Forum: mvProbit released on CRAN

Posted by: Arne Henningsen
Date: 2011-11-15 21:46
Summary: mvProbit released on CRAN
Project: sampleSelection: Limited Dependent Vari.

Development Status : 4 - Beta
Intended Audience : Developers : End Users/Desktop
License : GNU General Public License (GPL)
Natural Language : English
Operating System : OS Independent
Programming Language : R
Topic : Microeconometrics : Regression Models : Linear and Generalized Linear Models

Content:

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!

/Arne

Latest News

sampleSelection 1.0 released

Arne Henningsen - 2014-07-01 06:15 -

Tutorial "Using R for Agricultural Economics Research"

Arne Henningsen - 2014-05-15 12:13 -

Package 'stargazer' supports sampleSelection models

Arne Henningsen - 2013-09-13 09:58 -

mvProbit used in research paper

Arne Henningsen - 2012-08-30 07:51 -

sampleSelection 0.7-0 released

Ott Toomet - 2012-03-04 19:15 -

...

Submit News

Monitor Forum |

Start New Thread