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Estimation of Multivariate Probit Models via Bivariate Probit

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NBER2015-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/w21593
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资源简介:
Models having multivariate probit and related structures arise often in applied health economics. When the outcome dimensions of such models are large, however, estimation can be challenging owing to numerical computation constraints and/or speed. This paper suggests the utility of estimating
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2015-09-01
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