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TRIPROBIT: Stata module to estimate trivariate probit model using the GHK simulator

Author

Listed:
  • Antoine Terracol

    (Universite de Paris-I)

Programming Language

Stata

Abstract

triprobit estimates simulated maximum-likelihood three-equation probit models using the GHK smooth recursive simulator. The simulated maximum likelihood technique consists in simulating the multivariate normal integrals which are involved in the likelihhod equation. The simulated probabilities are fed into the likelihood function which is then maximized using traditional techniques. See Greene (2000, pp 184-185) for a description of the simulation algorithm used here.

Suggested Citation

  • Antoine Terracol, 2002. "TRIPROBIT: Stata module to estimate trivariate probit model using the GHK simulator," Statistical Software Components S424302, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s424302
    Note: This module may be installed from within Stata by typing "ssc install triprobit". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/t/triprobit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/triprobit.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/triprob_ml.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/GHK_note.pdf
    File Function: documentation
    Download Restriction: no
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    Citations

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    Cited by:

    1. Manuel Artís & Raul Ramos & Jordi Suriñach, 2006. "Job losses, outsourcing and relocation: Empirical evidence using microdata," Working Papers CREAP2006-05, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2006.
    2. Peter Bönisch & Philipp Gaffert & Joachim Wilde, 2013. "The impact of skills on remigration flows," Applied Economics, Taylor & Francis Journals, vol. 45(4), pages 511-524, February.
    3. Sonja Radas & Ljiljana Bozic, 2012. "Overcoming Failure: Abandonments and Delays of Innovation Projects in SMEs," Industry and Innovation, Taylor & Francis Journals, vol. 19(8), pages 649-669, November.
    4. Helena Posthumus & Cornelis Gardebroek & Ruerd Ruben, 2010. "From Participation to Adoption: Comparing the Effectiveness of Soil Conservation Programs in the Peruvian Andes," Land Economics, University of Wisconsin Press, vol. 86(4), pages 645-667.

    More about this item

    Keywords

    probit; trivariate; Stata;
    All these keywords.

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