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 commentaire
Seth Smith
le 10 Fév 2023
Modifié(e) : Seth Smith
le 10 Fév 2023
"glmfit" is the fucntion you probably want. But the correct answer is use a better and cheaper tool than matlab.
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