Santos Silva, Joao M C and Tenreyro, Silvana (2011) poisson: Some convergence issues. Stata Journal, 11 (2). pp. 215-225.
Santos Silva, Joao M C and Tenreyro, Silvana (2011) poisson: Some convergence issues. Stata Journal, 11 (2). pp. 215-225.
Santos Silva, Joao M C and Tenreyro, Silvana (2011) poisson: Some convergence issues. Stata Journal, 11 (2). pp. 215-225.
Abstract
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 |
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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 |
URI: | http://repository.essex.ac.uk/id/eprint/3528 |