Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: MLE and discrete response model


From   elan satriawan <elansatriawan@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: MLE and discrete response model
Date   Tue, 19 Sep 2006 10:38:47 -0700 (PDT)

Dear All, 
In Wooldridge (2002) panel econometrics text book, it
is said that maximum likelihood estimation has some
advantages over two-steps procedure for estimating
discrete response model with endogenous explanatory
variable (probit or logit). The book also mentions
that with MLE the exogeneity test can also be easily
conducted. Has anyone performed this method? Would you
please share with me how to perform the estimation and
test procedure for this method in stata? Would that be
possible to use it for multinomial --not just
regular-- probit/logit? Many thanks in advance.

regards, 

Elan 

__________________________________________________
Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
http://mail.yahoo.com 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index