Probit Model on Multivariate Binary Response Using Simulated Maximum Likelihood Estimator

Probit Model on Multivariate Binary Response Using Simulated Maximum Likelihood Estimator

In this paper, we discuss probit model on multivariate binary response. We assume that each of n individuals is observed in T responses. Yit is tth response on ith individual/subject and each response is binary. Each subject has covariate Xi (individual characteristic) and covariate Zijt (characteri...

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Bibliographic Details
Main Authors: Jaka Nugraha, suryo Guritno, Sri Haryatmi
Format: Article
Language:English
Published: Fakultas MIPA Universitas Jember 2010-01-01
Series:Jurnal Ilmu Dasar
Subjects:
random utility model simulated maximum likelihood estimator
generalized estimating equation
bhhh
ghk simulator
newton-raphson
Online Access:https://jurnal.unej.ac.id/index.php/JID/article/view/117

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https://jurnal.unej.ac.id/index.php/JID/article/view/117

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