Multivariate probit model

Known as: Multivariate probit 
In statistics and econometrics, the multivariate probit model is a generalization of the probit model used to estimate several correlated binary… (More)
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Papers overview

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2018
2018
End-to-End Learning for the Deep Multivariate Probit Model
The multivariate probit model (MVP) is a popular classic model for studying binary responses of multiple entities. Nevertheless… (More)
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2012
2012
Multivariate Dynamic Probit Models : An Application to Financial Crises Mutation
In this paper we propose a multivariate dynamic probit model. Our model can be viewed as a non-linear VAR model for the latent… (More)
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2006
2006
Multivariate probit models for conditional claim-types
This paper considers statistical modeling of the types of claim in a portfolio of insurance policies. For some classes of… (More)
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2006
2006
Bayesian Inference for Ordinal Data Using Multivariate Probit Models
Multivariate ordinal data arise in many areas of applications. This paper proposes new efficient methodology for Bayesian… (More)
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Highly Cited
2006
Highly Cited
2006
Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation Discussion Papers
Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation We… (More)
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2005
2005
A MULTIVARIATE PROBIT LATENT VARIABLE MODEL FOR ANALYZING DICHOTOMOUS RESPONSES
We propose a multivariate probit model that is defined by a confirmatory factor analysis model with covariates for analyzing… (More)
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Highly Cited
2003
Highly Cited
2003
Multivariate probit regression using simulated maximum likelihood
We discuss the application of the GHK simulation method for maximum likelihood estimation of the multivariate probit regression… (More)
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Highly Cited
2001
Highly Cited
2001
Marginal Likelihood From the Metropolis-Hastings Output
This article provides a framework for estimating the marginal likelihood for the purpose of Bayesian model comparisons . The… (More)
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Review
1998
Review
1998
Analysis of multivariate probit models
This paper provides a practical simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the… (More)
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Review
1996
Review
1996
Bayesian Analysis of Multivariate Probit Models
This paper provides a uni ed simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate… (More)
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