Pairwise likelihood inference for the multivariate ordered probit model

01/29/2019

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by   Martina Bravo, et al.

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This paper provides a closed form expression for the pairwise score vector for the multivariate ordered probit model. This result has several implications in likelihood-based inference. It is indeed used both to speed-up gradient based optimization routines for point estimation, and to provide a building block to compute standard errors and confidence intervals by means of the Godambe matrix.