Variance Specification in Event Count Models: From Restrictive Assumptions to a Generalized Estimator

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Variance Specification in Event Count Models: From Restrictive Assumptions to a Generalized Estimator

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Title: Variance Specification in Event Count Models: From Restrictive Assumptions to a Generalized Estimator
Author: King, Gary ORCID  0000-0002-5327-7631
Citation: King, Gary. 1989. Variance specification in event count models: From restrictive assumptions to a generalized estimator. American Journal of Political Science 33(3): 762-784.
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Abstract: This paper discusses the problem of variance specification in models for event count data. Event counts are dependent variables that can take on only nonnegative integer values, such as the number of wars or coups d'etat in a year. I discuss several generalizations of the Poisson
regression model, presented in King (1988), to allow for substantively interesting stochastic processes that do not fit into the Poisson framework. Individual models that cope with, and help analyze, heterogeneity, contagion. and negative contagion are each shown to lead to specific statistical models for event count data. In addition. I derive a new generalized event count (GEC) model that enables researchers to extract significant amounts of new information from
existing data by estimating features of these unobserved substantive processes. Applications of this model to congressional challenges of presidential vetoes and superpower conflict demonstrate the dramatic advantages of this approach.
Published Version: doi:10.2307/2111071
Other Sources: http://gking.harvard.edu/files/varspecec.pdf
Terms of Use: This article is made available under the terms and conditions applicable to Other Posted Material, as set forth at http://nrs.harvard.edu/urn-3:HUL.InstRepos:dash.current.terms-of-use#LAA
Citable link to this page: http://nrs.harvard.edu/urn-3:HUL.InstRepos:4455014
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