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


From   Charles Koss <[email protected]>
To   [email protected]
Subject   Re: st: how to do the overindetification test in -ivprobit with -mle- option?
Date   Tue, 29 Dec 2009 21:52:24 -0600

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

2009/12/28  <[email protected]>:
> 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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