September 1, 2003Open Access

Multivariate Probit Regression using Simulated Maximum Likelihood

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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

Lorenzo Cappellari

Stephen P. Jenkins

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The Stata Journal Promoting communications on statistics and Stata

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University of Essex

Università degli Studi del Piemonte Orientale “Amedeo Avogadro”

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Multivariate Probit Regression using Simulated Maximum Likelihood

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