On the existence of the maximum likelihood estimates in Poisson regression

被引：223

作者：

Silva, J. M. C. Santos ^{[1
,2
]}

Tenreyro, Silvana ^{[3
,4
]}

机构：

[1] Univ Essex, Colchester CO4 3SQ, Essex, England

[2] CEMAPRE, Colchester CO4 3SQ, Essex, England

[3] London Sch Econ, CREI, CEP, London WC2A 2AE, England

[4] CEPR, Dept Econ, London WC2A 2AE, England

来源：

ECONOMICS LETTERS | 2010年 / 107卷 / 02期

关键词：

Collinearity; Complete separation; Perfect prediction; MODELS; LOG;

D O I：

10.1016/j.econlet.2010.02.020

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：310 / 312

页数：3

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