Poisson: Some convergence issues

Stata Journal

Volumn 11, Issue 2, 2011, Pages 207-212

  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; Numerical problems; Perfect prediction; Poisson regression; Ppml; References; St0225

Indexed keywords

EID: 79960824854     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x1101100203     Document Type: Article

References (10)

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2. Cameron, A. C., and P. K. Trivedi. 1998. Regression Analysis of Count Data. Cambridge: Cambridge University Press.
3. Gourieroux, C., A. Monfort, and A. Trognon. 1984. Pseudo maximum likelihood methods: Applications to Poisson models. Econometrica 52: 701-720.
4. Haberman, S. J. 1973. Log-linear models for frequency data: Sufficient statistics and likelihood equations. Annals of Statistics 1: 617-632.
5. Manning, W. G., and J. Mullahy. 2001. Estimating log models: to transform or not to transform? Journal of Health Economics 20: 461-494.
6. Santner, T. J., and D. E. Duffy. 1986. A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models. Biometrika 73: 755-758.
7. Santos Silva, J. M. C., and S. Tenreyro. 2006. The log of gravity. Review of Economics and Statistics 88: 641-658.
8. Santos Silva, J. M. C., and S. Tenreyro. 2010. On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters 107: 310-312.
9. Tobin, J. 1958. Estimation of relationships for limited dependent variables. Econometrica 26: 24-36.
10. Winkelmann, R. 2008. Econometric Analysis of Count Data. 5th ed. Berlin: Springer.