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 command, skellamreg, to estimate the parameters of a Skellam distribution and Skellam regression model using Mata’s optimize function.
| Original language | English |
|---|---|
| Pages (from-to) | 287-300 |
| Number of pages | 14 |
| Journal | Stata Journal |
| Volume | 24 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Jun 2024 |
Keywords
- Skellam distribution
- Skellam regression
- maximum likelihood
- modified Bessel function of the first kind
- optimize
- skellamreg
- skellamreg postestimation
- st0748