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Re: st: re:how to do the overindetification test in -ivprobit with -mle- option?


From   gjhxmu@sina.com
To   statalist<statalist@hsphsun2.harvard.edu>
Subject   Re: st: re:how to do the overindetification test in -ivprobit with -mle- option?
Date   Mon, 28 Dec 2009 20:38:42 +0800

Kit,
thank you for your help.
I know "You cannot use the -overid- test (Baum-Schaffer-Stillman from ssc) after the mle option. It only works after the -twostep- option.", so I ask "If I use the -mle- option, 
how to do the overindetification test?"
 
Thank you for any help.
Best regards,
Rose.
 

----- Original Message -----
From: Kit Baum <baum@bc.edu>
To: statalist@hsphsun2.harvard.edu
Subject: st: re:how to do the overindetification test in -ivprobit with -mle- option?
Date: 2009-12-28 19:59:59

<>
Rose wrote
I am estimate a probit model where one or more of the regressors are endogenously determined.
What is the siginificant difference between -twostep- and -mle- in -ivprobit- ?
If I use the -mle- option, how to do the overindetification test?


For an understanding of the econometric methodology behind the twostep and mle techniques, please see the manual description at [R] ivprobit.

You cannot use the -overid- test (Baum-Schaffer-Stillman from ssc) after the mle option. It only works after the -twostep- option.

Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html


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