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LIML: RATS procedure to perform limited information maximum likelihood estimation

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

LIML does limited information maximum likelihood estimation of a linear regression equation. Before using this, you should set the instrument set using INSTRUMENTS.

Suggested Citation

  • Tom Doan, "undated". "LIML: RATS procedure to perform limited information maximum likelihood estimation," Statistical Software Components RTS00103, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00103
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

    Download full text from publisher

    File URL: https://www.estima.com/procs_perl/liml.src
    Download Restriction: no
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