Hello Prof. Lucchetti and Prof. Pigini,
After estimating a ivprobit model with Hessian parameter covariance matrix,
I got this message on the top of the results "Brrr! Halving params". The
results are exactly the same in Stata. Is this something I need to be
concerned with? What does it mean? Thanks.
Best regards,
Juehui Shi (Richard)