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bayesm (version 2.0-9)

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
n
number of observations
beta
coefficient vector
sigma
(p-1) x (p-1) covariance matrix

Value

  • a list of
  • yn vector of multinomial (1, ...,p) outcomes
  • XDesign matrix
  • betacoefficients
  • sigmacovariance matrix

concept

  • simulation
  • probit
  • mnp

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 Rossi, Allenby and McCulloch, Chapter 4. http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html

See Also

rmnpGibbs