On the existence of the maximum likelihood estimates in Poisson regression
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.
Year of publication: |
2010
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Authors: | Santos Silva, J.M.C. ; Tenreyro, Silvana |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 107.2010, 2, p. 310-312
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Publisher: |
Elsevier |
Subject: | Collinearity Complete separation Perfect prediction |
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