Thursday, March 09, 2006
RE: st: poisson
> -----Original Message----- > From: firstname.lastname@example.org [mailto:owner- > email@example.com] 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.
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