Thank you very much!!!
Отправлено со смартфона
-------- Исходное сообщение --------
От: Achim Zeileis <achim.zeil...@uibk.ac.at>
Дата: 2015.10.08 19:55 (GMT+03:00)
Кому: "Сергей С." <sal...@gmail.com>
Cc: r-help@r-project.org
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]]
>
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