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The logit and probit models have become critical parts of the management researcher's analytical arsenal, growing rapidly from almost no use in the 1980s to appearing in 15% of all articles published ...
Unfortunately, existing inferential procedures for correlated mixed probit models are computationally very intensive already for a moderate number of effects. Borrowing from the literature on large ...
Example 45.3: Probit Model with Likelihood function The data, taken from Lee (1974), consist of patient characteristics and a variable indicating whether cancer remission occured.
A general log likelihood specification is used in the MODEL statement, and the RANDOM statement defines the random effect U to have standard deviation SD and subject variable SUB. The REPLICATE ...
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