First Derivatives of the log-L for the multivariate probit model

Vargas Barrenechea, Martin (2007): First Derivatives of the log-L for the multivariate probit model.

Abstract

In this work we found first derivatives for the log likelihood function of the multivariate probit model.

• Item Type: MPRA Paper
• Language: English
• Keywords: PROBIT; ECONOMETRICS; DISCRETE CHOICE
• Subjects: C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models; Multiple Variables > C35 - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; C - Mathematical and Quantitative Methods > C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling > C63 - Computational Techniques; Simulation Modeling; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C10 - General

References

@article{greene2000eae, title={{Econometric Analysis (ed.)}}, author={Greene, W.H.}, pages = {850}, journal={Upper Saddle River}, year={2000} }