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Re: st: FW: GMM and Poisson regression


From   <mjbaker@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   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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