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Re: st: FW: GMM and Poisson regression
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Re: st: FW: GMM and Poisson regression
Date
Wed, 19 May 2010 12:15:42 -0400 (EDT)
While it seems a little strange, one possibility is to just go ahead
and write a routine that fits a Poisson-style likelihood function for
your data, as for the purposes of estimation the likelihood function
can be written without reference to integers. The code provided in Cameron and Trivedi (section 11.8.3) gives a nice discussion as to
how one might go about doing this using mata's optimization
functions.
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