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RE: st: poisson


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: poisson
Date   Wed, 8 Mar 2006 19:23:27 -0600

> -----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.

Scott



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