poisson: Some convergence issues
J. M. C. Santos Silva
University of Essex and Centre for Applied Mathematics and Economics
Colchester, United Kingdom
[email protected]
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Silvana Tenreyro
London School of Economics Department of Economics
Centre de Recerca en Economia Internacional, Center for Economic Performance,
and Center for Economic and Policy Research
London, United Kingdom
[email protected]
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Abstract. In this article, we identify and illustrate some shortcomings of the
poisson command in Stata. Specifically, we point out that the command fails
to check for the existence of the estimates, and we show that it is very sensitive
to numerical problems. While these are serious problems that may prevent users
from obtaining estimates or may even produce spurious and misleading results, we
show that the informed user often has simple workarounds available for addressing
these problems.
View all articles by these authors:
J. M. C. Santos Silva, Silvana Tenreyro
View all articles with these keywords:
ppml, Poisson regression, collinearity, complete separation, numerical problems, perfect prediction
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