This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Multivariate probit regression using simulated maximum likelihood

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Lorenzo Cappellari (Universita del Piemonte Orientale and University of Essex)
Stephen P. Jenkins (University of Essex)

Additional information is available for the following registered author(s):

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. Copyright 2003 by StataCorp LP.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.stata-journal.com/software/sj3-3/st0045/
File Format: text/html
File Function:
Download Restriction: no
File URL: http://www.stata-journal.com/sjpdf.html?articlenum=st0045
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 3 (2003)
Issue (Month): 3 (September)
Pages: 278-294
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:tsj:stataj:v:3:y:2003:i:3:p:278-294

Contact details of provider:
Web page: http://www.stata-journal.com/

Order Information:
Web: http://www.stata-journal.com/subscription.html

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: maximum likelihood estimation; multivariate probit regression model; GHK; mvprobit; mvppred;

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. V A Hajivassiliou, 1997. "Some Practical Issues in Maximum Simulated Likelihood," STICERD - Econometrics Paper Series /1997/340, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  2. Keane, Michael P, 1994. "A Computationally Practical Simulation Estimator for Panel Data," Econometrica, Econometric Society, vol. 62(1), pages 95-116, January. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.
Statistics
Access and download statistics

Did you know? It is the publishers that input data about their publications, as there is no staff at RePEc.

This page was last updated on 2009-11-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.