Multivariate probit regression using simulated maximum likelihood

Lorenzo Cappellari and Stephen Jenkins ()

Stata Journal, 2003, vol. 3, issue 3, pages 278-294

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. Copyright 2003 by StataCorp LP.

Keywords: maximum likelihood estimation; multivariate probit regression model; GHK; mvprobit; mvppred (search for similar items in EconPapers)
Date: 2003
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Working Paper: Multivariate probit regression using simulated maximum likelihood (2003)
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