Poisson Regression with Lambda value

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silve69

Poisson Regression with Lambda value

Unread post by silve69 »

Hello,

I'm newbie using WinRATS and I'm modelling a dayly series using Poisson Regression (including Lambda value)... I'm looking for a WinRats example with these features... somebody can help me, please?
Best regards and sorry my english,

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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Poisson Regression with Lambda value

Unread post by TomDoan »

Wooldridge, example 19.1 (file wool19-1.prg) does a Poisson regression. I'm not sure what you mean by the "lambda value". The typical Poisson regression estimates the mean lambda as a linear function of exogenous variables.
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