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RE: st: poisson


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: poisson
Date   Thu, 9 Mar 2006 07:49:35 -0600

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] 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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