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SemiParBIVProbit (version 3.2-1)

Semiparametric Bivariate Probit Modelling

Description

Routine for fitting bivariate probit models with semiparametric predictors (including linear, nonlinear and nonparametric random effects) in the presence of correlated error equations, endogeneity or sample selection.

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Version

Install

install.packages('SemiParBIVProbit')

Monthly Downloads

95

Version

3.2-1

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

May 16th, 2012

Functions in SemiParBIVProbit (3.2-1)

bprobNP

Internal Function
adjCov

Adjustment for the covariance matrix of the parameter estimates from a fitted SemiParBIVProbit model
SemiParBIVProbit.fit.post

Internal Function
residuals.SemiParBIVProbit

Residuals
VuongClarke.bcm

Vuong and Clarke tests
SemiParBIVProbit-package

Semiparametric Bivariate Probit Modelling
logLik.SemiParBIVProbit

Extract the log likelihood for a fitted SemiParBIVProbit
summary.SemiParBIVProbit

SemiParBIVProbit summary
gt.bpm

Gradient test
print.summary.SemiParBIVProbit

Print a summary.SemiParBIVProbit object
LM.bpm

Lagrange Multiplier Test (Score Test)
est.prev

Estimated overall prevalence from sample selection models
SemiParBIVProbitObject

Fitted SemiParBIVProbit object
SemiParBIVProbit.fit1

Internal Function
sem.checks

Some convergence diagnostics
copgHs

Internal Function
copgHsBB

Internal Function
SemiParBIVProbit.fit

Internal Function
working.comp3

Internal Function
startSS

Internal Function
bprobgHsPO

Internal Function
S.m

Internal Function
SemiParBIVProbit

Semiparametric Bivariate Probit Modelling
pen

Internal Function
adjCovSD

Adjustment for the covariance matrix from a SemiParBIVProbit model fitted to complex survey data.
print.AT

Print an AT object
working.comp

Internal Function
bprobgHsSS

Internal Function
InfCr

Information Criteria
bprobNP.H

Internal Function
bprob

Internal Function
bprobgHsSSBB

Internal Function
print.SemiParBIVProbit

Print a SemiParBIVProbit object
predict.SemiParBIVProbit

Prediction from a fitted SemiParBIVProbit model
AT

Average treatment effect of a binary endogenous variable
penPL

Internal Function
bprobgHs

Internal Function
bprobSS

Internal Function
print.est.prev

Print an est.prev object
mb

Nonparametric (worst-case) Manski's bounds
bprobgHsPL

Internal Function
spS

Internal Function
bprobgHsSSPL

Internal Function
working.comp1

Internal Function
working.compNP

Internal Function
bprobgHsBB

Internal Function
print.mb

Print an mb object
plot.SemiParBIVProbit

SemiParBIVProbit plotting
S.mPL

Internal Function
bprobSSH

Internal Function
bprobH

Internal Function
bprobgHs.NRE

Internal Function
extraiterNP

Internal Function
NP.qu

Internal Function
bprobNRE

Internal Function
bprobgHs.NPRE

Internal Function
EBNormal

Internal Function