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PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation

João Santos Silva and Silvana Tenreyro

Statistical Software Components from Boston College Department of Economics

Abstract: ppml estimates Poisson regression by pseudo maximum likelihood. It differs from Stata's poisson command because it uses the method of Santos Silva and Tenreyro (Santos Silva, J.M.C. and Tenreyro, S., 2010, On the Existence of the Maximum Likelihood Estimates in Poisson Regression, Economics Letters, 107(2), pp. 310-312. ) to identify and drop regressors that may cause the nonexistence of the (pseudo-) maximum likelihood estimates. It is described in the Stata Journal, 11:2, 2011.

Language: Stata
Requires: Stata version 11.1
Keywords: poisson; regression; pseudo-ML (search for similar items in EconPapers)
Date: 2015-10-27
Note: This module should be installed from within Stata by typing "ssc install ppml". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/ppml.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppml.sthlp help file (text/plain)

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