Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
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"We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function -mvnp()- for calculating the probabilities themselves. Several illustrations show how the programs may be used for maximum simulated likelihood estimation"--Forschungsinstitut zur Zukunft der Arbeit web site.
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- Open Author
University of Essex. Institute for Social and Economic Research
- Open Author
Stephen P. Jenkins
- Open Author
Lorenzo Cappellari
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- COCalculation of multivariate nor...Lorenzo Cappellari
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
- COCalculation of multivariate nor...Lorenzo Cappellari, Stephen P. Jenkins, University of Essex. Institute for Social and Economic Research
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
- COCalculation of multivariate nor...Lorenzo Cappellari
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation