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Daniel Gomez
Join Date:
Sep 2019
Posts:
84
#1
PPML excluded regressors
06 Nov 2019, 23:25
Hi,
Why some regressors are excluded with PPML estimator?
What is the interpretation of that?
Thanks!
Joao Santos Silva
Join Date:
Apr 2014
Posts:
2961
#2
08 Nov 2019, 04:51
Please see
Santos Silva, J.M.C. and Tenreyro, Silvana (2011),
poisson: Some Convergence Issues
,
STATA Journal
, 11(2), pp. 207-212.
Santos Silva, J.M.C. and Tenreyro, Silvana (2010),
On the Existence of the Maximum Likelihood Estimates in Poisson Regression
,
Economics Letters
, 107(2), pp. 310-312.
Dropping those variables does not affect the estimates of the effects of the other regressors.
Joao
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