Maximum Simulated Likelihood Estimation of Random-Effects Dynamic Probit Models with Autocorrelated Errors
نویسندگان
چکیده
منابع مشابه
Maximum Simulated Likelihood Estimation of Random Effects Dynamic Probit Models with Autocorrelated Errors
This paper investigates the use of Maximum Simulated Likelihood estimation for random effects dynamic probit models with autocorrelated errors. It presents a new Stata command, redpace, for this estimator and illustrates its usage. The paper also compares the use of pseudo-random numbers and Halton sequences of quasi-random numbers for the MSL estimation of these models.
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2006
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x0600600207