Dear All:
I run a bivariate probit model with cluster option in two
different programs (STATA and LIMDEP) and their std errors
are significantly different (some variables are insignificant
in STATA results but they are significant in LIMDEP
results). Iam wondering if anybody know how STATA calculates
the std errors (covariance matrix). The manual only mentions
about ML method. As far as I know LIMDEP use FIML method but
I do not think that it will give so much differences.
Thanks
Diah Widyawati
University of Illinois Urbana-Champaign
405 Mumford Hall
1301 W. Gregory Dr. MC 710
Urbana, IL 61801
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