simmnp {bayesm}R Documentation

Simulate from Multinomial Probit Model

Description

simmvp simulates from the multinomial probit model.

Usage

simmnp(X, p, n, beta, sigma)

Arguments

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

Value

a list of

y n vector of multinomial (1, ...,p) outcomes
X Design matrix
beta coefficients
sigma covariance matrix

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 4.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

rmnpGibbs


[Package bayesm version 2.0-8 Index]