how to estimate a probit model in matlab?

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Tmat on 28 Sep 2020

Edited: Seth Smith on 10 Feb 2023

Hi, guys, suppose my data

is generated by the following model

, where

is the indicator function, and e follows a normal distribution with mean 0 and variance 1.

This is a probit model.

How to estimate β using maximum likelihood in matlab?

Thanks!

Seth Smith on 10 Feb 2023

Edited: Seth Smith on 10 Feb 2023

"glmfit" is the fucntion you probably want. But the correct answer is use a better and cheaper tool than matlab.

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