Edición de la obra Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
| Autor | Lorenzo Cappellari, Stephen P. Jenkins, University of Essex. Institute for Social and Economic Research |
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| Editorial | Institute for Social and Economic Research |
| Fecha de publicación | 2006 |
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| Lugar | Colchester |
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| Idioma | inglés |
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| Páginas | 26 |
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| OCLC | 1193248406 |
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| Serie | ISER working paper -- 2006-16 · ISER working paper (University of Essex. Institute for Social and Economic Research) -- 2006-16 |
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| Número de Cutter | C247c |
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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.