TRIPROBIT: Stata module to estimate trivariate probit model using the GHK simulator
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.
|Requires:||Stata version 7.0|
|Date of creation:||22 Feb 2002|
|Date of revision:|
|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.|
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