By JOSEPH LIEBERMAN AND SUSAN COLLINS

On March 27, 1792, the 2nd U.S. Congress voted to investigate the U.S. Army’s devastating loss during the Battle of Wabash (near Fort Recovery, Ind.) at the hands of Indian warriors. A special committee was empowered “to call for such persons, papers, and records, as may be necessary to assist their inquiries”—and the first Congressional oversight investigation was set in motion.

President George Washington’s cabinet unanimously agreed the administration should “communicate such papers as the public good would permit, and ought to refuse those, the disclosure of which would injure the public.” Congress began getting copies a few days later.

The investigation revealed embarrassing problems with the War Department’s recruitment, training and supplies, among other things. But revealing the problems enabled the government to fix them. And that, in a nutshell, is why we have congressional investigations.

No administration should be the sole investigator or judge and jury of its own actions. The temptation to keep damaging information from Congress and the American people is too great.

The rampage at Fort Hood, Texas, on Nov. 5, 2009—after which U.S. Army Major Nidal Hasan was charged with 13 counts of murder and 32 counts of attempted murder—has been reviewed by the administration and its group of handpicked outsiders, who were all formerly with either the Department of Defense or the Department of Justice. But the administration continues to withhold much of the crucial information from the Homeland Security and Governmental Affairs Committee, of which we are chairman and ranking member.

This is just not good enough for the American people. There are too many questions that still demand answers. Whatever mistakes were made in the run-up to the Fort Hood shootings need to be uncovered, and an independent, bipartisan congressional investigation is the best way to do it.

We know through press reports, for example, that Hasan’s associates and superiors in the Army had for years noticed signs of his growing Islamist radicalization. We also know through press reports that the FBI and Defense Department were aware of emails he exchanged with radical Yemeni-American cleric Anwar al-Awlaki. With the rising threat of homegrown radicalization, it’s critical to learn if signs were missed that could have led officials to avert the tragedy—so we can work to help prevent anything like it from happening again.

We first requested information on the incident in writing on Nov. 13. We followed that with three other written requests plus numerous follow-up conversations. The administration has refused to provide the key information we need to establish the facts of what happened and carry out our constitutional responsibility of oversight, and so on April 19 we subpoenaed it.

The administration has denied our request to interview the FBI and Defense Department agents who investigated Hasan’s email exchange with Awlaki. It claims some of the agents will likely be witnesses at trial and that congressional interviews could compromise their independent recollections.

But we are not investigating the shooting and have no intention of jeopardizing the prosecution’s case. There is recent precedent for Congress to interview agents who may be prosecution witnesses. The Congressional Joint Inquiry into 9/11 interviewed FBI agents who were involved in arresting the so-called 20th hijacker, Zacarias Moussaoui, even though they were potential witnesses in that case.

The administration has also denied our request to receive transcripts of the prosecution’s interviews with Maj. Hasan’s associates and superiors that were given to the Defense Department’s internal review of the incident. There is no reason why the Defense Department should be able to provide those documents to its internal review—which is separate from the prosecution—and not share them with Congress.

We hope the administration will change course and follow the example of President Washington—who, by sharing information in the first congressional investigation, showed his faith in an open, democratic system.

Mr. Lieberman is an Independent Democratic senator from Connecticut. Ms. Collins is a Republican U.S. senator from Maine