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The Stata Journal
Volume 11 Number 2: pp. 207-212



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poisson: Some convergence issues

J. M. C. Santos Silva
University of Essex and Centre for Applied Mathematics
and Economics
Colchester, United Kingdom
jmcss@essex.ac.uk
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
s.tenreyro@lse.ac.uk
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.
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View all articles with these keywords: ppml, Poisson regression, collinearity, complete separation, numerical problems, perfect prediction

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