programming the gec involves a bit more specialized plumbing than usual. If you want to
give it a try, I'd start with the Gauss version, which has it all programmed in.
(right, you probably don't know gauss, but the secret is that now that you've
got the hang of R you also will be able to decipher most other stat'l programming
languages). If you do it, let me know and we'll include it in Zelig with your name
on it -- same for others who implement, or wrap existing, methods not already in Zelig.
Gary
-----Original Message-----
From: "Jacqueline Chattopadhyay" <jchattop(a)fas.harvard.edu>
Date: Saturday, Apr 8, 2006 6:33 pm
Subject: Re: [gov2001-l] GEC Estimator
Hi all,
I'm wondering if anyone has worked with the Generalized Event Count (GEC) estimator.
I see that the log-likelihood function is given on page 775 of Gary's article,
"Variance Specification in Event Count Models." I assume that it's
possible to enter the GEC log-likelihood function into R and then use ML estimation, as we
do for other distributions. It looks, however, like one would need to find a way to
program the three different forms that C_{i} could take into R and instruct the program to
choose the appropriate one of those three when running ML. I don't know how to do
this. It doesn't look like Zelig is pre-programmed to run models that assume the GEC
distribution. I'm not sure where to begin with this and would much appreciate any
insights.
Thanks,
Jacqueline
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<div>Hi all,</div>
<div>I'm wondering if anyone has worked with the Generalized Event Count (GEC)
estimator. I see that the log-likelihood function is given on page 775 of Gary's
article, 'Variance Specification in Event Count Models." I assume that
it's possible to enter the GEC log-likelihood function into R and then use ML
estimation, as we do for other distributions. It looks, however, like one would need to
find a way to program the three different forms that C_{i} could take into R and instruct
the program to choose the appropriate one of those three when running ML. I don't
know how to do this. It doesn't look like Zelig is pre-programmed to run models that
assume the GEC distribution. I'm not sure where to begin with this and would much
appreciate any insights.
</div>
<div>Thanks,</div>
<div>Jacqueline</div>
------=_Part_32691_31885762.1144535594252--
Re: [gov2001-l] GEC Estimator"Jacqueline Chattopadhyay"
<jchattop(a)fas.harvard.edu>To>To: gov2001-l(a)lists.fas.harvard.edu Reply-To:
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