Negative Binomial Panel Data

[MaBa]

Dear Experts,

I have just a brief question regarding the use of poisson and negative binomial models with panel data in Eviews 7.

I have set up a panel and estimated an OLS model with period fixed effects. Since my dependent variable is count data I would like (need) to estimate count data models. I am not sure whether Eviews performs such analysis for panel data. As I said, my data is already structured as panal data. Is it possible simply to estimate count data models? If so, Is there any opportunity to include fixed effects?

Many thanks in advance!

MaBa

[EViews Gareth]

Yes, you can estimate count models on panel data, but it just performs standard count model estimation on the stacked data (although lags and leads are handled properly). There are no fixed effects built in (although you can add them yourself as dummies).

[MaBa]

Great! Thanks Gareth! That helps!