simmnp {bayesm} | R Documentation |
simmvp
simulates from the multinomial probit model.
simmnp(X, p, n, beta, sigma)
X |
n*(p-1) x length(beta) Design matrix |
p |
number of choice alternatives |
n |
number of observations |
beta |
coefficient vector |
sigma |
(p-1) x (p-1) covariance matrix |
a list of
y |
n vector of multinomial (1, ...,p) outcomes |
X |
Design matrix |
beta |
coefficients |
sigma |
covariance matrix |
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.
For further discussion, see Bayesian Statistics and Marketing
by Allenby, McCulloch, and Rossi, Chapter 4.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html