Exact and stochastic nonlinear constrained estimation in the conditional poisson log-linear model

Abstract

EXACT STOCHASTIC NONLINEAR CONSTrnINED ESTIMATION IN THE CONDITIONAL POISSON LOG-LINEAR MODEL Xey Pards 8 Phrases: conciitionaz Poisson, Log-linear model, A . iioiiiziieai; tors i r a i n i a , siochust-ic constraints, Plaiaid t e s t ABSTR-ACT A minunurn c h r -s q u a r e estimator o f t h e c o n d i t l o n a i P o i s s o n , ---, 4 --.., , , a , , -3"3m-t,,c tS a-3-4-=..A c+rrrl.?.rrtim L l ' i r z --"'VYL& pUL."".GC.,'> UY1_)5*--I -----l * -.abVrur^.2L-u l i n e a r c o n s t r a i n t s i s d e f i n e d . The Wald t e s t is a s e d t o e v a l u a t e t h e e x a c t and s t o c h a s t i c c o n s t r a i n t s .