[Limdep Nlogit List] Is there LIML in LIMDEP?

rhythm Em rhythmem at yahoo.com
Mon Feb 15 02:41:21 EST 2010

Dear LIMDEP users,

I am using predicted probabiliites from bivariate probit as instruments in second stage least square regression. But I got unexpected signs. I tried every combinations of variables that are provided in my data but it did not work. Some of my colleagues suggested to use "Limited information Maximum Liklihood (LIML)" in bivariate probit. I know, there is LIML option in Stata. Is there any command or package in LIMDEP for "LIML" ?  I am on the middle of my analysis. Please suggest me how to deal with my situation. I would appreciate your help.



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