[R-pkgs] mvProbit -- Multivariate Probit Models

From: Arne Henningsen <arne.henningsen_at_googlemail.com>
Date: Tue, 15 Nov 2011 22:50:32 +0100

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!


Arne Henningsen

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Received on Wed 16 Nov 2011 - 08:52:30 EST

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