[Gretl-users] Poisson with Offset

Hi, I'd like to replicate the coefficients obtained by 'poisson ; offset' with MLE statements. Here is an example that shows the differences. Btw, is there a more efficient way of coding the MLE e.g. in case of 20 regressors? Cheers Leon <hansl> open rac3d.gdt --quiet list X = SEX INCOME # Poisson regression poisson DVISITS 0 X # Initial OLS to get starting values for the coefficients ols DVISITS 0 X --quiet list xList = $xlist matrix b = zeros(1,nelem(xList)) mle loglik = DVISITS*Xb - exp(Xb) series Xb = lincomb(xList,b) deriv b = {DVISITS - exp(Xb), \ SEX*(DVISITS - exp(Xb)), \ INCOME*(DVISITS - exp(Xb))} end mle --hessian # Poisson regression with Offset poisson DVISITS 0 X ; AGE series DVISITS_off = DVISITS/AGE #*try* mle loglik = DVISITS_off*Xb - exp(Xb) series Xb = lincomb(xList,b) deriv b = {DVISITS_off - exp(Xb), \ SEX*(DVISITS_off - exp(Xb)), \ INCOME*(DVISITS_off - exp(Xb))} end mle --hessian <hansl>