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mvprobit and bvpmvp(…) Comparison: Point Estimates, One Example (N=10,000, M=4, K=5; Estimated Standard Errors in Parentheses)
| R |
Mvprobit (draws=20) |
bvpmvp(…) |
| ρ12 | .3190 (.0158) | .3308 (.0159) |
| ρ13 | .4942 (.0134) | .5073 (.0134) |
| ρ14 | .2766 (.0160) | .2872 (.0161) |
| ρ23 | .3356 (.0156) | .3424 (.0158) |
| ρ24 | .2000 (.0163) | .2034 (.0167) |
| ρ34 | .3059 (.0157) | .3086 (.0160) |
