I'm considering using the Constrained Maximum Likelihood (CML) module. Is there any documentation for it?
Also, what's the difference between the CML and CMLMT packages?
The CML application module comes with PDF documentation, available to view here.
CMLMT is a newer version of CML and contains newer features and functionality. If you purchase CML then it also comes with CMLMT. An example tutorial using CMLMT can be seen here in our tutorial on Ordered Probit Estimation with Constrained Maximum Likelihood