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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