Research Repository

Multivariate probit regression using simulated maximum likelihood

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

Full text not available from this repository.

Abstract

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 > Institute for Social and Economic Research
Depositing User: Jim Jamieson
Date Deposited: 23 Jan 2014 15:38
Last Modified: 17 Aug 2017 17:56
URI: http://repository.essex.ac.uk/id/eprint/7918

Actions (login required)

View Item View Item