IDEAS home Printed from
   My bibliography  Save this article

Back to the Future: Modeling Time Dependence in Binary Data


  • Carter, David B.
  • Signorino, Curtis S.


Since Beck, Katz, and Tucker (1998), the standard method for modeling time dependence in binary data has been to incorporate time dummies or splined time in logistic regressions. Although we agree with the need for modeling time dependence, we demonstrate that time dummies can induce estimation problems due to separation. Splines do not suffer from these problems. However, the complexity of splines has led substantive researchers (1) to use knot values that may be inappropriate for their data and (2) to ignore any substantive discussion concerning temporal dependence. We propose a relatively simple alternative: including t, t 2, and t 3 in the regression. This cubic polynomial approximation is trivial to implement—and, therefore, interpret—and it avoids problems such as quasi-complete separation. Monte Carlo analysis demonstrates that, for the types of hazards one often sees in substantive research, the polynomial approximation always outperforms time dummies and generally performs as well as splines or even more flexible autosmoothing procedures. Due to its simplicity, this method also accommodates nonproportional hazards in a straightforward way. We reanalyze Crowley and Skocpol (2001) using nonproportional hazards and find new empirical support for the historical-institutionalist perspective.

Suggested Citation

  • Carter, David B. & Signorino, Curtis S., 2010. "Back to the Future: Modeling Time Dependence in Binary Data," Political Analysis, Cambridge University Press, vol. 18(3), pages 271-292, July.
  • Handle: RePEc:cup:polals:v:18:y:2010:i:03:p:271-292_01

    Download full text from publisher

    File URL:
    File Function: link to article abstract page
    Download Restriction: no

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:polals:v:18:y:2010:i:03:p:271-292_01. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Keith Waters (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.