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Pré-Publication, Document De Travail Année : 2010

Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator

Résumé

Following Santos Silva and Tenreyro (2006), various studies have used the Poisson Pseudo-Maximum Likelihood to estimate gravity specifications of trade flows and non-count data models more generally. Some papers also report results based on the Negative Binomial estimator, which is more general and encompasses the Poisson assumption as a special case. This note shows that the Negative Binomial estimator is inappropriate when applied to a continuous dependent variable which unit choice is arbitrary, because estimates artificially depend on that choice.
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Dates et versions

halshs-00535594 , version 1 (12-11-2010)

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  • HAL Id : halshs-00535594 , version 1

Citer

Clément Bosquet, Hervé Boulhol. Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator. 2010. ⟨halshs-00535594⟩
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