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


From   gjhxmu@sina.com
To   statalist<statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: how to do the overindetification test in -ivprobit with -mle- option?
Date   Thu, 31 Dec 2009 00:42:26 +0800

Charles,
no. The result of MLE shows the endogenous test but not overidentification test.

Best regards,
Rose


----- Original Message -----
From: Charles Koss <hqtiger@gmail.com>
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: how to do the overindetification test in -ivprobit with -mle- option?
Date: 2009-12-30 11:52:24

If I am not wrong, I believe MLE does the estimation simultaneously.
Is this correct?

2009/12/28 <gjhxmu@sina.com>:
> Dear statalists,
> 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?
>
> Thank you for any help!
>
> Best regards,
> Rose
>
>
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-- 
Charles Koss
http://charlesonnet.blogspot.com/

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