* Poisson Regression * Reference: Section 10.4 of * R. Carter Hill, William E. Griffiths and George G. Judge, * Undergraduate Econometrics, Second Edition, Wiley. SAMPLE 1 250 READ (KEEPIT.shd) DIST INC MEMB VISITS * Table 10.5, p. 227 STAT VISITS / PFREQ MEAN=MU * The MLE command gives a different estimation method from the textbook. MLE VISITS DIST INC MEMB / TYPE=EPOISSON * The textbook method can be implemented with the NL command. * Table 10.6, p. 228 * Estimation of a Poisson regression model by nonlinear least squares * Set starting values SAMPLE 1 4 GENR BETA=0 GEN1 BETA:1=LOG(MU) SAMPLE 1 250 NL 1 / NCOEF=4 START=BETA EQ VISITS = EXP(B1+B2*DIST+B3*INC+B4*MEMB) END * The NL command constructs the variance-covariance matrix of the * coefficient estimates by approximation methods -- therefore, * the standard errors may be different from the standard errors * reported in the textbook. STOP