Multivariate probit regression using simulated maximum likelihood

We discuss the application of the GHK simulation method to maximum likelihood estimation of the multivariate probit regression model, and describe and illustrate a Stata program mvprobit for this purpose.

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Year of publication:	2003-03-16
Authors:	Cappellari, Lorenzo ; Jenkins, Stephen P.
Institutions:	Stata User Group

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Extent:	application/pdf
Series:	United Kingdom Stata Users' Group Meetings 2003.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series United Kingdom Stata Users' Group Meeting, 2003 Number 10
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005028081