Affiliation:
1. Università del Piemonte Orientale and University of Essex
2. University of Essex
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.
Subject
Mathematics (miscellaneous)
Reference9 articles.
1. Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
2. HajivassiliouV. 1997. Some practical issues in maximum simulated likelihood. STICERD Discussion Paper no. EM/97/340. London: London School of Economics. Downloadable from http://econ.lse.ac.uk/staff/vassilis/index_own.html.
Cited by
660 articles.
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