Hi all,
I have a question:
I tired to use a fixed effect poisson estimation (xtpois...,fe). As well
known, the undelying conditional likelihood is actually conditional on the sum
of the outcomes, and this gives something that recall a multinomial logit,
such that the individual specific effect gets canceled out. Since this is a
non linear model, this is different from the "within" estimator in a linear
fixed effect model, which, in turn, is equivalent to adding a set of dummies.
Now, I tried to estimate a model with xtpois...,fe and, after that, I
estimated it with the simple poisson command and added dummies for my cross
sectional unit. Now, I get the same results. This is clear for a linear model,
but, should I be surprised or not that I got it in poisson?
Thanks,
nico
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