Wednesday, March 08, 2006

Re: st: poisson

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

> >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- >> statalist@hsphsun2.harvard.edu] On Behalf Of Austin Nichols >> Sent: Wednesday, March 08, 2006 10:24 AM >> To: statalist@hsphsun2.harvard.edu >> 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? * * 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/


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