MNP: R Package for Fitting the Multinomial Probit Model

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MNP is a publicly available R package that fits the Bayesian multinomial probit model via Markov chain Monte Carlo. The multinomial probit model is often used to analyze the discrete choices made by individuals recorded in survey data. Examples where the multinomial probit model may be useful include the analysis of product choice by consumers in market research and the analysis of candidate or party choice by voters in electoral studies. The MNP software can also fit the model with different choice sets for each individual, and complete or partial individual choice orderings of the available alternatives from the choice set. The estimation is based on the efficient marginal data augmentation algorithm that is developed by Imai and van Dyk (2005). ``A Bayesian Analysis of the Multinomial Probit Model Using the Data Augmentation,'' Journal of Econometrics, Vol. 124, No. 2 (February), pp. 311-334. Detailed examples are given in Imai and van Dyk (2005). ``MNP: R Package for Fitting the Multinomial Probit Model.'' Journal of Statistical Software, Vol. 14, No. 3 (May), pp. 1-32.

Author
Kosuke Imai <kimai@princeton.edu>, David A. van Dyk <dvd@uci.edu>.
Date of publication
2013-06-09 20:16:42
Maintainer
Kosuke Imai <kimai@princeton.edu>
License
GPL (>= 2)
Version
2.6-4
URLs

View on CRAN

Man pages

coef.mnp
Extract Multinomial Probit Model Coefficients
cov.mnp
Extract Multinomial Probit Model Covariance Matrix
detergent
Detergent Brand Choice
japan
Voters' Preferences of Political Parties in Japan (1995)
mnp
Fitting the Multinomial Probit Model via Markov chain Monte...
predict.mnp
Posterior Prediction under the Bayesian Multinomial Probit...
summary.mnp
Summarizing the results for the Multinomial Probit Models

Files in this package

MNP
MNP/MD5
MNP/src
MNP/src/vector.h
MNP/src/vector.c
MNP/src/subroutines.h
MNP/src/subroutines.c
MNP/src/rand.h
MNP/src/rand.c
MNP/src/Makevars
MNP/src/MNP.c
MNP/man
MNP/man/summary.mnp.Rd
MNP/man/predict.mnp.Rd
MNP/man/mnp.Rd
MNP/man/japan.Rd
MNP/man/detergent.Rd
MNP/man/cov.mnp.Rd
MNP/man/coef.mnp.Rd
MNP/data
MNP/data/japan.txt.gz
MNP/data/detergent.txt.gz
MNP/R
MNP/R/ymatrix.mnp.R
MNP/R/xmatrix.mnp.R
MNP/R/summary.mnp.R
MNP/R/print.summary.mnp.R
MNP/R/print.mnp.R
MNP/R/predict.mnp.R
MNP/R/onAttach.R
MNP/R/mnp.R
MNP/R/cov.mnp.R
MNP/R/coef.mnp.R
MNP/NAMESPACE
MNP/MNP.pdf
MNP/DESCRIPTION