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poisson: Some convergence issues

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  • J. M. C. Santos Silva

    ()
    (University of Essex and Centre for Applied Mathematics and Economics)

  • Silvana Tenreyro

    ()
    (London School of Economics, Department of Economics)

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. Copyright 2011 by StataCorp LP.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 11 (2011)
Issue (Month): 2 (June)
Pages: 215-225

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Handle: RePEc:tsj:stataj:v:11:y:2011:i:2:p:215-225

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Related research

Keywords: ppml; Poisson regression; collinearity; complete separation; nu- merical problems; perfect prediction;

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References

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  1. J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
  2. Santos Silva, J.M.C. & Tenreyro, Silvana, 2010. "On the existence of the maximum likelihood estimates in Poisson regression," Economics Letters, Elsevier, vol. 107(2), pages 310-312, May.
  3. Manning, Willard G. & Mullahy, John, 2001. "Estimating log models: to transform or not to transform?," Journal of Health Economics, Elsevier, vol. 20(4), pages 461-494, July.
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Cited by:
  1. Portugal-Perez, Alberto & Wilson, John S., 2010. "Export performance and trade facilitation reform : hard and soft infrastructure," Policy Research Working Paper Series 5261, The World Bank.
  2. Frédéric DOCQUIER & Elisabetta LODIGIANI & Maurice SCHIFF, 2014. "Emigration and democracy," Working Papers P90, FERDI.
  3. Esmeralda Ramalho & Joquim Ramalho, 2014. "Convenient links for the estimation of hedonic price indexes:the case of unique, infrequently traded assets," CEFAGE-UE Working Papers 2014_01, University of Evora, CEFAGE-UE (Portugal).
  4. Bratti, Massimiliano & De Benedictis, Luca & Santoni, Gianluca, 2012. "On the Pro-Trade Effects of Immigrants," IZA Discussion Papers 6628, Institute for the Study of Labor (IZA).
  5. Rudiger Ahrend & Cyrille Schwellnus, 2012. "Do investors disproportionately shed assets of distant countries during global financial crises?: The role of increased uncertainty," OECD Journal: Economic Studies, OECD Publishing, vol. 2012(1), pages 1-20.
  6. Martin Falk, 2012. "Determinants of Greenfield Investment in Knowledge Intensive Business Services," FIW Research Reports series IV-002, FIW.
  7. Shingal, Anirudh, 2013. "Revisiting the trade effects of services agreements," MPRA Paper 51243, University Library of Munich, Germany.
  8. Olga Solleder, 2013. "Trade Effects of Export Taxes," IHEID Working Papers 08-2013, Economics Section, The Graduate Institute of International Studies, revised 08 Apr 2013.
  9. repec:wsr:ecbook:2010:i:iv-002 is not listed on IDEAS
  10. Lin, Faqin, 2013. "Are distance effects really a puzzle?," Economic Modelling, Elsevier, vol. 31(C), pages 684-689.

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