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Estimating Skellam distribution and regression parameters in Stata

Author

Listed:
  • Vincenzo Verardi

    (Université de Namur)

  • Catherine Vermandele

    (Université libre de Bruxelles)

Abstract

The Skellam distribution is a discrete probability distribution related to the difference between two independent Poisson-distributed random variables. It has been used in a variety of contexts, including sports or supply and demand imbalances in shared transportation. Stata does not support the Skellam distribu- tion or Skellam regression. We present a command, skellamreg, to estimate the parameters of a Skellam distribution and Skellam regression model using Mata’s optimize function.

Suggested Citation

  • Vincenzo Verardi & Catherine Vermandele, 2024. "Estimating Skellam distribution and regression parameters in Stata," Stata Journal, StataCorp LP, vol. 24(2), pages 287-300, June.
    • Handle: RePEc:tsj:stataj:v:24:y:2024:i:2:p:287-300
    DOI: 10.1177/1536867X241257804
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