Santos Silva, JMC and Tenreyro, Silvana (2010) On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters, 107 (2). pp. 310-312. DOI https://doi.org/10.1016/j.econlet.2010.02.020
Santos Silva, JMC and Tenreyro, Silvana (2010) On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters, 107 (2). pp. 310-312. DOI https://doi.org/10.1016/j.econlet.2010.02.020
Santos Silva, JMC and Tenreyro, Silvana (2010) On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters, 107 (2). pp. 310-312. DOI https://doi.org/10.1016/j.econlet.2010.02.020
Abstract
We note that the existence of the maximum likelihood estimates in Poisson regression depends on the data configuration, and propose a strategy to identify the existence of the problem and to single out the regressors causing it.
Item Type: | Article |
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Uncontrolled Keywords: | Collinearity Complete separation Perfect prediction |
Subjects: | H Social Sciences > HB Economic Theory |
Divisions: | Faculty of Social Sciences > Economics, Department of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 07 Aug 2012 09:49 |
Last Modified: | 24 Oct 2024 10:26 |
URI: | http://repository.essex.ac.uk/id/eprint/3535 |