Multivariate probit regression using simulated maximum likelihood

被引:614
作者
Cappellari, Lorenzo [1 ,2 ]
Jenkins, Stephen P. [2 ]
机构
[1] Univ Piemonte Orientale, Novara, Italy
[2] Univ Essex, Colchester, Essex, England
基金
英国经济与社会研究理事会;
关键词
st0045; maximum likelihood estimation; multivariate probit regression model; GHK; mvprobit; mvppred;
D O I
10.1177/1536867X0300300305
中图分类号
O1 [数学]; C [社会科学总论];
学科分类号
03 ; 0303 ; 0701 ; 070101 ;
摘要
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.
引用
收藏
页码:278 / 294
页数:17
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