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Multivariate Probit Regression using Simulated Maximum Likelihood

Cappellari, Lorenzo and Jenkins, Stephen P (2003) 'Multivariate Probit Regression using Simulated Maximum Likelihood.' The Stata Journal: Promoting communications on statistics and Stata, 3 (3). 278 - 294. ISSN 1536-867X

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Abstract

<jats:p> 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. </jats:p>

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: 19 Jun 2021 02:15
URI: http://repository.essex.ac.uk/id/eprint/7918

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