Luciana,
Subject: Re: st: LIML and fixed/random effects
Date sent: Wed, 9 Jun 2004 12:09:10 -0400
From: "SURAN, LUCIANA" <[email protected]>
To: <[email protected]>
Send reply to: [email protected]
>
> Does anyone know if LIML be estimated in STATA with random effects or
> only fixed effects?
If by LIML you mean ML with endogenous RHS variables, I think the
answer is no. xtivreg will do GLS but not ML.
--Mark
>
> Thanks again,
> Luciana
> [email protected]
>
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
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