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Logistic Regression in Rare Events Data
Open accessAbstract
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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“In columns 5 to 7, we report results using this estimator.The two modernization variables remain individually signi…cant and jointly signi…cant when entered together.”
From From Open to Secret Ballot: Vote Buying and Modernization (2012) · cites this paper as King and Zeng (2001)
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Prediction of Intrastate Conflict Using State Structural Factors and Events Data
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Buying Future Endorsements from Prospective Influencers on User-Generated Content Platforms
Lanz, A., Goldenberg, J., Shapira, D., & Stahl, F. (2023) · Journal of Marketing Research · doi:10.1177/00222437231207323 · Cited by 20
“…line) of the probability of false discovery as a function of the selection size S, that is, (1) the logit model using the SMOTE training set, (2) King and Zeng ’ s (2001) oversampling technique including bias correction, and (3) extreme gradient boosting (with the outgoing activity and the…”
BackgroundMethodInfluentialForecasting weather‐related power outages using weighted logistic regression
Sharma, V., Hong, T., Cecchi, V., Hofmann, A., & Lee, J. (2023) · IET Smart Grid · doi:10.1049/stg2.12109 · Cited by 20
Kumar, S., & Kumar, H. (2023) · MethodsX · doi:10.1016/j.mex.2023.102295 · Cited by 34
“(3) provides the class weights for the individual classes [28] .”
BackgroundTutzer, R., Röck, S., Walde, J., Zeiringer, B., Unfer, G., Führer, S., Brinkmeier, B., Haug, J., & Aufleger, M. (2021) · doi:10.1016/j.ecoleng.2021.106370 · Cited by 20
Reproductive consequences of material use in avian nest construction.
Breen, A. J., Healy, S., & Guillette, L. (2021) · Behavioural Processes · doi:10.1016/j.beproc.2021.104507 · Cited by 20
Spiller, M., Liu, Y., Hossain, M. Z., Gedeon, T., Geissler, J., & Nürnberger, A. (2021) · ACM Transactions on Interactive Intelligent Systems · doi:10.1145/3446638 · Cited by 20
Open Issues in Statistical Forecasting of Solar Proton Events: A Machine Learning Perspective
Stumpo, M., Benella, S., Laurenza, M., Alberti, T., Consolini, G., & Marcucci, M. F. (2021) · Space Weather · doi:10.1029/2021sw002794 · Cited by 20
“In order to adjust the model with respect the new prior probability of the occurrence of a SPE associated event, the following correction (King & Zeng, 2001) could be introduced without retraining the model:”
BackgroundMethodInfluentialDoes political influence distort banking regulation? Evidence from the US
Papadimitri, P., Pasiouras, F., Pescetto, G., & Wohlschlegel, A. (2020) · Journal of Financial Stability · doi:10.1016/j.jfs.2020.100835 · Cited by 24
Does party polarization mobilize or de-mobilize voters? The answer depends on where voters stand
Muñoz, M. M., & Meguid, B. M. (2021) · Electoral Studies · doi:10.1016/j.electstud.2021.102279 · Cited by 42
“Sensitivity Analyses We perform several additional tests to evaluate the robustness of these models and their findings.19 Given the relative infrequency of respondent-reported turnout change between election rounds,20 we rerun the analyses using rare events logit instead (See King and Zeng 2001).”
MethodCOMPARISON OF MACHINE LEARNING METHODS IN CLASSIFYING POVERTY IN INDONESIA IN 2018
Sihombing, P. R., & Arsani, A. M. (2021) · Jurnal Teknik Informatika (Jutif) · doi:10.20884/1.jutif.2021.2.1.52 · Cited by 20
“King dan Zeng [11] menyatakan bahwa ketika metode klasifikasi digunakan pada kasus imbalanced data, maka pengklasifikasian cenderung menihilkan peluang dari kelas minoritas karena nilai prediksi akan cenderung pada kelas mayoritas, sehingga tingkat ketepatan klasifikasi yang dihasilkan menjadi kurang baik.”
Kim, H. Y., Park, J. H., Lee, S.-S., Jeon, J.-J., Yoon, C., & Lee, K. (2020) · Abdominal Radiology · doi:10.1007/s00261-020-02737-7 · Cited by 20
Image retake rates of cone beam computed tomography in a dental institution
Hung, K., Hui, L., Yeung, A. W. K., Scarfe, W., & Bornstein, M. (2020) · Clinical Oral Investigations · doi:10.1007/s00784-020-03315-3 · Cited by 20
Ezcurra, R. (2018) · Defence and Peace Economics · doi:10.1080/10242694.2018.1446621 · Cited by 27
“We also employ the so-called ‘rare events’ logit model proposed by King and Zeng (2001), which corrects for any bias inmaximum-likelihood estimation thatmay arise because of the small number of conflict observations relative to the total.”
MethodDeterminants of in‐hospital feeding practices in Shiraz, Iran: Results of a prospective cohort study
Zarshenas, M., Zhao, Y., Binns, C. W., & Scott, J. A. (2018) · Birth · doi:10.1111/birt.12385 · Cited by 25
The pyramid of Okun’s coefficient for Italy
Zanin, L. (2016) · Empirica · doi:10.1007/s10663-016-9343-5 · Cited by 20
“Our purpose is to extend and refine the analysis of Okun’s coefficient proposed by Hutengs and Stadtmann (2013) and Zanin (2014). As a case study, we focus on Italy, which is among the most suffering European countries regarding the negative effects associated with the great economic recession related to the financial…”
InfluentialStephens, C., Westmaas, J. L., Kim, J., Cannady, R. S., & Stein, K. (2016) · Journal of cancer survivorship · doi:10.1007/s11764-016-0532-9 · Cited by 20
Reverse Mortgage Participation in the United States: Evidence from a National Study
Chatterjee, S. (2016) · International Journal of Financial Studies · doi:10.3390/ijfs4010005 · Cited by 20
Santos, M. L., Batista, M., Filho, D. B. F., & da Rocha, E. C. (2015) · Opinião Pública · doi:10.1590/1807-019121133 · Cited by 17
Screening Out Risk: IGOs, Member State Selection, and Interstate Conflict, 1951–2000
Donno, D., Metzger, S. K., & Russett, B. (2015) · doi:10.1111/isqu.12177 · Cited by 20
Merchant Steering of Consumer Payment Choice: Evidence from a 2012 Diary Survey
Shy, O., & Stavins, J. (2015) · doi:10.2139/ssrn.2533173 · Cited by 20
Swartz, J. A. (2014) · American Journal of Men s Health · doi:10.1177/1557988314533379 · Cited by 25
A replication note on downward nominal and real wage rigidity: survey evidence from European firms
Dias, D. A., Marques, C. R., & Martins, F. (2015) · doi:10.1007/s00181-014-0902-y · Cited by 20
Kakietek, J., Osuji, T., O’Dell, S., Breck, A., & Kettel-Khan, L. (2014) · Preventing Chronic Disease · doi:10.5888/pcd11.130430 · Cited by 20
Going Abroad: Transnational Solicitation and Contention by Ethnopolitical Organizations
Asal, V. H., Conrad, J. M., & White, P. B. (2014) · International Organization · doi:10.1017/s0020818314000228 · Cited by 17
“See Abbot and Snidal 1998; Koremenos, Lipson, and Snidal 2001; Barnett and Finnemore 2004; Lipson 2007; and Checkel 2005.”
Background
Metadata
- Authors
- King, G., & Zeng, L.
- Affiliations
- Harvard University (US)
- George Washington University (US)
- ORCID
- King, Gary
- Venue
- Political Analysis
- Publisher
- Cambridge University Press (CUP)
- 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
- bronze
- doi.org
- 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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