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Re: st: poisson
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
Also, I don't have access to this book at present. It was checked
out this morning when I went to the library to get it, but I will get
it soon. sc
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