Hello all,
I am trying to run a poisson regression based on the the skew of the dependent variable. However, this variable also seems to exhibit under-dispersion so I am considering running a generalized poisson estimation. My concern is that my model will require a number of fixed effects and I am worried about the incidental parameters problem. I know that xtpoisson , fe would not be subject to this problem. And I was wondering if gnpoisson will subject to incidental parameters problem in the presence of a lot of dummies and if so if there is a work around? Otherwise, would it be more appropriate to run xtpoisson, fe in place of gnpoisson despite the under-dispersion of the underlying data?
Thank you very much in advance.
Best,
Debbie
I am trying to run a poisson regression based on the the skew of the dependent variable. However, this variable also seems to exhibit under-dispersion so I am considering running a generalized poisson estimation. My concern is that my model will require a number of fixed effects and I am worried about the incidental parameters problem. I know that xtpoisson , fe would not be subject to this problem. And I was wondering if gnpoisson will subject to incidental parameters problem in the presence of a lot of dummies and if so if there is a work around? Otherwise, would it be more appropriate to run xtpoisson, fe in place of gnpoisson despite the under-dispersion of the underlying data?
Thank you very much in advance.
Best,
Debbie
Comment