Thread Subject: MLE with endogenoues regressors

Hi, I'm trying to program some code for MLE with one endogenous regressor.Both variables (the main dependent variable and the endogenous one) are binary.

Any reference code would be of great help.

Thanks in advance,
Jose Antonio

Jose Antonio Pellerano wrote:
> Hi, I'm trying to program some code for MLE with one endogenous regressor.Both variables (the main dependent variable and the endogenous one) are binary.

Jose Antonio, it's hard to know if you mean "the MLE function in the Statistics Toolbox", or if you mean, "maximum likelihood estimation". If the former, the MLE function is not really designed for regression models, but rahter for fitting univariate distributions. If the latter, the answer is really going to depend on the specific model you want to fit.

Hope this helps.