Hi,
when checking whether the coefficients of Poisson FE correspond to those
of the Poisson model with unitdummies I noticed that when using the
poisson command without constant only the beta_hat of regressors
starting from x2 on were identical. When using global constant all
estimated coefficients were identical.
This script demonstrates the phenomenon of different coefficient
estimates in a poisson model w/o constant for identical regressors:
<hansl>
open "rac3d.gdt" -q
smpl 4800 --random
# construction of panel
matrix mTime = seq(2001,2004)'
series time = ones(1200,1)**mTime
matrix units = seq(1,1200)'
series pid = units**ones(rows(uniq(time)),1)
delete SEX AGE AGESQ LEVYPLUS FREEPOOR FREEREPA
store "rac3d_Panel.gdt"
open "rac3d_Panel.gdt" -q
setobs pid time --panel-vars
DVISITS += randgen(P,2)
# Poisson w constant
list X = HSCORE HOSPADMI
poisson DVISITS const X -q
eval $coeff[2]~$coeff[3]
list X = HOSPADMI HSCORE
poisson DVISITS const X -q
eval $coeff[3]~$coeff[2]
# Poisson w/o constant
list X = HSCORE HOSPADMI
poisson DVISITS X -q
eval $coeff[1]~$coeff[2]
list X = HOSPADMI HSCORE
poisson DVISITS X -q
eval $coeff[2]~$coeff[1]
<hansl>