Media attention in Belgium: How much influence do citizens and politicians have on news coverage? Pooled time-series analysis

1. Media attention in Belgium:
How much influence do citizens and politicians have on
news coverage?
Pooled time-series analysis
Assignment 9
Mark Boukes (markboukes@Hotmail.com)
5616298
1st semester 2010/2011
Dynamic Data Analysis
Lecturer: Dr. R. Vliegenthart
February 3, 2010
Communication Science (Research MSc)
Faculty of Social and Behavioural Sciences
University of Amsterdam

3. Table of contents
INTRODUCTION AND THEORY........................................................................................................................1
METHOD........................................................................................................................................................1
RESULTS........................................................................................................................................................2
ORDINARY LEAST SQUARES REGRESSION.............................................................................................................................2
LINEAR REGRESSION MODELS WITH PANEL-CORRECTED STANDARD ERRORS........................................................................................3
FIXED EFFECT MODELS..................................................................................................................................................5
CONCLUSION.................................................................................................................................................7
REFERENCE....................................................................................................................................................7
APPENDIX A: DO FILE.....................................................................................................................................7

5. Introduction and theory
In this study, I aim to investigate whether journalists’ attention is as much influenced by
political happenings and previous media coverage, as it is by the actions of ordinary people
undertaken to attract the attention of journalists as well as politicians. For this reason, I will
study the relationship between media attention, parliamentary attention, new legislation,
meetings of the Cabinet and demonstrations by citizens. As it is the duty of journalists to both
inform citizens about what is happening in society and thus in politics but also to function as a
discussion platform for different opinions in society, my hypothesis is:
Political happenings and demonstrations of citizens have a similar
influence on news coverage.
This hypothesis will be investigated by means of a secondary data analysis. The same data
will be used as Vliegenthart and Walgrave (2010) used, what makes it possible to conduct a
pooled time-series analysis, which is considered as a robust analysis method. The advantage
of this method is that it captures over-time and between-issue variations, and therefore will
produce more efficient estimates, while it does not exceed assumptions wrongfully.
Method
To investigate the hypothesis, the dataset of Vliegenthart and Walgrave (2010)1 was used,
which contained information for the attention of different actors (media, politics, citizens) to
25 issues. The data was collected on a monthly basis from the beginning of 1993 until the end
of 2000. In total 96 weeks were covered and the attention was divided into 25 issues;
therefore there it was possible to analyse 2400 month-issue combinations. That the data was
collected in such a way that attention was organized in 25 different issues, had the advantage
that it was possible to correct for potential differences in the (error) processes of the different
issues in the estimation techniques that were necessary to investigate the hypothesis. Data was
strongly balanced, as observations were available for every issue for every months and every
actor.
The attention for the issues was coded in such a way that it was the relative attention
for a certain issue. This means that for every month every actor had a total attention of 1. This
attention will be divided over the 25 issues. For example, an actor can have 0.5 attention for 2
issues in a month, but then cannot have any attention for other issues that month. When one
issue attracts a lot of attention in one month the other issues will thus get less attention. The
analyses need to take care of this contemporaneous correlation.
1
For more information about how they collected their information, see their article.
1

6. Different statistical techniques will be used, to test the robustness of the results and the
necessity of pooling the data. First, an ordinary least squares regression will be conducted,
however, this assumes that the error processes for all issues have the same variance and that
all those error processes are independent of each other, even those of the same issues at
different points in time. This absence of panel heteroscedasticity and contemporaneous
correlation seems very unlikely, but for statistical interest the model will be conducted.
When analysing time-series cross-section data it is necessary to structure the error
processes in ways to take care of panel heteroscedasticity and contemporaneous correlation
and also unit-level heterogeneity. Therefore, linear regression models with panel-corrected
standard errors are used which perform remarkably well under conditions of panel
heteroscedasticity and contemporaneous correlation (Beck & Katz, 1995). However, panel-
corrected standard errors still have the disadvantage that errors of processes that show unit-
level heterogeneity, are not taken care of. Hence, the less parsimonious fixed effect model
will be conducted to check if and how the results change compared to the model with panel-
corrected standard errors, by allowing different intercepts for the various issues (Wilson &
Bulter, 2007).
Results
Here the results of the various analyses will be presented, starting with the most simple
ordinary least squares via regression that has panel corrected standard errors to fixed effect
models. Before doing the analyses, all variables were tested for the presence of panel unit root
using an augmented Dickey-Fuller test. For all these tests the null hypothesis was rejected (χ2
values were found between 1008.27 and 1733.77), so it was not necessary to integrate the
data.
Ordinary Least Squares regression
Ordinary least squares regression has many assumptions that need to be satisfied before its
results can trusted. One of those is that errors and variances are uncorrelated over the
observations. In time-series cross-section (panel) data this is logically not the case, but to
become aware of the consequences of performing such an analysis on such data, the results of
an ordinary least squares regression will also be presented in this paper. Three regression
analyses will be run that differ in their dynamic specification; the static model with only
variables that were observed in the same month, this model supplemented by distributed lag
independent variables and finally a model that contains the independent variables, the lagged
independent variables and the lagged dependent variable. The results of the analyses can be
found in Table 1.
2

7. Table 1. The effects of the (lagged) (in)dependent variables on media attention for an issue
OLS DL(1) ARDL(1,1)
Media attention t-1 0.782 (0.013)**
Demonstrations t 0.088 (0.005)** 0.071 (0.006)** 0.040 (0.004)**
Demonstrations t-1 0.032 (0.006)** -0.020 (0.004)**
Parliamentary attention t 0.255 (0.013)** 0.188 (0.013)** 0.072 (0.009)**
Parliamentary attention t-1 0.147 (0.014)** 0.006 (0.009)
New legislation t 0.017 (0.007)* -0.001 (0.007) -0.003 (0.005)
New legislation t-1 0.009 (0.007) 0.004 (0.004)
Meeting of the Cabinet t 0.149 (0.015)** 0.082 (0.015)** 0.023 (0.009)*
Meeting of the Cabinet t-1 0.073 (0.015)** 0.005 (0.009)
Constant 0.022 (0.001)** 0.019 (0.001)** 0.004 (0.001)**
Observations (N) 2400 2375 2375
R2 0.361 0.420 0.776
Note. Unstandardized coefficients. Standard errors in parentheses;
* p < 0.05 , ** p < 0.01
As explained above, those estimates are not really trustworthy; therefore, I would only like to
pay attention to the differences between the models. First, the effects of new legislation get
insignificant after adding the lags of the independent variables. Those stay insignificant when
also the autoregressive term (or lagged dependent variable) is added to the model; then also
the lagged effects of parliamentary attention and meetings of the Cabinet get insignificant.
Perhaps more remarkable is that the effect of the lagged independent variable
‘demonstrations’ turns negative. However, I do not pay much attention to interpretation of the
coefficients, as those are not as reliable as the results of estimation methods that take better
care of the regression assumptions. Nevertheless, it is clear that every next model in Table 1
did explain more variance, as R2 increased substantially. Therefore and because it gives a
more complete overview, the variables in the final model, ARDL(1,1), will be used in the next
analyses.
Linear regression models with panel-corrected standard errors
Variance-comparison tests show that, as expected, variance is different for the different
issues: the hypothesis of equality of variances is soundly rejected by all three variance-
comparison tests. This indicates the presence of group-level heteroscedasticity. Consequently,
linear regression models are conducted with panel-corrected standard errors. Those Prais-
Winsten regression analyses can be conducted by different autocorrelation structures: the first
does not take a special autoregressive process in the variance into account, but just a lagged
dependent variable and therefore gives the same results as the last OLS model; one accounts
for first-order autocorrelation AR(1) and assumes that the coefficient of the AR(1) process is
3

8. the same to all issues; another specifies that, within panels, there is first-order autocorrelation
and that the coefficient of the AR(1) process is specific to each of the issues. As it seems
plausible that different autoregressive structures can exist for different issues, some might
fade away quicker, because they satisfy the criteria of journalistic institutions less than other
issues (see for example the news criteria specified by Harcup and O'Neill, 2001); therefore,
the last estimation technique seems more helpful. The AR(1) processes seem indeed panel
specific as the rhos (autocorrelation parameters) for the last model vary considerably.
Logically, the proportion of explained variance is also higher for the model that allows the
coefficient of the AR(1) to be specific to each panel. The results of the models can be found in
Table 2.
Table 2. The effects of the (lagged) (in)dependent variables on media attention for an issue
Independent
autocorrelation General AR(1) Panel specific AR(1)
structure
Media attention t-1 0.782 0.020
Demonstrations t 0.040 0.005 0.043 (0.005)** 0.044 (0.005)**
Demonstrations t-1 -0.020 0.005 0.006 (0.005) 0.007 (0.005)
Parliamentary attention t 0.072 0.011 0.087 (0.012)** 0.090 (0.012)**
Parliamentary attention t-1 0.006 0.011 0.059 (0.011)** 0.063 (0.011)**
New legislation t -0.003 0.005 0.001 (0.005) 0.004 (0.005)
New legislation t-1 0.004 0.005 0.003 (0.005) 0.006 (0.005)
Meeting of the Cabinet t 0.023 0.012 0.039 (0.012)** 0.045 (0.012)**
Meeting of the Cabinet t-1 0.005 0.012 0.030 (0.012)* 0.039 (0.012)**
Constant 0.004 0.001 0.031 (0.001)** 0.032 (0.001)**
Observations (N) 2375 2375 2375
R2 0.776 0.123 0.228
Sample of six:
ρ (autocorrelation parameter) 0.695 between 0.484 and 0.788
Note. Unstandardized coefficients. Panel-corrected standard errors in parentheses.
** p < 0.01, * p < 0.05
The first thing to note is that the estimates of the models with the AR(1) structure and the
model with the panel specific AR(1) hardly differ. Only some marginal differences between
the coefficients exist. When we compare these results to the ones found by the ARDL(1,1)
model with the ordinary least squares regression model, four differences appear. First, the
negative effect of the lagged value of demonstrations becomes insignificant. Above, it was
already explained that this negative effect would be a strange finding, so it seems a good sign
that this effect disappears. Furthermore, the coefficients of the lagged values of both
parliamentary attention and meetings of Cabinet become significant. This suggests a stronger
impact of politics on journalists than the findings found by the ordinary least squares
4

9. regression technique. Next to this, the proportion of explained variance falls from 0.776 to
0.228.
Fixed effect models
A regression with panel-corrected standard errors can excellently deal with group-level
heteroscedasticity and contemporaneous correlation in a regression analysis. However, it does
not take good enough care of unit-level heterogeneity: systematic differences between values
of different panels (here issues). Indeed it was found that unit-level heterogeneity is present in
the model (F(24, 2341) = 21.30, p < 0.001). Therefore, it was necessary to also conduct fixed
effect model analyses and compare its results with the results found by the linear regression
models with panel-corrected standard errors. The results of three fixed effect models can be
found in Table 3.
Table 3. The effects of the (lagged) (in)dependent variables on media attention for an issue
Static fixed effect Fixed effect model with
Fixed effect model
model AR(1) disturbance
Media attention t-1 0.470 (0.018)**
Demonstrations t 0.049 (0.004)** 0.039 (0.003)** 0.038 (0.003)**
Demonstrations t-1 -0.011 (0.003)** 0.002 (0.003)
Parliamentary attention t 0.074 (0.009)** 0.054 (0.008)** 0.055 (0.008)**
Parliamentary attention t-1 0.001 (0.008) 0.027 (0.008)**
New legislation t -0.000 (0.005) -0.003 (0.004) -0.004 (0.004)
New legislation t-1 0.002 (0.004) -0.003 (0.004)
Meeting of the Cabinet t 0.018 (0.011) 0.009 (0.009) 0.009 (0.009)
Meeting of the Cabinet t-1 -0.008 (0.009) -0.002 (0.009)
Constant 0.035 (0.001)** 0.018 (0.001)** 0.036 (0.001)**
Observations (N) 2400 2375 2350
Overall R2 0.311 0.770 0.347
ψ (variance between issues) 0.033 0.017 0.034
θ (variance over time) 0.021 0.019 0.019
ρ (intraclass correlation) 0.709 0.464 0.643
Note: Cells contain unstandardized coefficients with standard errors in parentheses. ** p < 0.01
ψ = unexplained variation at country-level, θ = unexplained variation at individual level, ρ = ψ / total variance
All three models take into account that observations are nested within issues. The first is a
standard static fixed effect model that just takes independent variables into account that are
measured at the same time as the dependent variable; the second is a normal fixed effect
model that is similar to the ARDL(1,1) model; the last model includes a AR(1) disturbance
process in which only the previous variance is taken into account, whereas the AR(1)-process
as in the second model continuous to affect media attention in every next step with a
decreasing strength. The estimated coefficients of the three models do not differ a lot, with
5

10. two exceptions. In the normal fixed effects model, the negative effect of lagged
‘demonstrations’ becomes significant again, just as in the ordinary least squares regression
ARDL(1,1) model, while it stays insignificant in the fixed effect model with AR(1)
disturbance. The other difference is that the fixed effect model with AR(1) disturbance finds a
significant effect of the lagged value of parliamentary attention, whereas this was not found
by the normal fixed effect model. When the results are compared to the coefficients found
with the regression with panel-corrected standard errors and panel specific AR(1) process, the
biggest difference is the disappeared significance of the effects of meeting of the Cabinet, but
the same is the presence of a significant lagged effect of parliamentary attention.
All together the fixed effect model with AR(1) disturbance seems to give rather robust
results as it matches largely with both the regression models with panel-corrected standard
errors and with the normal fixed effect model. The fixed effect models controlled for unit-
level heterogeneity, but it has not the strength to control for group-level heteroscedasticity
(Modified Wald test: χ2 = 3.5*105, p < 0.001) and contemporaneous correlation (Breusch-
Pagan LM test of independence: χ2 = 498.617, p < 0.001), which both were present.
Therefore, it was valuable to compare the results of the fixed effect models with the findings
of the regression with panel corrected standard errors as both have some weaknesses and there
is not an estimation technique that takes all three offences of the OLS assumptions (group-
level heteroscedasticity, contemporaneous correlation and unit-level heterogeneity) into
account.
The coefficients of this model suggest that both demonstrations and parliamentary
attention have a direct and positive influence on media attention. However, because it is not
possible to see whether those causes precede the effect, it is not totally clear in which
direction the effect runs. Therefore, it is more interesting to see which lagged independent
variables significantly affect media attention. Parliamentary attention is the only lagged
variable that has a significant effect, whereas the other political factors and the citizen factor
do not have a significant lagged effect. It thus seems that politicians have more influence on
media coverage than citizens. A random effect model is not reported in this paper for the
reason that as specified above, it is not expected that unobserved variables are distributed
independently from the observed variables and a Hausman specification test confirmed this
(χ2 = 27.12, p < 0.001).
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11. Conclusion
Overseeing the strengths and weaknesses of the different estimation techniques and the large
similarity between the findings of both the fixed effect model and the model with panel
corrected standard errors, it becomes clear that the power politicians and citizens have on
journalists is not equal. Though there was found a direct relationship between demonstrations
and media coverage, a lagged effect could not be proved, which would show that the cause
preceded the outcome. For political influence, parliamentary attention, such a lagged effect
was found to be significant. Therefore, the research question needs to be answered negatively;
political happenings and demonstrations of citizens do not have a similar influence on news
coverage, politicians have more influence than citizens.
Reference
Beck, N., & Katz, J. (1995) What to do (and not to do) with time series cross-section data in
political science. American Political Science Review, 89(3), 634-647.
Harcup, T., & O'Neill, D. (2001). What Is news? Galtung and Ruge revisited. Journalism
Studies, 2(2), 261-280.
Vliegenthart, R., & Walgrave, S. (2010). When the media matter for politics: Partisan
moderators of the mass media’s agenda-setting influence on parliament in Belgium.
Party Politics, 1–22.
Wilson, S.E., & Butler, D.M. (2007). A lot more to do: The sensitivity of time-series cross-
section analyses to simple alternative specifications. Political Analysis, 15(2),
101-123.
Appendix A: Do File
*Assignment9
clear
clear
set memory 250m, permanently
set more off, permanently
use D:DDApanel_belgianas
tsset cissue nr
xtfisher mediatot_r
xtfisher legislation_r
xtfisher parliament_r
xtfisher min_r
xtfisher demonstrations_r
7

12. *OLS
//normal OLS
regress mediatot_r demonstrations_r parliament_r legislation_r min_r
fitstat
//OLS with distributed lags of the independent variables
regress mediatot_r demonstrations_r l.demonstrations_r parliament_r
l.parliament_r legislation_r l.legislation_r min_r l.min_r
fitstat
//OLS with distributed lags of the independent variables and lagged
dependent variable = ARDL(1,1)
regress mediatot_r l.mediatot_r demonstrations_r l.demonstrations_r
parliament_r l.parliament_r legislation_r l.legislation_r min_r l.min_r
fitstat
predict double eps, residua
robvar eps, by(cissue)
xtpcse mediatot_r l.mediatot_r demonstrations_r l.demonstrations_r
parliament_r l.parliament_r legislation_r l.legislation_r min_r l.min_r,
correlation(independent)
xtpcse mediatot_r demonstrations_r l.demonstrations_r parliament_r
l.parliament_r legislation_r l.legislation_r min_r l.min_r, correlation(ar1)
xtpcse mediatot_r demonstrations_r l.demonstrations_r parliament_r
l.parliament_r legislation_r l.legislation_r min_r l.min_r,
correlation(psar1)
xttest2
predict y
gen res=mediatot_r-y
xtserial res
corr res l.res l2.res
*fixed effects: static
xtreg mediatot_r demonstrations_r parliament_r legislation_r min_r, fe
*fixed effects with a AR
xtreg mediatot_r l.mediatot_r demonstrations_r l.demonstrations_r
parliament_r l.parliament_r legislation_r l.legislation_r min_r l.min_r, fe
//contemporenaous correlation: present, yes! negative correlations, if one
party goes up in the polls another will go down.
xttest2
*null Hypothesis: no significant differences between groups. Reject, group
level heteroscedasticity/unit level heterogeneity!
xttest3
* including ar(1) error structure in fe model *
*Or: previous error term influences the next error term, comparable to an AR
term
xtregar mediatot_r demonstrations_r l.demonstrations_r parliament_r
l.parliament_r legislation_r l.legislation_r min_r l.min_r, fe
predict mediafe, e
estimates stor fixed_effects
8

13. xtregar mediatot_r demonstrations_r l.demonstrations_r parliament_r
l.parliament_r legislation_r l.legislation_r min_r l.min_r, re
predict mediare, e
estimates stor random_effects
xtserial mediare
hausman fixed_effects random_effects
findit xtserial
9