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!
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