Re: [Gretl-users] Poisson with Offset

<hansl> set echo off set messages off open rac3d.gdt --quiet list X = SEX INCOME ILLNESS ACTDAYS HSCORE # Poisson regression poisson DVISITS 0 X # Initial OLS to get starting values for the coefficients series fake_y = ln(DVISITS+1) ols fake_y 0 X --quiet list xList = $xlist matrix b = $coeff matrix mX = {xList} mle loglik = DVISITS*Xb - m series Xb = mX * b series m = exp(Xb) series e = DVISITS - m deriv b = {e} .* mX end mle --hessian # Poisson regression with Offset lAge = ln(AGE) poisson DVISITS 0 X ; AGE series fake_y = ln(DVISITS+1) - lAge mle loglik = DVISITS*Xb - m series Xb = mX * b series m = exp(Xb) * AGE series e = DVISITS - m deriv b = {e} .* mX end mle --hessian </hansl>