英文文献:A New Estimator for Multivariate Binary Data
英文文献作者:Fu, Shengfei,Shonkwiler, John Scott
英文文献摘要:
This study proposes a new estimator for multivariate binary response data. This study considers binary responses as being generated from a truncated multivariate discrete distribution. Specifically the discrete normal probability mass function, which has support on all integers, is extended to a multivariate form. Truncating this point probability mass function below zero and above one results the multivariate binary discrete normal distribution. This distribution has a number of attractive properties. Monte Carlo simulation and empirical applications are performed to show the properties of this new estimator; comparisons are made to the traditional multivariate probit model.


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