In this paper, a multivariate fundamental skew probit (MFSP) model is used to model correlated ordinal responses which are constructed from the multivariate fundamental skew normal (MFSN) distribution originate to the greater flexibility of MFSN. To achieve an appropriate VC structure for reaching reliable statistical inferences, many types of variance covariance (VC) structures are considered ...

In this paper, multivariate skew-normal distribution is em- ployed for analyzing an outcome based dropout model for repeated mea- surements with non-random dropout in skew regression data sets. A probit regression is considered as the conditional probability of an ob- servation to be missing given outcomes. A simulation study of using the proposed methodology and comparing it with a semi-parame...

Deprivation scales derived from multiple, typically dichotomous, indicators, are increasingly being used to measure households’ standards of living, and to complement poverty measures based on low income. We propose a type of multivariate probit model that generalizes the classical measurement model underlying the deprivation scale approach, allowing for heterogeneity and explicitly recognizing...

This study investigates the politico-economic determinants of the crowding-in effects of public investments in a cross-section of 25 developing countries for the 1975-2000 period using multivariate probit analysis. The estimation results show that public fixed capital investments may crowd in private investments, but this still depends on the developments in the economic, political, and legal e...

We discuss the application of the GHK simulation method for maximum likelihood estimation of the multivariate probit regression model and describe and illustrate a Stata program mvprobit for this purpose.

Based on a unique firm-level data set from the German manufacturing sector, this paper disentangles environmental and non-environmental product and process innovations. The multivariate probit analysis shows that the various innovation types are determined by different factors. The estimation results suggest a policy mix which comprises the encouragement of R&D activities, certified management ...

The current paper proposes the use of the multivariate skew-normal distribution function to accommodate non-normal mixing in cross-sectional and panel multinomial probit (MNP) models. The combination of skew-normal mixing and the MNP kernel lends itself nicely to estimation using Bhat’s (2011) maximum approximate composite marginal likelihood (MACML) approach. Simulation results for the cross-s...

This study analyzes Chinese consumer behavior across different retail food store formats and how household demographics affect shopping behavior. A multivariate probit model with four categories of retail food store formats (wet markets, small grocery stores, super markets, and hypermarkets) in Qingdao, China is estimated. The results indicate that the new hypermarkets are substitutes for super...

For the analysis of caries experience in seven year old children we explored the association between the presence or absence of caries experience among different deciduous molars within each child. Some of the observed high associations have an etiological basis (e.g., between symmetrically opponent molars), while others (diagonally opponent molars) are assumed to be the result of the transitiv...