Estimating Skellam distribution and regression parameters in Stata

• Autores: Vincenzo Verardi, Catherine Vermandele
• Localización: The Stata journal, ISSN 1536-867X, Vol. 24, Nº. 2, 2024, págs. 287-300
• Idioma: inglés
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• Resumen

  • 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 distribu- tion 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.