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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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 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
URI:	http://repository.essex.ac.uk/id/eprint/7918

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