A Bayesian Multilevel Modeling Approach to Time-Series Cross-Sectional Data

Joseph BafumiDepartment of Government, Dartmouth College,6108 Silsby HallHanover, NH 03755 e-mail: joseph.bafumi{at}dartmouth.eduLuke KeeleDepartment of Political Science, Ohio State University,2137 Derby Hall, 154 N Oval Mall, Columbus, OH 43210 e-mail: keele.4{at}polisci.osu.eduDavid ParkDepartment of Political Science, George Washington University,1922 F Street, N.W. 414C, Washington, DC 20052 e-mail: dkp{at}gwu.edu e-mail: bshor{at}uchicago.edu (corresponding author) The analysis of time-series cross-sectional (TSCS) data hasbecome increasingly popular in political science. Meanwhile,political scientists are also becoming more interested in theuse of multilevel models (MLM). However, little work existsto understand the benefits of multilevel modeling when appliedto TSCS data. We employ Monte Carlo simulations to benchmarkthe performance of a Bayesian multilevel model for TSCS data.We find that the MLM performs as well or better than other commonestimators for such data. Most importantly, the MLM is moregeneral and offers researchers additional advantages. Authors' note: A previous version of this article was presentedat the 2005 Midwest Political Science Meeting. We would liketo thank the following for comments and advice in writing thispaper: Andrew Gelman, Nathaniel Beck, Greg Wawro, Sam Cooke,John Londregan, David Brandt. Any errors are our own.