There are many cases with categorical data, the bivariate probit model is the model used in the case that two categorical response variables are correlated. The predictor variables are discrete and continuous variables. This paper focuses to discuss about theory and parameters estimation of bivariate probit model. The parameter estimation method used is Maximum Likelihood Estimation (MLE), but the results obtained don't produce a closed form, so the solution must use numerical iteration. The numerical iteration method used in this study is the BHHH (Berndt, Hall, Hall, Hausman) iteration method. The test statistic used for simultaneous testing is the Likelihood Ratio Test (LRT). The model was tested simultaneously to test whether all predictor variables had a significant effect on the response variable or at least one predictor variable had a significant effect on the response variable. Partial test was conducted to test the significance of each predictor variables on the response variables. The goodness of the model uses the Akaike Information Criterion (AIC) value.
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7 June 2024
THE 3RD INTERNATIONAL CONFERENCE ON NATURAL SCIENCES, MATHEMATICS, APPLICATIONS, RESEARCH, AND TECHNOLOGY (ICON-SMART2022): Mathematical Physics and Biotechnology for Education, Energy Efficiency, and Marine Industries
3–4 June 2022
Kuta, Indonesia
Research Article|
June 07 2024
Parameters estimation and hypothesis testing of bivariate probit models with BHHH iteration
Kartini;
Kartini
a)
Department of Statistics, Faculty of Science and Data Analytics, Sepuluh Nopember Institute of Technology (ITS)
, Surabaya, Indonesia
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Vita Ratnasari;
Vita Ratnasari
b)
Department of Statistics, Faculty of Science and Data Analytics, Sepuluh Nopember Institute of Technology (ITS)
, Surabaya, Indonesia
b)Corresponding author: [email protected]
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Santi Puteri Rahayu
Santi Puteri Rahayu
c)
Department of Statistics, Faculty of Science and Data Analytics, Sepuluh Nopember Institute of Technology (ITS)
, Surabaya, Indonesia
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Kartini
a)
Vita Ratnasari
b)
Santi Puteri Rahayu
c)
Department of Statistics, Faculty of Science and Data Analytics, Sepuluh Nopember Institute of Technology (ITS)
, Surabaya, Indonesia
AIP Conf. Proc. 3132, 020017 (2024)
Citation
Kartini, Vita Ratnasari, Santi Puteri Rahayu; Parameters estimation and hypothesis testing of bivariate probit models with BHHH iteration. AIP Conf. Proc. 7 June 2024; 3132 (1): 020017. https://doi.org/10.1063/5.0212215
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