Publication type
ISER Working Paper Series
Series Number
2006-16
Series
ISER Working Paper Series
Authors
Publication date
April 1, 2006
Abstract:
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: mvdraws 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.
Subject
Notes
working paper
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