Wednesday, March 08, 2006

Re: st: poisson

> > 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. > > Scott

Also, I don't have access to this book at present. It was checked out this morning when I went to the library to get it, but I will get it soon. sc

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