On the existence of the maximum likelihood estimates in Poisson regression
Silva, J. M. C. Santos; and Tenreyro, Silvana
(2010)
On the existence of the maximum likelihood estimates in Poisson regression
Economics Letters, 107 (2).
pp. 310-312.
ISSN 0165-1765
We note that the existence of the maximum likelihood estimates in Poisson regression depends on the data configuration, and propose a strategy to identify the existence of the problem and to single out the regressors causing it.
| Item Type | Article |
|---|---|
| Copyright holders | © 2010 Elsevier B.V |
| Keywords | ISI, Collinearity; Complete separation; Perfect prediction |
| Departments |
Centre for Economic Performance Economics |
| DOI | 10.1016/j.econlet.2010.02.020 |
| Date Deposited | 18 Jun 2010 09:16 |
| URI | https://researchonline.lse.ac.uk/id/eprint/28398 |
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ORCID: https://orcid.org/0000-0002-9816-7452