EconPapers    
Economics at your fingertips  
 

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". Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: Track citations by RSS feed

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)

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: https://EconPapers.repec.org/RePEc:boc:bocode:s458102

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 Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

 
Page updated 2019-10-22
Handle: RePEc:boc:bocode:s458102