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On the existence of the maximum likelihood estimates in Poisson regression

✍ Scribed by J.M.C. Santos Silva; Silvana Tenreyro


Book ID
116422549
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
104 KB
Volume
107
Category
Article
ISSN
0165-1765

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## Abstract In previous work by Stoica and Viberg the reduced‐rank regression problem is solved in a maximum likelihood sense. The present paper proposes an alternative numerical procedure. The solution is written in terms of the principal angles between subspaces spanned by the data matrices. It i