论文信息 - Multivariate Probit Regression using Simulated Maximum Likelihood

Multivariate Probit Regression using Simulated Maximum Likelihood

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.

Stephen P. Jenkins | Lorenzo Cappellari | Lorenzo Cappellari | S. Jenkins

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