how to estimate a probit model in matlab?

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Tmat 2020 年 9 月 28 日

編集済み: Seth Smith 2023 年 2 月 10 日

Hi, guys, suppose my data

is generated by the following model

, where

is the indicator function, and e follows a normal distribution with mean 0 and variance 1.

This is a probit model.

How to estimate β using maximum likelihood in matlab?

Thanks!

Seth Smith 2023 年 2 月 10 日

編集済み: Seth Smith 2023 年 2 月 10 日

"glmfit" is the fucntion you probably want. But the correct answer is use a better and cheaper tool than matlab.

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