simmnp: Simulate from Multinomial Probit Model
Description
simmvp
simulates from the multinomial probit model.Usage
simmnp(X, p, n, beta, sigma)
Arguments
X
n*(p-1) x length(beta) Design matrix
p
number of choice alternatives
sigma
(p-1) x (p-1) covariance matrix
Value
- a list of
- yn vector of multinomial (1, ...,p) outcomes
- XDesign matrix
- betacoefficients
- sigmacovariance matrix
Warning
This routine is a utility routine that does not check the
input arguments for proper dimensions and type.References
For further discussion, see Bayesian Statistics and Marketing
by Allenby, McCulloch, and Rossi, Chapter 4.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html