search for: p491

...n on the error term. He pointed me at some articles that are exactly on point - Zeger (Biometrika 1988, pp621-629) gives an estimation procedure for a time series count model that is based on a Poisson-Normal mixture. - Something more or less similar is discussed by Davis et al (Biometrika 2000, p491-505) And he to consider "sandwich estimators" (or similar) for longitudinal data. He wrote "Some of these (eg the Newey-West estimator) have been used in econometrics for a long time. Although they are most often used for continuous response variables they work perfectly well for co...