Guimaraes et al. (Rev Econ Stat, 2003, 85/1) describe the conditions under which the results from poisson regression models and conditional logit models are equivalent. I am trying to find out whether this result also holds i) for fixed effects panel data; ii) for negative binomial models; and iii) (for completeness' sake) fixed effect negative binomial models. It would be extremely helpful if you could point me to some relevant literature, if it exists.
- Guimaraes, P., and Lindrooth, R.C. (2007), Controlling for Overdispersion in Grouped Conditional Logit Models: A Computationally Simple Application of Dirichlet-Multinomial Regression, The Econometrics Journal. 10: 439–452. doi: 10.1111/j.1368-423X.2007.00215.x
I think it shows the connection to the negative binomial.