In this article, we identify and illustrate some shortcomings of the poisson command in Stata. Specifically, we point out that the command fails to check for the existence of the estimates, and we show that it is very sensitive to numerical problems. While these are serious problems that may...

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.