Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: poisson


From   Scott Cunningham <scunning@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: poisson
Date   Wed, 8 Mar 2006 20:44:42 -0500


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

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index