Estimating Skellam distribution and regression parameters in Stata

Vincenzo Verardi, Catherine Vermandele

Research output: Contribution to journalArticlepeer-review

Abstract

The Skellam distribution is a discrete probability distribution related to the difference between two independent Poisson-distributed random variables. It has been used in a variety of contexts, including sports or supply and demand imbalances in shared transportation. Stata does not support the Skellam distribution or Skellam regression. We present a Stata command to fit the parameters of a Skellam distribution and Skellam regression model using Mata’s optimize function.
Original languageFrench
JournalStata Journal
Publication statusPublished - 2024

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