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Re: st: poisson

From   Scott Cunningham <>
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.

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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