Cited by 4,316Statistical Methods and Bayesian InferenceStatistical Methods in EpidemiologySurvey Sampling and Estimation Techniques

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Logistic Regression in Rare Events Data

Open access
King, Gary, Zeng, Langche·2001·Political Analysis

Abstract

We study rare events data, binary dependent variables with dozens to thousands of times fewer ones (events, such as wars, vetoes, cases of political activism, or epidemiological infections) than zeros (“nonevents”). In many literatures, these variables have proven difficult to explain and predict, a problem that seems to have at least two sources. First, popular statistical procedures, such as logistic regression, can sharply underestimate the probability of rare events. We recommend corrections that outperform existing methods and change the estimates of absolute and relative risks by as much as some estimated effects reported in the literature. Second, commonly used data collection strategies are grossly inefficient for rare events data. The fear of collecting data with too few events has led to data collections with huge numbers of observations but relatively few, and poorly measured, explanatory variables, such as in international conflict data with more than a quarter-million dyads, only a few of which are at war. As it turns out, more efficient sampling designs exist for making valid inferences, such as sampling all available events (e.g., wars) and a tiny fraction of nonevents (peace). This enables scholars to save as much as 99% of their (nonfixed) data collection costs or to collect much more meaningful explanatory variables. We provide methods that link these two results, enabling both types of corrections to work simultaneously, and software that implements the methods developed.

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Metadata

Authors
King, G., & Zeng, L.
Affiliations
  • Harvard University (US)
  • George Washington University (US)
Venue
Political Analysis
Published
2001
Volume
9
Issue
2
Pages
137-163
ISSN
  • 1047-1987 (ISSN-L)
  • 1476-4989
OpenAlex
W2163848058
Cited by
4,316
References
0
Citations by year
2026: 273 · 2025: 223 · 2024: 261 · 2023: 235 · 2022: 277 · 2021: 362 · 2020: 316 · 2019: 307 · 2018: 236 · 2017: 176 · 2016: 205 · 2015: 189 · 2014: 238 · 2013: 185 · 2012: 142
FWCI
61.75
Type
journal article
Language
en
Open access
Locations
  • Political Analysis (publishedVersion)
  • Digital Access to Scholarship at Harvard (DASH) (Harvard University) (submittedVersion, cc-by)
  • RePEc: Research Papers in Economics (submittedVersion)
Funders
  • National Science Foundation (9729884, 9753126)
  • University of Cambridge
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Epidemiology
  • Physical Sciences › Mathematics › Statistics and Probability › Survey Sampling and Estimation Techniques
Keywords
rare events, logistic regression, binary dependent variables, sampling design, event sampling, war, risk estimation, data collection efficiency

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