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Multivariate probit regression using simulated maximum likelihood

delete2003-09-01
delete664
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L
Lorenzo Cappellari *
S
Stephen P. Jenkins
DOI:10.1177/1536867X0300300305delete
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Abstract

Abstract

En 中文
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:
st0045
maximum likelihood estimation
multivariate probit regression model
GHK
mvprobit
mvppred
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Stata Journal
IF:
2.4
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1.2K
Citations:
8.4K

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