Publication | Open Access
Multivariate Probit Regression using Simulated Maximum Likelihood
1.1K
Citations
7
References
2003
Year
Econometric ModelEconomicsMaximum Likelihood EstimationMultivariate Probit RegressionBusinessEconomic AnalysisEconometricsStatistical InferenceEconometric MethodStata Program MvprobitGhk Simulation MethodMultivariate AnalysisStatisticsQuantitative ManagementSemi-nonparametric Estimation
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.
| Year | Citations | |
|---|---|---|
Page 1
Page 1