Cappellari, L and Jenkins, SP (2003) 'Multivariate probit regression using simulated maximum likelihood.' Stata Journal, 3 (3). pp. 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 |
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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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