[R-pkgs] mvProbit -- Multivariate Probit Models
arne.henningsen at googlemail.com
Tue Nov 15 22:50:32 CET 2011
Dear R users,
I am happy to announce the initial release of the "mvProbit" package
on CRAN (version 0.1-0). This package provides tools for econometric
analysis with Multivariate Probit Models. While these models can be
estimated also by several other statistical software packages (e.g.
LIMDEP/NLOGIT, STATA), "mvProbit" is much more flexible and powerful
in calculating marginal effects. To my best knowledge, "mvProbit" is
the only statistical software package that can calculate various
marginal effects including their standard errors at arbitrary
user-defined values of the explanatory (and dependent) variables (e.g.
at all observations or at the sample mean): marginal effects on the
unconditional expectations of the dependent variables and marginal
effects on the conditional expectations of each dependent variable at
all possible combinations of the other dependent variables. Feedback
is very welcome!
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