from the help file on qvf, it would seem that you are correct.
However, there is nothing in this help file that says anything about
how qvf does what it does. The fractional dependent variable model of
Papke and Wooldridge belongs to the class of M-estimators. One can
estimate IV versions of them by GMM (the derivative of the score of
the likelihood implicitly defines a moment condition). I have no idea
if this is what qvf does.
Like you, I would be interested to know!
Regards,
Pierre
----------------------------------------------------------------------------------
Pierre Azoulay
Associate Professor of Management
Columbia University Phone: (212) 854-9684
Graduate School of Business Fax: Don't send any
3022 Broadway, Uris Hall 704
New York, NY 10023 http://www.columbia.edu/~pa2009/
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