​ use of PPML (Poisson Pseudo Maximum Likelihood)

classic Classic list List threaded Threaded
3 messages Options
Reply | Threaded
Open this post in threaded view
|

​ use of PPML (Poisson Pseudo Maximum Likelihood)

Сергей С.
Dear Colleagues!


We use R for research. We would like to perform calculations (gravity model
of trade) with the
​​
use of PPML (Poisson Pseudo Maximum Likelihood).

Please explain:

1. What package in R enables us to make calculations in accordance with the
PPML?

We used the command
glm()

with the parameter

family=quasipoisson(link="log").

Does this command procedure PPML? If not, then what command allows us to
use PPML?

2. For calculations using a linear model the quality factor is R^2. What is
the analogue of this indicator for PPML in system R?

Thank you very much in advance!

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: ​ use of PPML (Poisson Pseudo Maximum Likelihood)

Achim Zeileis-4
On Thu, 8 Oct 2015, ?????? ?. wrote:

> Dear Colleagues!
>
>
> We use R for research. We would like to perform calculations (gravity model
> of trade) with the
> ??
> use of PPML (Poisson Pseudo Maximum Likelihood).
>
> Please explain:
>
> 1. What package in R enables us to make calculations in accordance with the
> PPML?
>
> We used the command
> glm()

Yes.

> with the parameter
>
> family=quasipoisson(link="log").

That is one option. In econometrics, the quasi-Poisson version is less
commonly used than in statistics, though. Alternatively, so-called
"robust" sandwich standard errors can be applied, i.e.,

m <- glm(..., family = poisson)

library("lmtest")
library("sandwich")
coeftest(m, vcov = sandwich)

> Does this command procedure PPML? If not, then what command allows us to
> use PPML?
>
> 2. For calculations using a linear model the quality factor is R^2. What
> is the analogue of this indicator for PPML in system R?

That is not really an R question. Sometimes people use pseudo-R-squared
measures, e.g., available in package "pscl". Whether or not this is really
useful is a different question, though.

> Thank you very much in advance!
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: ​ use of PPML (Poisson Pseudo Maximum Likelihood)

Сергей С.
In reply to this post by Сергей С.
 Thank you very much!!!


Отправлено со смартфона

-------- Исходное сообщение --------
От: Achim Zeileis <[hidden email]>
Дата: 2015.10.08  19:55  (GMT+03:00)
Кому: "Сергей С." <[hidden email]>
Cc: [hidden email]
Тема: Re: [R] ​ use of PPML (Poisson Pseudo Maximum Likelihood)
 
On Thu, 8 Oct 2015, ?????? ?. wrote:

> Dear Colleagues!
>
>
> We use R for research. We would like to perform calculations (gravity model
> of trade) with the
> ??
> use of PPML (Poisson Pseudo Maximum Likelihood).
>
> Please explain:
>
> 1. What package in R enables us to make calculations in accordance with the
> PPML?
>
> We used the command
> glm()

Yes.

> with the parameter
>
> family=quasipoisson(link="log").

That is one option. In econometrics, the quasi-Poisson version is less
commonly used than in statistics, though. Alternatively, so-called
"robust" sandwich standard errors can be applied, i.e.,

m <- glm(..., family = poisson)

library("lmtest")
library("sandwich")
coeftest(m, vcov = sandwich)

> Does this command procedure PPML? If not, then what command allows us to
> use PPML?
>
> 2. For calculations using a linear model the quality factor is R^2. What
> is the analogue of this indicator for PPML in system R?

That is not really an R question. Sometimes people use pseudo-R-squared
measures, e.g., available in package "pscl". Whether or not this is really
useful is a different question, though.

> Thank you very much in advance!
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.