simmvp: Simulate from Multivariate Probit Model
Description
simmvp
simulates from the multivariate probit model.Usage
simmvp(X, p, n, beta, sigma)
Arguments
X
n*p x length(beta) Design matrix
sigma
p x p covariance matrix
Value
- a list of
- yp*n vector of 0/1 binary 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 Rossi, Allenby and McCulloch, Chapter 4.
http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html