Problem on Poisson Regression: Sub-Sahara Africa has experienced a high proportion of regime…

  1. Problem on Poisson Regression: Sub-Sahara Africa has experienced a

    high proportion of regime changes due to military takeover of governments for a variety of reasons. We intend to use the data to explain military coups. The variables are:

    MILTICOUP: n. of coups
    MILITARY: n. of years of military oligarchy
    POLLIB: (0 =no civil rights, 1 =limited, 2=extensive) PARTY93: n. of political parties
    PCTVOTE: % legislative voting
    PCTTURN: % registered voting
    SIZE: of country (1000 km2)
    POP: (in millions)
    NUMREGIM: Number of regimes
    NUMELEC: Number of elections

    a) AnappropriatemodelisthePoissonregressionmodel.Writedown the model and the likelihood function.

  1. b) Run a standard GLM on the data and get the estimated mean and variance of the parameters.

  2. c) UsenormalcandidatedensitieswithmeanandvarianceattheGLM estimates in the Metropolis-Hastings algorithm. Implement the algorithm and run it. Adjust your proposal density to get a reasonable acceptance rate.

  3. d) Plot traces and diagnostic ACF plots to assess convergence.

  4. e) Plot the posterior densities of the regression parameters and

    compare those to the prior densities.

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