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poisson: Some convergence issues

Santos Silva, Joao M C and Tenreyro, Silvana (2011) poisson: Some convergence issues. Working Paper. University of Essex, Department of Economics, Discussion Papers.

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Abstract

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

Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 07 Aug 2012 09:49
Last Modified: 27 Aug 2014 16:14
URI: http://repository.essex.ac.uk/id/eprint/3534

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