On the existence of the maximum likelihood estimates in Poisson regression

Silva, J. M. C. Santos and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2010) On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters, 107 (2). pp. 310-312. ISSN 0165-1765

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Identification Number: 10.1016/j.econlet.2010.02.020

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
Divisions:	Centre for Economic Performance Economics
Subjects:	H Social Sciences > HB Economic Theory
JEL classification:	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
Date Deposited:	18 Jun 2010 09:16
Last Modified:	22 Apr 2024 05:57
URI:	http://eprints.lse.ac.uk/id/eprint/28398

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