/*
**   poisson & negative binomial regression
*/

library count;
#include count.ext;
countset;

dataset = "c:\lynch\lynch";

        lbl = { AYRES,  LCOTTON,  LYNBLK,  LBLK52,  BKEVENT,  
                PRPCGNP,  LAGLYN,  LAGL52,  LAGBEVT, year,year2 };

@------------------------------------------------------------------@
@ Regress lynching on lagged lynching and on Ayres Index 1883-1930 @
@------------------------------------------------------------------@

 dep1 = { lynblk };
 ind1 = { laglyn,ayres };


call ols("lynch",dep1,ind1);

_cnstart=2;
__rowfac = .2;
_mlditer=10;
_mlmdmth= "bhhh";
@ poisson regression @
screen off;
{ b,vc,llik } = poisson("lynch",dep1,ind1);

call countprt(b,vc,llik);


_cnsval=b|-2;
@ negative binomial regression @

{ b,vc,llik } = negbin("lynch",dep1,ind1,0);
screen on;
call countprt(b,vc,llik);

@----------------------------------------------------------------------@
@ Regress lynching on lagged lynching and change in real GNP 1883-1930 @
@----------------------------------------------------------------------@

 dep1 = { lynblk };
 ind1 = { laglyn,prpcgnp };


call ols("lynch",dep1,ind1);

_cnstart=2;
__rowfac = .2;
_mlditer=10;
_mlmdmth= "bhhh";
@ poisson regression @
screen off;
{ b,vc,llik } = poisson("lynch",dep1,ind1);

call countprt(b,vc,llik);


_cnsval=b|-2;
@ negative binomial regression @

{ b,vc,llik } = negbin("lynch",dep1,ind1,0);
screen on;
call countprt(b,vc,llik);

@----------------------------------------------------------------------@
@ Regress lynching on lagged lynching and log Cotton prices  1883-1930 @
@----------------------------------------------------------------------@

 dep1 = { lynblk };
 ind1 = { laglyn,lcotton };


call ols("lynch",dep1,ind1);

_cnstart=2;
__rowfac = .2;
_mlditer=10;
_mlmdmth= "bhhh";
@ poisson regression @
screen off;
{ b,vc,llik } = poisson("lynch",dep1,ind1);

call countprt(b,vc,llik);


_cnsval=b|-2;
@ negative binomial regression @

{ b,vc,llik } = negbin("lynch",dep1,ind1,0);
screen on;
call countprt(b,vc,llik);



@----------------------------------------------------------------------@
@ Regress lynching on lagged lynching and log Cotton prices  1883-1930 @
@ and nonlinear trend                                                  @
@----------------------------------------------------------------------@

 dep1 = { lynblk };
 ind1 = { laglyn,lcotton,year,year2 };


call ols("lynch",dep1,ind1);

_cnstart=2;
__rowfac = .2;
_mlditer=10;
_mlmdmth= "bhhh";
@ poisson regression @
screen off;
{ b,vc,llik } = poisson("lynch",dep1,ind1);

call countprt(b,vc,llik);


_cnsval=b|-2;
@ negative binomial regression @

{ b,vc,llik } = negbin("lynch",dep1,ind1,0);
screen on;
call countprt(b,vc,llik);

@------------------------------------------------------------------------------@
@ Regress events in deep South on lagged lynching and on Ayres Index 1883-1930 @
@------------------------------------------------------------------------------@

 dep1 = { bkevent };
 ind1 = { lagbevt,ayres };


call ols("lynch",dep1,ind1);

_cnstart=2;
__rowfac = .2;
_mlditer=10;
_mlmdmth= "bhhh";
@ poisson regression @
screen off;
{ b,vc,llik } = poisson("lynch",dep1,ind1);

call countprt(b,vc,llik);


_cnsval=b|-2;
@ negative binomial regression @

{ b,vc,llik } = negbin("lynch",dep1,ind1,0);
screen on;
call countprt(b,vc,llik);

@----------------------------------------------------------------------@
@ Regress events on lagged events and change in real GNP 1883-1930     @
@----------------------------------------------------------------------@

 dep1 = { bkevent };
 ind1 = { lagbevt,prpcgnp };


call ols("lynch",dep1,ind1);

_cnstart=2;
__rowfac = .2;
_mlditer=10;
_mlmdmth= "bhhh";
@ poisson regression @
screen off;
{ b,vc,llik } = poisson("lynch",dep1,ind1);

call countprt(b,vc,llik);


_cnsval=b|-2;
@ negative binomial regression @

{ b,vc,llik } = negbin("lynch",dep1,ind1,0);
screen on;
call countprt(b,vc,llik);

@----------------------------------------------------------------------@
@ Regress events on lagged events and log Cotton prices  1883-1930     @
@----------------------------------------------------------------------@

 dep1 = { bkevent };
 ind1 = { lagbevt,lcotton };


call ols("lynch",dep1,ind1);

_cnstart=2;
__rowfac = .2;
_mlditer=10;
_mlmdmth= "bhhh";
@ poisson regression @
screen off;
{ b,vc,llik } = poisson("lynch",dep1,ind1);

call countprt(b,vc,llik);


_cnsval=b|-2;
@ negative binomial regression @

{ b,vc,llik } = negbin("lynch",dep1,ind1,0);
screen on;
call countprt(b,vc,llik);



@----------------------------------------------------------------------@
@ Regress events on lagged lynching and log Cotton prices  1883-1930 @
@ and nonlinear trend                                                  @
@----------------------------------------------------------------------@

 dep1 = { bkevent };
 ind1 = { lagbevt,lcotton,year,year2 };


call ols("lynch",dep1,ind1);

_cnstart=2;
__rowfac = .2;
_mlditer=10;
_mlmdmth= "bhhh";
@ poisson regression @
screen off;
{ b,vc,llik } = poisson("lynch",dep1,ind1);

call countprt(b,vc,llik);


_cnsval=b|-2;
@ negative binomial regression @

{ b,vc,llik } = negbin("lynch",dep1,ind1,0);
screen on;
call countprt(b,vc,llik);