underdisp

Tools for detecting and modeling underdispersion in count data — the case where the conditional variance falls below the conditional mean, so counts cluster more tightly around their expectation than a Poisson allows.

Underdispersion is common in bounded political-science counts (portfolios of statuses that are filled and vacated over time) but poorly served by standard software: the negative binomial cannot represent a variance below the mean and collapses onto the Poisson. underdisp provides the missing pieces.

What it does

• Screening — ud_screen() reports within-unit dispersion, a zero-truncated-Poisson at-risk benchmark (which separates genuine underdispersion from the artifact of conditioning on positive counts), and an over-conditioning guard, with calibrated or parametric-bootstrap thresholds.
• The hard-ceiling family — cpb() fits King’s continuous parameter binomial and its zero-truncated variant, with an interpretable observation-specific bound; cpb_fe() absorbs high-dimensional unit fixed effects by a concentrated likelihood that scales to thousands of units.
• The free-dispersion family — gec() fits the generalized event count (Katz) model, whose single dispersion parameter is estimated freely and spans under-, equi-, and overdispersion; gec_fe() adds concentrated fixed effects.
• Excess zeros — hurdle_cpb()/zi_cpb() and hurdle_gec()/zi_gec() pair the underdispersed intensities with participation or structural-zero processes; zi_test() runs the boundary-corrected zero-inflation test.
• Matched baselines — count_reg(), hurdle_count(), and zi_count() fit Poisson, negative-binomial, and COM-Poisson analogues through the same interface, so compare_models() and compare_dispersion() adjudicate the whole family on one footing (information criteria plus proper scores, in sample, held out, or by cross-validation via score()/cv_score()).
• Bias-corrected fixed effects — bias_correct = "jackknife" removes the 1/T incidental-parameters bias of the fixed-effects dispersion estimate (split-panel jackknife, Dhaene & Jochmans 2015), behind a validity gate that refuses the correction — with an informative warning — on panels that violate the method’s time-homogeneity requirement.
• Calibration and diagnostics — hanging rootograms, PIT histograms, and simulate() methods for every model class, so any fit plugs into DHARMa’s simulated-residual diagnostics via DHARMa::createDHARMa().
• Quantities of interest — predicted count distributions, the implied ceiling, incidence-rate ratios, and King-style first differences (including the exact extensive/intensive decomposition for two-part models), with bootstrap or profile-likelihood uncertainty; broom, modelsummary, and texreg support throughout.

Installation

# development version
# install.packages("remotes")
remotes::install_github("bagozzib/underdisp")

# from CRAN, once accepted
install.packages("underdisp")

Quick start

library(underdisp)

# an underdispersed count (var/mean ~ 0.5)
n <- 400; x <- rnorm(n)
N <- pmax(round(exp(1.6 + 0.5 * x) / 0.5), 1)
d <- data.frame(y = rbinom(n, N, 0.5), x = x)

ud_screen(y ~ x, data = d)              # screen
fit <- cpb(y ~ x, data = d[d$y > 0, ])  # fit the zero-truncated CPB
summary(fit)
implied_ceiling(fit, newdata = data.frame(x = 0))
compare_dispersion(y ~ x, data = d)$table

The bundled peacekeeping panel demonstrates the package’s central move — a count that looks overdispersed in the pooled margin but is underdispersed within countries at risk. See vignette("underdisp") for the full walk-through, including the two-part models, the bias-corrected fixed effects, and the DHARMa workflow.

References

Dhaene, Geert, and Koen Jochmans. 2015. “Split-Panel Jackknife Estimation of Fixed-Effect Models.” The Review of Economic Studies 82(3): 991–1030.

King, Gary. 1989. “Variance Specification in Event Count Models.” American Journal of Political Science 33(3): 762–784.

Winkelmann, Rainer, Curtis S. Signorino, and Gary King. 1995. “A Correction for an Underdispersed Event Count Probability Distribution.” Political Analysis 5: 215–228.

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