> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Scott Cunningham
> >
> > 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?
I don't know, but I assume the estimates of the independent variables are of
interest, which are consistent for fixed T and n -> infinity.
Scott
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