In this article, we describe the mlcar command, which implements a maximum likelihood method to simultaneously estimate the regression coefficients of a two-regime endogenous switching model and the coefficient measuring the correlation of outcomes between the two regimes. This coefficient, known as the “across-regime” correlation parameter, is generally unidentified in the traditional estimation procedures.

中文翻译：

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跨区域相关参数的最大似然估计

在本文中，我们描述了mlcar命令，它实现了最大似然方法来同时估计两个政权内生转换模型的回归系数和衡量两个政权之间结果相关性的系数。这个系数，被称为“跨区域”相关参数，在传统的估计程序中通常是未知的。