Social scientists are increasingly fitting multilevel models to datasets in which a large number of individuals (N ~ several thousands) are nested within each of a small number of countries (C ~ 25). The researchers are particularly interested in “country effectsâ€, as summarized by...

This report summarises the 'wishes and grumbles' session from the Ninth UK Stata Users Group meeting.

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.