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Estimation of Multivariate Probit Models via Bivariate Probit

This paper suggests the utility of estimating multivariate probit (MVP) models using a chain of bivariate probit estimators. The proposed approach is based on Stata’s biprobit and suest procedures and is driven by a Mata function. Two potential advantages over Stata’s mvprobit procedure are suggeste...

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Vydáno v:Stata J
Hlavní autor: Mullahy, John
Médium: Artigo
Jazyk:Inglês
Vydáno: 2016
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC6957230/
https://ncbi.nlm.nih.gov/pubmed/31933544
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1177/1536867X1601600107
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