CPOISSONE: Stata module to estimate censored Poisson regression (econometric parameterization)

Joseph Michael Hilbe

Statistical Software Components from Boston College Department of Economics

Abstract: cpoissone fits a censored Poisson maximum-likelihood regression of depvar on indepvars, where depvar is a non-negative count variable. The censor option is required. If no observations are censored, a censor variable with all 1's must be specified. Interpret parameter estimates as one would poisson. Cuts are numerically defined at the left censor site, cleft(), or right censor site cright(). Interpretation is the standard censored Poisson model as parameterized in econometric literature. Values to the outside of the defined cut points are revalued to the value(s) of the cuts. The econometric parameterization is to be distinguished from the survival parameterization, cpoisson. Reference: Hilbe, Joseph M (2007), Negative Binomial Regression (Cambridge University Press)

Language: Stata
Requires: Stata version 11
Keywords: Poisson regression; censoring; maximum likelihood; count data (search for similar items in EconPapers)
Date: Written
Note: This module may be installed from within Stata by typing "ssc install cpoissone". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/cpoissone.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cpoissone.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cpoisxll.ado program code (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s457079

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().