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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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