> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Austin Nichols
> Sent: Wednesday, March 08, 2006 10:24 AM
> To: [email protected]
> Subject: Re: st: poisson
>
>
> On the other hand, the fixed-effects poisson you have estimated
> suffers from the incidental parameters problem--
Unlike other nonlinear estimators, the Poisson does not suffer from an
incidental parameters problem. The estimates of the fixed effects will be
consistent if time -> infinity. See Cameron and Trivedi 1998, "Regression
Analysis of Count Data" p. 280-282.
Scott
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