Publication

2006 - Institute for Social and Economic Research, Colchester, England

Language

English

Word Count

6,500 words, Guess

Page Count

26 pages

Identifiers

Description

"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.

Subjects

Series Statement

  • ISER working paper -- 2006-16

Other Editions

  • Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimationInstitute for Social and Economic Research2006

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