Estimating Skellam distribution and regression parameters in Stata

Vincenzo Verardi; Catherine Vermandele

doi:10.1177/1536867x241257804

Estimating Skellam distribution and regression parameters in Stata

Vincenzo Verardi, Catherine Vermandele

Centre de recherche en economie du developpement

Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	287-300
Nombre de pages	14
journal	Stata Journal
Volume	24
Numéro de publication	2
Les DOIs	https://doi.org/10.1177/1536867x241257804
Etat de la publication	Publié - juin 2024

Financement

Vincenzo Verardi gratefully acknowledges the financial support of the Fonds National de la Recherche Scientifique (FNRS).

Bailleurs de fonds	Numéro du bailleur de fonds
Fonds de la Recherche Scientifique F.R.S.-FNRS

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10.1177/1536867x241257804

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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{\textquoteright}s optimize function.",

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KW - modified Bessel function of the first kind

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Estimating Skellam distribution and regression parameters in Stata

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