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poisson: Some convergence issues

Santos Silva, Joao M C and Tenreyro, Silvana (2011) 'poisson: Some convergence issues.' Stata Journal, 11 (2). pp. 215-225. ISSN 1536-867X

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In this article, we identify and illustrate some shortcomings of the poisson command in Stata. Specifically, we point out that the command fails to check for the existence of the estimates, and we show that it is very sensitive to numerical problems. While these are serious problems that may prevent users from obtaining estimates or may even produce spurious and misleading results, we show that the informed user often has simple workarounds available for addressing these problems.

Item Type: Article
Uncontrolled Keywords: ppml; Poisson regression; collinearity; complete separation; nu- merical problems; perfect predictio
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 07 Aug 2012 09:48
Last Modified: 16 Dec 2014 11:17

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