[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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