[R-pkgs] bayesm: a package for Bayesian infererence for Marketing/Micro-Econometrics
Peter E. Rossi
peter.rossi at gsb.uchicago.edu
Sat Apr 16 15:14:15 CEST 2005
We are pleased to announce the release of version 0.0 of bayesm on CRAN.
bayesm covers many important models used in marketing
and micro-econometrics applications.
The package includes:
Bayes Regression (univariate or multivariate dep var)
Multinomial Logit
Multinomial and Multivariate Probit
Multivariate Mixtures of Normals
Hierarchical Linear Models with a normal prior and covariates
Hierarchical Multinomial Logits with mixture of normals prior
Bayesian analysis of choice-based conjoint data
Bayesian treatment of linear instrumental variables models
Analyis of Multivariate Ordinal survey data with scale usage heterogeneity
after installing the package, use help.search("mcmc") to display
the key functions.
bayem implements the models discussed in our book, Bayesian Statistics and Marketing
To view a draft of the book visit
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html
We would very much appreciate any comments/errors/suggestions for future development.
................................
Peter E. Rossi
Joseph T. Lewis Professor of Marketing and Statistics
Editor, Quantitative Marketing and Economics
Rm 360, Graduate School of Business, U of Chicago
5807 S. Woodlawn Ave, Chicago IL 60637
Tel: (773) 702-7513 | Fax: (773) 834-2081
peter.rossi at ChicagoGsb.edu
WWW: http://ChicagoGsb.edu/fac/peter.rossi
SSRN: http://ssrn.com/author=22862
QME: http://www.kluweronline.com/issn/1570-7156
More information about the R-packages
mailing list