1k citations
2 papers
econ.EM2019★ 1k cited
ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects
Sergio Correia, Paulo Guimarães, Thomas Zylkin
In this paper we present ppmlhdfe, a new Stata command for estimation of (pseudo) Poisson regression models with multiple high-dimensional fixed effects (HDFE). Estimation is imple…
econ.EM2019★ 39 cited
Verifying the existence of maximum likelihood estimates for generalized linear models
Sergio Correia, Paulo Guimarães, Thomas Zylkin
A fundamental problem with nonlinear models is that maximum likelihood estimates are not guaranteed to exist. Though nonexistence is a well known problem in the binary response mod…