I would like to estimate a Poisson model with fixed effects, in the
"econometric sense"  - i.e. one intercept for each of my ID variables, over
which I have repeated measures.

I can do this by dummy variables, but as I understand it this may cause
problems when my N is larger than my T. And indeed, if I try it, I get very
large standard errors for my dummy estimates.
Is there an R way to do it by alternative methods e.g. those described in
Cameron and Trivedi?

Cheers,
David Hugh-Jones
Post-doctoral Researcher
Max Planck Institute of Economics, Jena
http://davidhughjones.googlepages.com

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