Silva, J. M. C. Santos and Tenreyro, Silvana (2010) On the existence of the maximum likelihood estimates in Poisson regression. Economics letters, 107 (2). pp. 310-312. ISSN 0165-1765
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 |
|---|---|
| Official URL: | http://www.elsevier.com/wps/find/journaldescriptio... |
| Additional Information: | © 2010 Elsevier B.V |
| Uncontrolled Keywords: | ISI, Collinearity; Complete separation; Perfect prediction |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C25 - Discrete Regression and Qualitative Choice Models C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C13 - Estimation |
| Sets: | Collections > Economists Online Research centres and groups > Centre for Economic Performance (CEP) Departments > Economics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| Identification Number: | UT ISI:000277525600065 |
| URL: | http://eprints.lse.ac.uk/28398/ |
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