Understanding the Multinomial-Poisson Transformation

Stata Journal - Tập 4 Số 3 - Trang 265-273 - 2004
Paulo Guimarães1
1Medical University of South Carolina

Tóm tắt

There is a known connection between the multinomial and the Poisson likelihoods. This, in turn, means that a Poisson regression may be transformed into a logit model and vice versa. In this paper, I show the data transformations required to implement this transformation. Several examples are used as illustrations.

Từ khóa


Tài liệu tham khảo

10.2307/2348134

10.1162/003465303762687811

10.2307/1911191

Lang J., 1996, Journal of the Royal Statistical Society, 58, 253, 10.1111/j.2517-6161.1996.tb02079.x

McFadden D., 1974, Frontiers in Econometrics, 105

Palmgren J., 1981, Biometrika, 68, 563