On the existence of the maximum likelihood estimates in Poisson regression
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.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Willard G. Manning & John Mullahy, 1999. "Estimating Log Models: To Transform or Not to Transform?," NBER Technical Working Papers 0246, National Bureau of Economic Research, Inc.
- Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984.
"Pseudo Maximum Likelihood Methods: Applications to Poisson Models,"
Econometric Society, vol. 52(3), pages 701-20, May.
- Gourieroux Christian & Monfort Alain & Trognon A, 1982. "Pseudo maximum lilelihood methods : applications to poisson models," CEPREMAP Working Papers (Couverture Orange) 8203, CEPREMAP.
- Joao Santos Silva & Silvana Tenreyro, 2005.
"The log of gravity,"
LSE Research Online Documents on Economics
3744, London School of Economics and Political Science, LSE Library.
When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:107:y:2010:i:2:p:310-312. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.