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Interpreting the Predictive Uncertainty of Elections

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Author Info
Ray C. Fair () (Cowles Foundation, Yale University)

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Abstract

This paper provides an interpretation of the uncertainty that exists at the beginning of the day of an election as to who will win. It is based on the theory that there are a number of possible conditions of nature that can exist on election day, of which one is drawn. Political betting markets like Intrade provide a way of trying to estimate this uncertainty. It is argued that polling standard errors do not provide estimates of this type of uncertainty. They instead estimate sample-size uncertainty, which can be driven close to zero with a large enough sample. This paper also introduces a ranking assumption concerning dependencies across U.S. states, which puts restrictions on the possible conditions of nature than can exist on election day. The joint hypothesis that the last-day Intrade ranking is correct and the ranking assumption is correct predicts the exact outcomes of the 2004 presidential election and the 2006 Senate election. Although not a test of the ranking assumption, there is evidence that the Intrade traders used the ranking assumption to price contracts in the 2004 presidential election. This was not the case, however, in the 2006 Senate election. Finally, it is shown if the ranking assumption is correct, the two political parties should spend all their money on a few states, which seems consistent with their actual behavior in 2004.

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File URL: http://cowles.econ.yale.edu/P/cd/d15b/d1579.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1579.

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Length: 29 pages
Date of creation: Sep 2006
Date of revision: May 2007
Publication status: Published in The Journal of Politics (2009)
Handle: RePEc:cwl:cwldpp:1579

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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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Related research
Keywords: Election polls; Predictive uncertainty;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General

References listed on IDEAS
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  1. Charles F. Manski, 2004. "Interpreting the Predictions of Prediction Markets," NBER Working Papers 10359, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Strömberg, David, 2002. "Optimal Campaigning in Presidential Elections: The Probability of Being Florida," Seminar Papers 706, Stockholm University, Institute for International Economic Studies. [Downloadable!]
  3. Strömberg, David, 2002. "Optimal Campaigning in Presidential Elections: The Probability of Being Florida," CEPR Discussion Papers 3372, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. Snyder, James M, 1989. "Election Goals and the Allocation of Campaign Resources," Econometrica, Econometric Society, vol. 57(3), pages 637-60, May. [Downloadable!] (restricted)
  5. Justin Wolfers & Eric Zitzewitz, 2009. "Using Markets to Inform Policy: The Case of the Iraq War," Economica, London School of Economics and Political Science, vol. 76(302), pages 225-250, 04. [Downloadable!] (restricted)
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This page was last updated on 2009-11-12.


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