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...
Pseudo maximum likelihood techniques are applied to basic Poisson models and to Poisson models with specification errors. In the latter case it is shown that consistent and asymptotically normal estimators can be obtained without specifying the p.d.f. of the disturbances. These estimators are compared...
Pseudo Maximum Likelihood Methods: Applications to Poisson Models Pseudo maximum likelihood techniques are applied to basic Poisson models and to Poisson models with specification errors. In the latter case it is shown th... C Gourieroux,A. Monfort and A. Trognon - 《Econometrica》 被引量: ...
ppmlhdfeis a Stata package that implements Poisson pseudo-maximum likelihood regressions (PPML) with multi-way fixed effects, as described inCorreia, Guimarães, Zylkin (2019a). The estimator employed is robust to statistical separation and convergence issues, due to the procedures developed inCorr...
Poisson pseudo maximum likelihood (PPML) regression Paulo Guimarães PPMLHDFE: Fast Poisson Estimation with High Dimensional Fix Advantages of PPML dependent variable with nonnegative values no need to specify a distribution for the dependent variable natural way to deal with zero values on the ...
The Poisson Regression Model (PRM) is one of the benchmark models when analyzing the count data. The Maximum Likelihood Estimator (MLE) is used to estimate the model parameters in PRMs. However, the MLE may suffer from various drawbacks that arise due to
By construction, the pseudo−R2 is between zero and one, and increases toward one as variables are added to a model. Beyond that, it is difficult to extend the analogy to the R2 in a linear model, since the maximum likelihood estimation (MLE) in the Poisson model is not computed so ...
poisson accident op_75_79 co_65_69 co_70_74 co_75_79, exp(service) > vce(cluster ship) irr Iteration 0: Iteration 1: Iteration 2: Iteration 3: Iteration 4: log pseudolikelihood = -147.37993 log pseudolikelihood = -80.372714 log pseudolikelihood = -80.116093 log pseudolikelihood = -...
We present an FPGA-synthesizable version of a pseudo-random pulse generator that can be used to emulate radioactive source activity. It is intended for deb... A Veiga,E Spinelli - Circuits & Systems 被引量: 0发表: 2016年 加载更多来源...
We carry out calculations of the correspondingly defined maximum conditional pairwise pseudo-likelihood estimator (MCPPLE) for Markov random fields with Winsorized Poisson conditional distributions on the lattice. These simulation studies show that the MCPPLE has significantly better performance than Besag...