Multivariate probit regression using simulated maximum likelihood

被引：592

作者：

Cappellari, Lorenzo ^{[1
,2
]}

Jenkins, Stephen P. ^{[2
]}

机构：

[1] Univ Piemonte Orientale, Novara, Italy

[2] Univ Essex, Colchester, Essex, England

来源：

STATA JOURNAL | 2003年 / 3卷 / 03期

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

页码：278 / 294

页数：17

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