Hi!

I was looking around for a panel version of GLM to run a log-gamma model on. From what I read in Cameron & Trivedi - although in linear models a pooled estimator is consistent but inefficient compared to a RE estimator, this is not the case for nonlinear models. In fact, pooled estimators will be inconsistent in nonlinear models. I have a panel model with a specification that includes time dummies that I would like to estimate in -xtgee-, but I'm confused as to whether time dummies fits with the population average interpretation of the GEE. Could I just get away with using GLM? Any help would be greatly appreciated.