[Limdep Nlogit List] Binary probit
Steven Yen
syen at utk.edu
Sat Nov 4 06:16:00 EST 2006
I would like to estimate the binary probit model without setting the
scale parameter (s) to unity. The likelihood contributions would be
CDF(-x'b/s) and CDF(x'b/s). Any suggestions as to other
identification restrictions to make the parameter estimates unique? I
was told the Bayesian do it, but I have not identified a proper
reference. Any lead would be appreciated.
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