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Dataset JSON cleaned up
Raw
dataset_json.json
{
"status": "OK",
"info": {
"generation_time": "2016-12-16T13:10:25",
"cache_time_seconds": 900,
"params": {
"persistentId": "doi:10.7910/DVN/26935",
"pretty": "true",
"key": "10350864-ff48-4ebd-a2d9-80a07a35f911 "
}
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"data": {
"title": "Replication data for: How Robust Standard Errors Expose Methodological Problems They Do Not Fix, and What to Do About It",
"id": 53121,
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"isPublished": true,
"timestamps": {
"createdate": "2014-08-04 12:44:02",
"publicationdate": "2014-08-04 12:52:14"
},
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"versionState": "RELEASED"
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"dv_link": "https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/26935&?version=7.2",
"ownerInfo": {
"id": 11,
"name": "Gary King",
"alias": "king",
"dv_link": "https://dataverse.harvard.edu/dataverse/king",
"dv_link_json": "https://services.dataverse.harvard.edu/miniverse/metrics/v1/dataverses/by-alias/king",
"description": null
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"metadata_blocks": {
"citation": {
"title": "Replication data for: How Robust Standard Errors Expose Methodological Problems They Do Not Fix, and What to Do About It",
"dateOfDeposit": "2014-08-04",
"distributionDate": "2014",
"subject": [
"Social Sciences"
],
"distributor": [
{
"distributorName": "Harvard Dataverse",
"distributorLogoURL": "https://dataverse.harvard.edu/resources/images/dataverseproject_logo.jpg"
}
],
"publication": [
{
"publicationCitation": "Forthcoming, Political Analysis King, Gary, and Margaret Roberts. 2014. How Robust Standard Errors Expose Methodological Problems They Do Not Fix, and What to Do About It. Political Analysis: Link to article"
}
],
"dsDescription": [
{
"dsDescriptionValue": "\"Robust standard errors\" are used in a vast array of scholarship to correct standard errors for model misspecification. However, when misspecification is bad enough to make classical and robust standard errors diverge, assuming that it is nevertheless not so bad as to bias everything else requires considerable optimism. And even if the optimism is warranted, settling for a misspecified model, with or without robust standard errors, w\r\nill still bias estimators of all but a few quantities of interest. Even though this message is well known to methodologists, it has failed to reach most applied researchers. The resulting cavernous gap between theory and practice suggests that considerable gains in applied statistics may be possible. We seek to help applied researchers realize these gains via an alternative perspective that offers a productive way to use robust standard errors; a new general and easier-to-use \"generalized information matrix test\" statistic; and practical illustrations via simulations and real examples from published research. Instead of jettisoning this extremely popular tool, as some suggest, we show how robust and classical standard error differences can provide effective clues about model misspecification, likely biases, and a guide to more reliable inferences.\r\n See also: Unifying Statistical Analysis",
"dsDescriptionDate": "2014"
}
],
"author": [
{
"authorName": "Roberts, Margaret"
},
{
"authorName": "King, Gary",
"authorAffiliation": "Harvard University"
}
],
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{
"datasetContactEmail": "king@harvard.edu"
}
]
}
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"publicationdate": "2015-12-02 14:31:44"
}
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}
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"id": 2491883,
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"description": "replicates the Dreher and Jensen (2007) example from the paper",
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}
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"description": "Some of the data from the article we replicated by Tim Buthe and Hellen Millner data is proprietary; to obtain it, you must contact them directly.",
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"publicationdate": "2014-08-04 20:00:00"
}
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"name": "ButheMilner.R",
"description": "replicates the Buthe and Milner (2008) example from the paper.",
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"description": "ReadMe file related to this data",
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}
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}
},
{
"id": 2491881,
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"name": "Neumayer_ISQ_2003.R",
"description": "replicates the Neumayer (2003) example from the paper",
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}
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"timestamps": {
"createdate": "2014-08-04 13:11:24",
"publicationdate": "2014-08-03 20:00:00"
}
}
]
}
}
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