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Re: st: poisson

From   Scott Cunningham <>
Subject   Re: st: poisson
Date   Wed, 8 Mar 2006 20:44:01 -0500

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

-----Original Message-----
From: [mailto:owner-] On Behalf Of Austin Nichols
Sent: Wednesday, March 08, 2006 10:24 AM
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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