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On the existence of the maximum likelihood estimates in Poisson regression

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  • Santos Silva, J.M.C.
  • Tenreyro, Silvana

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.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:ecolet:v:107:y:2010:i:2:p:310-312
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    References listed on IDEAS

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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. Rainer Winkelmann, 2008. "Econometric Analysis of Count Data," Springer Books, Springer, edition 0, number 978-3-540-78389-3, September.
    3. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, vol. 52(3), pages 701-720, May.
    4. 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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