Estimating a generalized correlation coefficient for a generalized bivariate probit model

DOI10.1016/J.JECONOM.2007.01.012zbMATH Open1418.62423OpenAlexW2064188936MaRDI QIDQ289201FDOQ289201

Yahong Zhou, Songnian Chen

Publication date: 27 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.012

zbMATH Keywords

dependence measuresbivariate probitgeneralized correlation coefficient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cites Work

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Cited In (4)

• A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit
• Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models
• Probability inequalities in multivariate distributions
• Bias corrected estimation for generalized probit regression with covariate measurement error and censored responses

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