Cappellari, L and Jenkins, SP (2003) Multivariate probit regression using simulated maximum likelihood. Stata Journal, 3 (3). pp. 278-294. DOI https://doi.org/10.1177/1536867x0300300305
Cappellari, L and Jenkins, SP (2003) Multivariate probit regression using simulated maximum likelihood. Stata Journal, 3 (3). pp. 278-294. DOI https://doi.org/10.1177/1536867x0300300305
Cappellari, L and Jenkins, SP (2003) Multivariate probit regression using simulated maximum likelihood. Stata Journal, 3 (3). pp. 278-294. DOI https://doi.org/10.1177/1536867x0300300305
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: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 23 Jan 2014 15:38 |
| Last Modified: | 02 Nov 2024 03:37 |
| URI: | http://repository.essex.ac.uk/id/eprint/7918 |