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 |
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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: | 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: | 16 May 2024 17:55 |
URI: | http://repository.essex.ac.uk/id/eprint/7918 |