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SemiParBIVProbit (version 3.2-9)

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

3.2-9

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

November 29th, 2013

Functions in SemiParBIVProbit (3.2-9)

SemiParBIVProbit.fit.post

Internal Function
bprobgHsBB

Internal Function
bprobgHsSSPL

Internal Function
est.prev

Estimated overall prevalence from sample selection models
print.SemiParBIVProbit

Print a SemiParBIVProbit object
startSS

Internal Function
SemiParBIVProbit

Semiparametric Bivariate Probit Modelling
VuongClarke.bcm

Vuong and Clarke tests
adjCov

Adjustment for the covariance matrix of the parameter estimates from a fitted SemiParBIVProbit model
bprobgHs.NPRE

Internal Function
copgHs

Internal Function
extraiterNP

Internal Function
SemiParBIVProbitObject

Fitted SemiParBIVProbit object
sem.checks

Some convergence diagnostics
bprobgHsSS

Internal Function
bprobgHsSSBB

Internal Function
bprobgHs

Internal Function
print.summary.SemiParBIVProbit

Print a summary.SemiParBIVProbit object
working.compNP

Internal Function
plot.SemiParBIVProbit

SemiParBIVProbit plotting
EBNormal

Internal Function
gt.bpm

Gradient test
residuals.SemiParBIVProbit

Residuals
print.est.prev

Print an est.prev object
adjCovSD

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

Print an AT object
LM.bpm

Lagrange Multiplier Test (Score Test)
working.comp

Internal Function
bprobgHsPL

Internal Function
AT

Average treatment effect of a binary endogenous variable
bprobgHs.NRE

Internal Function
NP.qu

Internal Function
SemiParBIVProbit-package

Semiparametric Bivariate Probit Modelling
copgHsBB

Internal Function
predict.SemiParBIVProbit

Prediction from a fitted SemiParBIVProbit model
S.m

Internal Function
SemiParBIVProbit.fit

Internal Function
logLik.SemiParBIVProbit

Extract the log likelihood for a fitted SemiParBIVProbit
summary.SemiParBIVProbit

SemiParBIVProbit summary