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>