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)
Wikipedia

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
The multivariate probit model (MVP) is a popular classic model for studying binary responses of multiple entities. Nevertheless… (More)
  • figure 1
  • figure 2
  • table 1
  • table 2
  • figure 3
Is this relevant?
2012
2012
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)
  • figure 1
  • table 1
  • table 2
  • table 3
  • table 4
Is this relevant?
2006
2006
This paper considers statistical modeling of the types of claim in a portfolio of insurance policies. For some classes of… (More)
  • table 1
  • table 2
  • table 3
  • table 4
  • table 6
Is this relevant?
2006
2006
Multivariate ordinal data arise in many areas of applications. This paper proposes new efficient methodology for Bayesian… (More)
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Is this relevant?
Highly Cited
2006
Highly Cited
2006
Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation We… (More)
Is this relevant?
2005
2005
We propose a multivariate probit model that is defined by a confirmatory factor analysis model with covariates for analyzing… (More)
  • table 1
  • table 2
  • table 3
Is this relevant?
Highly Cited
2003
Highly Cited
2003
We discuss the application of the GHK simulation method for maximum likelihood estimation of the multivariate probit regression… (More)
  • figure 1
  • figure 2
Is this relevant?
Highly Cited
2001
Highly Cited
2001
This article provides a framework for estimating the marginal likelihood for the purpose of Bayesian model comparisons . The… (More)
  • figure 1
  • table 1
  • figure 2
  • table 2
Is this relevant?
Review
1998
Review
1998
This paper provides a practical simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the… (More)
  • table 1
  • table 3
  • table 4
  • figure 1
Is this relevant?
Review
1996
Review
1996
This paper provides a uni ed simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate… (More)
  • figure 1
  • figure 2
  • table 1
  • table 2
  • table 3
Is this relevant?