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"Ana R. Rios" <email@example.com>
Wed, 19 Sep 2007 10:32:13 -0700 (PDT)
What is the difference between the mle and two-step
estimators in ivtobit? I am interested in testing for
overidentification in an ivtobit estimated with mle
but the overid command only works with the two-step
estimator. Do test results obtained with the two-step
estimator are valid for an mle estimator?
Thanks in advance for any help.
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