Hi there,

am I right that an implementation of a Poisson Fixed Effects model needs some coding effort (and experience with MLE) ?

In Greene Chapter 21 (21.9.5 Poisson models for Panel Data) the steps are documented.
It should be "like a Fixed Effect Probit model (21.5.1.b) with minor modifications."
I found Jack's felogit.gfn on the server. I guess there is no feprobit because of the incidental parameters problem, or?