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Multivariate Probit Regression using Simulated Maximum Likelihood
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- Lorenzo Cappellari
- Università del Piemonte Orientale and University of Essex
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- Stephen P. Jenkins
- University of Essex
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Description
<jats:p> 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. </jats:p>
Journal
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- The Stata Journal: Promoting communications on statistics and Stata
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The Stata Journal: Promoting communications on statistics and Stata 3 (3), 278-294, 2003-09
SAGE Publications
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Details 詳細情報について
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- CRID
- 1363670319363521920
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- ISSN
- 15368734
- 1536867X
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- Data Source
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- Crossref