Multivariate probit regression using simulated maximum likelihood

Lorenzo Cappellari and Stephen Jenkins

No 10, United Kingdom Stata Users' Group Meetings 2003 from Stata Users Group

Abstract: We discuss the application of the GHK simulation method to maximum likelihood estimation of the multivariate probit regression model, and describe and illustrate a Stata program mvprobit for this purpose.

Date: 2003-03-16
New Economics Papers: this item is included in nep-dcm and nep-ltv
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Journal Article: Multivariate probit regression using simulated maximum likelihood (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug03:10

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