Bayesian Approaches for Limited Dependent Variable Change Point Problems

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.