On the existence of the maximum likelihood estimates in Poisson regression

Economics Letters

Volumn 107, Issue 2, 2010, Pages 310-312

  Santos Silva, J M C ^a   Tenreyro, Silvana ^b  

^a UNIVERSITY OF ESSEX   (United Kingdom)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Collinearity; Complete separation; Perfect prediction

Indexed keywords

EID: 77950926400     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2010.02.020     Document Type: Article

References (8)

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3. Gourieroux C., Monfort A., Trognon A. Pseudo maximum likelihood methods: applications to Poisson models. Econometrica 1984, 52:701-720.
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5. Manning W.G., Mullahy J. Estimating log models: to transform or not to transform?. Journal of Health Economics 2001, 20:461-494.
6. Santner T.J., Duffy E.D. A note on A. Albert and J.A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models. Biometrika 1986, 73:755-758.
7. Santos Silva J.M.C., Tenreyro S. The log of gravity. The Review of Economics and Statistics 2006, 88:641-658.
8. Winkelmann R. Econometric Analysis of Count Data 2008, Springer-Verlag, Berlin. 5th ed.