IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

Simulation of Multinomial Probit Probabilities and Imputation of Missing Data

Listed author(s):
  • Steven Stern


  • Victor Lavy


  • Michael Palumbo


We use simulation methods to impute missing data. First we suggest how one can iteratively estimate a large number of parameters associated with a joint normal distribution function fof latent variable associated with the data. We suggest a way to test the joint normality assumption next. Finally, we propose a method to use draws from the estimated distribution efficiently in a method of simulated moments or simulated maximum likelihood procedure. In the second half of the paper, we apply the proposed methods ot two data sets from Jamaica with significant missing data problems. We find that the procedure provides better parameter estimates in simple models than present popular methods

If you experience problems downloading a file, check if you have the proper application to view it first. 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:
Download Restriction: no

Paper provided by University of Virginia, Department of Economics in its series Virginia Economics Online Papers with number 388.

in new window

Length: 51 pages
Date of creation: 1998
Handle: RePEc:vir:virpap:388
Contact details of provider: Web page:

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:vir:virpap:388. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Debby Stanford)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.