Thursday, March 09, 2006

RE: st: poisson

> -----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

* * 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/


Tag:


Links to this post:

Create a Link



<< Home

This page is powered by Blogger. Isn't yours?