surbayes-package: surbayes: Bayesian Analysis of Seemingly Unrelated Regression...
In surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models
Description
Implementation of the direct Monte Carlo approach of
Zellner and Ando (2010) <doi:10.1016/j.jeconom.2010.04.005>
to sample from posterior of
Seemingly Unrelated Regression (SUR) models. In
addition, a Gibbs sampler is implemented that allows
the user to analyze SUR models using the power prior.
See Also
Useful links:
surbayes documentation built on Aug. 26, 2020, 5:16 p.m.
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Description
Implementation of the direct Monte Carlo approach of Zellner and Ando (2010) <doi:10.1016/j.jeconom.2010.04.005> to sample from posterior of Seemingly Unrelated Regression (SUR) models. In addition, a Gibbs sampler is implemented that allows the user to analyze SUR models using the power prior.
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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