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poisson: Some convergence issues

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  • J.C.M. Santos Silva

    ()

  • Silvana Tenreyro

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.

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File URL: http://www.essex.ac.uk/economics/discussion-papers/papers-text/dp695.pdf
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Bibliographic Info

Paper provided by University of Essex, Department of Economics in its series Economics Discussion Papers with number 695.

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Date of creation: 31 Jan 2011
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Handle: RePEc:esx:essedp:695

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  1. 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.
  2. Joao Santos Silva & Silvana Tenreyro, 2005. "The Log of Gravity," CEP Discussion Papers dp0701, Centre for Economic Performance, LSE.
  3. 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.
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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. 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.
  3. Frédéric Docquier & Elisabetta Lodigiani & Hillel Rapoport & Maurice Schiff, 2011. "Emigration and Democracy," Development Working Papers 307, Centro Studi Luca d\'Agliano, University of Milano, revised 09 May 2011.
  4. Massimiliano Bratti & Luca de Benedictis & Gianluca Santoni, 2012. "On the Pro-Trade Effects of Immigrants," Development Working Papers 347, Centro Studi Luca d\'Agliano, University of Milano, revised 13 Nov 2012.
  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. 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).
  8. repec:wsr:ecbook:2010:i:iv-002 is not listed on IDEAS
  9. Shingal, Anirudh, 2013. "Revisiting the trade effects of services agreements," MPRA Paper 51243, University Library of Munich, Germany.
  10. Lin, Faqin, 2013. "Are distance effects really a puzzle?," Economic Modelling, Elsevier, vol. 31(C), pages 684-689.

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