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Multivariate probit regression using simulated maximum likelihood

Cappellari, L and Jenkins, SP (2003) 'Multivariate probit regression using simulated maximum likelihood.' Stata Journal, 3 (3). pp. 278-294. ISSN 1536-867X

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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.

Item Type: Article
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Social Sciences
Faculty of Social Sciences > Institute for Social and Economic Research
SWORD Depositor: Elements
Depositing User: Elements
Date Deposited: 23 Jan 2014 15:38
Last Modified: 15 Jan 2022 01:06

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