Multivariate Probit Regression using Simulated Maximum Likelihood
- 1 January 2003
- journal article
- research article
- Published by SAGE Publications in The Stata Journal: Promoting communications on statistics and Stata
- Vol. 3 (3), 278-294
- https://doi.org/10.1177/1536867x0300300305
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.Keywords
This publication has 3 references indexed in Scilit:
- Chapter 40 Classical estimation methods for LDV models using simulationHandbook of Econometrics, 1994
- A Computationally Practical Simulation Estimator for Panel DataEconometrica, 1994
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable modelsJournal of Econometrics, 1993