triprobit estimates simulated maximum-likelihood three-equation probit models using the GHK smooth recursive simulator. The simulated maximum likelihood technique consists in simulating the multivariate normal integrals which are involved in the likelihhod equation. The simulated probabilities are fed into the likelihood function which is then maximized using traditional techniques. See Greene (2000, pp 184-185) for a description of the simulation algorithm used here.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S424302.
Size: Programming language: Stata Requires: Stata version 7.0 Date of creation: 22 Feb 2002 Date of revision: Handle: RePEc:boc:bocode:s424302
Note: This module may be installed from within Stata by typing "ssc install triprobit". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC
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