ways to external shocks, reequilibrate rapidly thereafter, and seldom change their equilibrium level of partisan attachment.

党派认同（Party identification）的相关研究已广泛采用个体层级与总体层级两类数据展开。本文旨在构建一种统计模型，以解释由总体时间序列与面板调查（panel surveys）所得出的各类经验性归纳结论。借助蒙特卡洛模拟（Monte Carlo simulation），本文证明仅特定类型的数据生成过程能够契合上述经验规律。要从剩余的类型中选出最能契合数据的模型，需要探究个体层级的党派认同随时间变化的行为模式。总体层级的党派认同通常呈现高度自相关特征，在每次扰动后均会缓慢地重新达到均衡状态。过往研究者从总体数据分析出发，提出总体党派认同具有分整（fractionally integrated）特性，并据此认为个体层级的动态变化存在异质性。本文借助三项面板调查的数据，首次对个体层级的动态变化进行了直接评估。同时，本文还对"个体间动态变化存在差异"这一假说展开了探究——该假说正是近期诸多分整时间序列相关研究的核心动因。最能契合党派认同观测特征的模型为：个体对外界冲击的响应模式相似，且在冲击后能快速重新达到均衡状态，极少改变自身党派认同的均衡水平。