articleThe Stata Journal Promoting communications on statistics and StataSep 1, 2003BRONZE OA

Multivariate Probit Regression using Simulated Maximum Likelihood

LCLorenzo CappellariSPStephen P. Jenkins

University of Essex · Università degli Studi del Piemonte Orientale “Amedeo Avogadro”

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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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Authors

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Topics & keywords

Topics
Keywords
  • Multivariate statistics
  • Multivariate probit model
  • Probit model
  • Statistics
  • Econometrics
  • Ordered probit
  • Maximum likelihood
  • Probit
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