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 th
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 ...
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...
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 injuries XYZowned lnN Iteration 0: Log likelihood = -22.333875 Iteration 1: Log likelihood = -22.332276 Iteration 2: Log likelihood = -22.332276 Poisson regression Log likelihood = -22.332276 Number of obs = 9 LR chi2(2) = 19.15 Prob > chi2 = 0.0001 Pseudo R2 = 0.3001 injuries ...
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 = -...
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...