how to estimate a probit model in matlab?
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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!
1 件のコメント
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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