Multivariate Probit Regression using Simulated Maximum Likelihood

By Lorenzo Cappellari, S. Jenkins. 2003

1,122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/15997e4ca6dd09d3287a5fb8a3ef4acc15be3a3c

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Citations in the corpus

Micro-level analysis of farmers' adaptation to climate change in Southern Africa (2007, methodology): “This study follows the GHK simulator approach that uses STATA routines based on Cappellari and Jenkins (2003) to estimate the model 1 .”
The Worldwide Diffusion of Market-Oriented Infrastructure Reform, 1977–1999 (2005, background): “|. is consistent as the number of observations and the number of draws tend to infinity, and is asymptotically equivalent to the true maximum likelihood estimator as the ratio of the square root of the sample size to the number of draws tends to zero” (Cappellari and Jenkins 2003).”
Nobody to Play with? The Implications of Leisure Coordination (2003, methodology): “GHK simulator: see Cappellari and Jenkins (2003) for detail s. The panel structure of the dataset, implying repeated observations on couples, means that the i.i.d.”
Tradeoffs and Complementarities in the Adoption of Improved Seeds, Fertilizer, and Natural Resource Management Technologies in Kenya (2016, background): “distribution function can be expressed as the product of sequentially conditioned univariate normal distribution functions, which can be accurately evaluated (Cappellari and Jenkins, 2003).”
What hampers innovation? Revealed barriers versus deterring barriers (2012, neutral): “The use of MPM allows us to account (and to control) for the fact that the barrier ratings may be correlated (see Greene, 2000, and for Maximum Likelihood Estimation of the MPM mvprobit program in STATA, see Cappellari and Jenkins, 2003).”
Subsidies or loans? Evaluating the impact of R&D support programmes (2017, neutral): “9 See Cappellari and Jenkins (2003).”
Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter (2010, positive): “These results are in line with those of Powell and Chaloupka (2004), who explore the determinants of youth smoking behavior in the US without separately analyzing the influence of mothers and fathers and find that both female and male teenagers who live in households where either or both parents smo”
Heterogeneity in R&D cooperation strategies (2004, methodology): “15 The results are obtained with a Stata routine due to Cappellari and Jenkins (2003) and are based on 200 random draws.”
Appropriability mechanisms, innovation, and productivity: evidence from the UK (2014, neutral): “We estimate (3) simultaneously as a trivariate probit system using the GHK algorithm (Cappellari and Jenkins 2003), assuming that the three disturbances are correlated.”
The Role of Sunk Costs in the Decision to Invest in R&D (2009, neutral): “17 Our model is a dynamic multivariate probit that we estimate using the myprobit Stata program developed by Cappellari and Jenkins [2003].18 This program uses simulated maximum likelihood techniques (SML) to solve the”
Why do academics engage with industry? The entrepreneurial university and individual motivations (2009, methodology): “Also, since interaction via one channel may not be independent of activity via another, we conducted multivariate probit analysis to capture possible interdependencies among different channels, based on the STAT routine proposed by Cappellari and Jenkins (2003).”