Bayesian Approaches for Limited Dependent Variable Change Point Problems
Arthur Spirling
Political Analysis, 2007, vol. 15, issue 4, 387-405
Abstract:
Limited dependent variable (LDV) data are common in political science, and political methodologists have given much good advice on dealing with them. We review some methods for LDV “change point problems” and demonstrate the use of Bayesian approaches for count, binary, and duration-type data. Our applications are drawn from American politics, Comparative politics, and International Political Economy. We discuss the tradeoffs both philosophically and computationally. We conclude with possibilities for multiple change point work.
Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:cup:polals:v:15:y:2007:i:04:p:387-405_00
Access Statistics for this article
More articles in Political Analysis from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().