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Multivariate Probit Regression using Simulated Maximum Likelihood

  • Cappellari L
  • Jenkins S
The Stata Journal: Promoting communications on statistics and Stata (2003) 3(3) 278-294
DOI: 10.1177/1536867x0300300305
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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.

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Cappellari, L., & Jenkins, S. P. (2003). Multivariate Probit Regression using Simulated Maximum Likelihood. The Stata Journal: Promoting Communications on Statistics and Stata, 3(3), 278–294. https://doi.org/10.1177/1536867x0300300305

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