Re: st: poisson

[Scott Cunningham <scunning@gmail.com>]

On Mar 8, 2006, at 8:23 PM, Scott Merryman wrote:

> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> > statalist@hsphsun2.harvard.edu] On Behalf Of Austin Nichols
> > Sent: Wednesday, March 08, 2006 10:24 AM
> > To: statalist@hsphsun2.harvard.edu
> > 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.
In a situation where T=6, though?
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