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Re: st: LIML and fixed/random effects


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: LIML and fixed/random effects
Date   Wed, 09 Jun 2004 17:31:53 +0100

Luciana,

Subject:        	Re: st: LIML and fixed/random effects
Date sent:      	Wed, 9 Jun 2004 12:09:10 -0400
From:           	"SURAN, LUCIANA" <LSURAN@popcouncil.org>
To:             	<statalist@hsphsun2.harvard.edu>
Send reply to:  	statalist@hsphsun2.harvard.edu

> 
> Does anyone know if  LIML be estimated in STATA with random effects or
> only fixed effects? 

If by LIML you mean ML with endogenous RHS variables, I think the 
answer is no.  xtivreg will do GLS but not ML.

--Mark

> 
> Thanks again,
>  Luciana
>  lsuran@popcouncil.org
> 
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert

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