Hi,
I have count data with what appears to be poisson distribution of the dependent variable
in panel data. There is no automatic method for doing this in Gretl as I have understood
it, so I am using a count, poisson, model with cross-sectional dummies. Gretl deletes the
last dummy so it becomes a fixed effects model, so intuitively, it looks as if the model
should be ok. Do you agree? One problem is that Gretl fails to include an overdispersion
(Chi-square) test, so I am not sure the poisson model is valid. Can you help me with this
too?
Best regards,
Lars Ahnöand