A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit (Q1787589)
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scientific article; zbMATH DE number 6947708
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| English | A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit |
scientific article; zbMATH DE number 6947708 |
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A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit (English)
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5 October 2018
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bivariate probit
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recursive bivariate probit
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tetrachoric correlation
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Monte Carlo simulation
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0.8585775
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0.8511287
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0.8491788
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0.8406805
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0.8284852
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0.82419086
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0.8236803
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0.81911665
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0.81542885
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