Estimating Skellam distribution and regression parameters in Stata

Vincenzo Verardi and Catherine Vermandele ()
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Catherine Vermandele: Université libre de Bruxelles

Stata Journal, 2024, vol. 24, issue 2, 287-300

Abstract: The Skellam distribution is a discrete probability distribution related to the difference between two independent Poisson-distributed random variables. It has been used in a variety of contexts, including sports or supply and demand imbalances in shared transportation. Stata does not support the Skellam distribu- tion or Skellam regression. We present a command, skellamreg, to estimate the parameters of a Skellam distribution and Skellam regression model using Mata’s optimize function.

Keywords: skellamreg; skellamreg postestimation; Skellam distribution; Skellam regression; modified Bessel function of the first kind; maximum likelihood; optimize (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1177/1536867X241257804

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