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Jurnal Ilmu Dasar
Article . 2010
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Probit Model on Multivariate Binary Response Using Simulated Maximum Likelihood Estimator

Authors: Jaka Nugraha; suryo Guritno; Sri Haryatmi;

Probit Model on Multivariate Binary Response Using Simulated Maximum Likelihood Estimator

Abstract

In this paper, we discuss probit model on multivariate binary response. We assume that each of n individuals is observed in T responses. Yit is tth response on ith individual/subject and each response is binary. Each subject has covariate Xi (individual characteristic) and covariate Zijt (characteristic of alternative j). Response on individual ith can be represented by Yi = (Yi1,....,YiT), Yit is tth response on ith individual/subject and each response is multinomial. In order to simplify, we choose one of individual characteristics and alternative characteristics. We use simulated maximum likelihood estimator (SMLE) methods to estimate the parameter based on Geweke-Hajivassiliou-Keane (GHK) simulator. We find the first derivative of likelihood function for multivariate binary probit. Then, we expand to multivariate multinomial response. The first derivative is used in the BHHH (Berndt, Hall, Hall, Hausman) iteration to obtain estimators.

Keywords

generalized estimating equation, Science, Q, random utility model simulated maximum likelihood estimator, ghk simulator, newton-raphson, bhhh

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
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