Multivariate probit regression using simulated maximum likelihood

We discuss the application of the GHK simulation method for maximum likelihood estimation of the multivariate probit regression model and describe and illustrate a Stata program mvprobit for this purpose. Copyright 2003 by StataCorp LP.

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Year of publication:	2003
Authors:	Cappellari, Lorenzo ; Jenkins, Stephen P.
Published in:	Stata Journal. - StataCorp LP. - Vol. 3.2003, 3, p. 278-294
Publisher:	StataCorp LP
Subject:	maximum likelihood estimation \| multivariate probit regression model \| GHK \| mvprobit \| mvppred

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Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005583280