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Below results based on the criteria 'Cox tests'
Total number of records returned: 2
1
Paper
Generic Tests for a Nonlinear Model of Congressional Campaign Dynamics
Mebane, Walter R.
Uploaded
08-25-1996
Keywords
Congress
elections
campaigns
differential equations
Hopf bifurcation
non-nested hypothesis tests
Cox tests
bootstrap
nonlinear models
Abstract
I develop a statistical model based on a generic third-order Taylor series approximation for differential equation systems that exhibit Hopf bifurcation in order to use district-level cross-sectional data to test a nonlinear dynamic formal model of campaign contributions, district service and voting during and after a U.S. House election. The statistical model represents the key nonlinearities of the formal model's Cournot-Nash equilibrium in a highly robust fashion. For data from the years 1984--85 and 1986--87, non-nested hypothesis tests (implemented using a calibrated, parametric bootstrap method) show that under assumptions of multivariate normality, the nonlinear model is vastly superior to the generic linear alternative defined by the sample mean vector and covariance matrix.
2
Paper
Generic Tests for a Nonlinear Model of Congressional Campaign Dynamics
Mebane, Walter R.
Uploaded
08-25-1996
Keywords
Congress
elections
campaigns
differential equations
Hopf bifurcation
non-nested hypothesis tests
Cox tests
bootstrap
nonlinear models
Abstract
I develop a statistical model based on a generic third-order Taylor series approximation for differential equation systems that exhibit Hopf bifurcation in order to use district-level cross-sectional data to test a nonlinear dynamic formal model of campaign contributions, district service and voting during and after a U.S. House election. The statistical model represents the key nonlinearities of the formal model's Cournot-Nash equilibrium in a highly robust fashion. For data from the years 1984--85 and 1986--87, non-nested hypothesis tests (implemented using a calibrated, parametric bootstrap method) show that under assumptions of multivariate normality, the nonlinear model is vastly superior to the generic linear alternative defined by the sample mean vector and covariance matrix.
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