Multivariate Probit Regression using Simulated Maximum Likelihood
Lorenzo CappellariUniversità del Piemonte Orientale and University of EssexStephen P. JenkinsUniversity of Essex
2003en
ABI
Annotatsiya
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.
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