Table 2.
mvprobit and bvpmvp(…) Comparison: Point Estimates, One Example (N=10,000, M=4, K=5; Estimated Standard Errors in Parentheses)
| Outcome | Covariate |
Mvprobit (draws=20) |
bvpmvp(…) |
| y1 | x1 | 0.3265 (.0448) | .3279 (.0446) |
| x2 | −0.3301 (.0447) | −.3314 (.0447) | |
| x3 | 0.3184 (.0447) | .3198 (.0449) | |
| x4 | −0.3902 (.0448) | −.3916 (.0447) | |
| Constant | 0.3901 (.0466) | .3909 (.0464) | |
| y2 | x1 | −0.4487 (.0456) | −.4487 (.0455) |
| x2 | 0.5624 (.0458) | .5620 (.0456) | |
| x3 | −0.3998 (.0457) | −.3977 (.0457) | |
| x4 | 0.4000 (.0456) | .3961 (.0457) | |
| Constant | −0.5086 (.0474) | −.5079 (.0474) | |
| y3 | x1 | 0.3102 (.0445) | .3151 (.0446) |
| x2 | 0.3846 (.0445) | .3875 (.0449) | |
| x3 | −0.3188 (.0446) | −.3206 (.0447) | |
| x4 | −0.3462 (.0446) | −.3496 (.0447) | |
| Constant | 0.3230 (.0463) | .3210 (.0463) | |
| y4 | x1 | 0.4567 (.0455) | .4573 (.0457) |
| x2 | −0.4438 (.0455) | −.4408 (.0457) | |
| x3 | −0.4489 (.0456) | −.4516 (.0457) | |
| x4 | 0.4555 (.0456) | .4499 (.0453) | |
| Constant | −0.4552 (.0472) | −.4524 (.0472) |