Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
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Author
Publication
2006 - Institute for Social and Economic Research, Colchester, England
Language
English
Word Count
6,500 words, Guess
Page Count
26 pages
Identifiers
- Open LibraryOL60431450M
- OCLC Control Number1193248406
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.
Series Statement
- ISER working paper -- 2006-16
Other Editions
- Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
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