Fitting the Skellam distribution in Stata

It has been used in a variety of contexts, including sports or supply and demand imbalances in shared transportation. To the best of our knowledge, Stata does not support the Skellam distribution or the Skellam regression. In this presentation, I plan to show how to fit the parameters of a Skellam distribution and Skellam regression using Mata’s optimize function. The optimization problem is then packaged into a basic Stata command that I plan to describe.