Fitting the Skellam distribution in Stata

Vincenzo Verardi

UK Stata Conference 2023 from Stata Users Group

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. To the best of our knowledge, Stata does not support the Skellam distribution or the Skellam regression. In this talk we plan to show how to fit the parameters of a Skellam distribution and Skellam regression using Mata’s optimize function. The optimization problem is then packaged into a basic Stata command that we plan to describe.

Date: 2023-09-10
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http://repec.org/lsug2023/Stata_UK23_Vincenzo.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:lsug23:13

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