Learn R Programming
⚠️There's a newer version (3.8-2) of this package.Take me there.

SemiParBIVProbit (version 3.2-11)

Semiparametric Bivariate Probit Modelling

Description

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

Copy Link

Version

Install

install.packages('SemiParBIVProbit')

Monthly Downloads

164

Version

3.2-11

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

July 2nd, 2014

Functions in SemiParBIVProbit (3.2-11)

AT

Average treatment effect of a binary endogenous variable
SemiParBIVProbit.fit.post

Internal Function
logLik.SemiParBIVProbit

Extract the log likelihood for a fitted SemiParBIVProbit
S.m

Internal Function
adjCovSD

Adjustment for the covariance matrix of the parameter estimates from a SemiParBIVProbit model fitted to complex survey data.
bprobgHs

Internal Function
working.comp

Internal Function
gt.bpm

Gradient test
predict.SemiParBIVProbit

Prediction from a fitted SemiParBIVProbit model
bprobgHsSS

Internal Function
S.mPL

Internal Function
copgHsBB

Internal Function
VuongClarke.bcm

Vuong and Clarke tests
bprobgHsSSBB

Internal Function
residuals.SemiParBIVProbit

Residuals
SemiParBIVProbit.fit

Internal Function
SemiParBIVProbitObject

Fitted SemiParBIVProbit object
summary.SemiParBIVProbit

SemiParBIVProbit summary
est.prev

Estimated overall prevalence from sample selection models
adjCov

Adjustment for the covariance matrix of the parameter estimates from a fitted SemiParBIVProbit model
print.AT

Print an AT object
SemiParBIVProbit

Semiparametric Bivariate Probit Modelling
print.est.prev

Print an est.prev object
bprobgHsPL

Internal Function
bprobgHsSSPL

Internal Function
startSS

Internal Function
print.summary.SemiParBIVProbit

Print a summary.SemiParBIVProbit object
print.SemiParBIVProbit

Print a SemiParBIVProbit object
bprobgHsBB

Internal Function
LM.bpm

Lagrange Multiplier Test (Score Test)
copgHs

Internal Function
sem.checks

Some convergence diagnostics
SemiParBIVProbit-package

Semiparametric Bivariate Probit Modelling
plot.SemiParBIVProbit

SemiParBIVProbit plotting