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SemiParBIVProbit (version 3.2-8)

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

95

Version

3.2-8

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

October 2nd, 2013

Functions in SemiParBIVProbit (3.2-8)

VuongClarke.bcm

Vuong and Clarke tests
gt.bpm

Gradient test
S.m

Internal Function
SemiParBIVProbit.fit.post

Internal Function
copgHs

Internal Function
NP.qu

Internal Function
summary.SemiParBIVProbit

SemiParBIVProbit summary
residuals.SemiParBIVProbit

Residuals
bprobgHs.NRE

Internal Function
predict.SemiParBIVProbit

Prediction from a fitted SemiParBIVProbit model
EBNormal

Internal Function
bprobgHs

Internal Function
working.comp

Internal Function
LM.bpm

Lagrange Multiplier Test (Score Test)
AT

Average treatment effect of a binary endogenous variable
print.AT

Print an AT object
sem.checks

Some convergence diagnostics
working.compNP

Internal Function
adjCovSD

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

Print a SemiParBIVProbit object
logLik.SemiParBIVProbit

Extract the log likelihood for a fitted SemiParBIVProbit
adjCov

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

Print a summary.SemiParBIVProbit object
SemiParBIVProbit.fit

Internal Function
bprobgHs.NPRE

Internal Function
SemiParBIVProbitObject

Fitted SemiParBIVProbit object
SemiParBIVProbit-package

Semiparametric Bivariate Probit Modelling
extraiterNP

Internal Function
plot.SemiParBIVProbit

SemiParBIVProbit plotting
bprobgHsSS

Internal Function
startSS

Internal Function
SemiParBIVProbit

Semiparametric Bivariate Probit Modelling