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

Gary King
American Journal of Political Science
Vol. 33, No. 3 (Aug., 1989), pp. 762-784
DOI: 10.2307/2111071
Stable URL: http://www.jstor.org/stable/2111071
Page Count: 23
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Variance Specification in Event Count Models: From Restrictive Assumptions to a Generalized Estimator
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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.

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