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The Stata Journal
Volume 3 Number 3: pp. 278-294



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Multivariate probit regression using simulated maximum likelihood

Lorenzo Cappellari
Università del Piemonte Orientale and
University of Essex
Stephen P. Jenkins
University of Essex
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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View all articles with these keywords: maximum likelihood estimation, multivariate probit regression model, GHK, mvprobit, mvppred

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