Dear Kit,
thank you very much for reply and help.
I did want to estimate coefficients by -mle- and do the overindetification test by -overid- after twostep option. However, not be sure of its reliability before.
Thank you very much for your programme and help^_^
Best regards,
Rose
----- Original Message -----
From: Kit Baum <[email protected]>
To: [email protected]
Subject: st: re:how to do the overindetification test in -ivprobit with -mle- option?
Date: 2009-12-28 21:16:17
<>
Rose said
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?"
Beats the hell out of me. If I knew how to do that, I would have programmed it in -overid-!!!
But as both -mle- and -twostep- should be consistent estimators (if either are), why wouldn't a test result from -twostep- be supportive (or not) of your mle coefficient estimates?
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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