[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




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