Existence and Uniqueness of the Maximum Likelihood Estimator for a Multivariate Probit Model

DOI10.2307/2290218zbMath0850.62421OpenAlexW4247090139MaRDI QIDQ4031062

Heinz Kaufmann, Emmanuel Lesaffre

Publication date: 1 April 1993

Full work available at URL: https://doi.org/10.2307/2290218

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (9)

On the existence of the least squares estimate in nonlinear growth curve models of exponential type ⋮ A sensitivity analysis of two multivariate response models ⋮ On the existence of maximum likelihood estimates in random effects models for clustered multivariate binary data ⋮ The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models ⋮ A model for multiple brand choice. ⋮ Prediction and Inference With Missing Data in Patient Alert Systems ⋮ Semiparametric probit models with univariate and bivariate current-status data ⋮ Adding functions to ensure regression converges ⋮ Strictly log-concave probability distributions in discrete response models

Uses Software

• GAUSS

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