Multivariate longitudinal ordinal data are often involved in studies with each individual having more than one measure. However, due to complicated correlation structures within and no explicit likelihood functions, analyzing multivariate is quite challenging. In this paper, Markov chain Monte Carlo (MCMC) sampling methods developed analyze by extending probit (MVP) models for univariate multip...

This paper studies the importance of employer-specific determinants in escaping low earnings in Germany. To address the initial conditions problem and the endogeneity of employer retention, we model (intra-firm) low-pay transitions using a multivariate Probit model that accounts for selection into low-wage employment and non-random employer drop-out. Using data from the LIAB Linked Employer–Emp...

In the present paper a mixed approach is proposed for the simulta neously estimation of regression and correlation structure parameters in multivariate probit models using generalized estimating equations for the former and pseudo score equations for the latter The nite sample proper ties of the corresponding estimators are compared to estimators proposed by Qu Williams Beck and Medendorp and Q...

This paper investigates factors affecting the demand for marijuana, cocaine and heroin in Australia using micro-unit data from a national survey. Accounting for cross-commodity correlation potentially induced by unobserved personal characteristics such as tastes and addictive personalities, we estimate a trivariate probit model where the participation decisions for all drugs are jointly modelle...

In the present paper a mixed approach is proposed for the simultaneously estimation of regression and correlation structure parameters in multivariate probit models using generalized estimating equations for the former and pseudo-score equations for the latter. The nite sample properties of the corresponding estimators are compared to estimators proposed by Qu, Williams, Beck and Medendorp (199...

Since it is common among households to use more than one form of microinsurance, this paper estimates the uptake of different kinds of microinsurance by the same population. We use a multivariate probit model, which examines the participation in the different forms of insurance simultaneously. By doing this, we can establish whether participation patterns in different types of microinsurance op...