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SemiParBIVProbit (version 3.2-7)

Semiparametric Bivariate Probit Modelling

Description

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

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Version

Install

install.packages('SemiParBIVProbit')

Monthly Downloads

164

Version

3.2-7

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

July 30th, 2013

Functions in SemiParBIVProbit (3.2-7)

NP.qu

Internal Function
SemiParBIVProbit.fit.post

Internal Function
EBNormal

Internal Function
AT

Average treatment effect of a binary endogenous variable
predict.SemiParBIVProbit

Prediction from fitted SemiParBIVProbit model
residuals.SemiParBIVProbit

Residuals
bprobgHsSS

Internal Function
print.summary.SemiParBIVProbit

Print a summary.SemiParBIVProbit object
copgHs

Internal Function
logLik.SemiParBIVProbit

Extract the log likelihood for a fitted SemiParBIVProbit
SemiParBIVProbit.fit

Internal Function
print.SemiParBIVProbit

Print a SemiParBIVProbit object
SemiParBIVProbitObject

Fitted SemiParBIVProbit object
SemiParBIVProbit-package

Semiparametric Bivariate Probit Modelling
bprobNRE

Internal Function
extraiterNP

Internal Function
summary.SemiParBIVProbit

SemiParBIVProbit summary
bprobgHs

Internal Function
print.AT

Print an AT object
sem.checks

Some convergence diagnostics
bprobNP

Internal Function
plot.SemiParBIVProbit

SemiParBIVProbit plotting
VuongClarke.bcm

Vuong and Clarke tests
LM.bpm

Lagrange Multiplier Test (Score Test)
working.comp

Internal Function
working.compNP

Internal Function
startSS

Internal Function
S.m

Internal Function
SemiParBIVProbit

Semiparametric Bivariate Probit Modelling