Charles,
no. The result of MLE shows the endogenous test but not overidentification test.
Best regards,
Rose
----- Original Message -----
From: Charles Koss <[email protected]>
To: [email protected]
Subject: Re: st: how to do the overindetification test in -ivprobit with -mle- option?
Date: 2009-12-30 11:52:24
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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