Date: Tue, 12 Aug 2003 16:49:43 -0400
Reply-To: Ting Zhu <tzhu@ANDREW.CMU.EDU>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Ting Zhu <tzhu@ANDREW.CMU.EDU>
Organization: Carnegie Mellon, Pittsburgh, PA
Subject: multivariate probit
Content-Type: TEXT/PLAIN; charset=US-ASCII
Thanks for the help. But my question is about the multivariate model
instead of multinomial model. In other words, there are multiple
dependent variables in my model and I have to use multivariate normal
distriubtion to get the MLE. I used to use NLP to maximize the likelihood
function written by myself, but it is too slow...
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