coef.mnp

<code>coef.mnp</code> is a function which extracts multinomial probit model
coefficients from ojbects returned by <code>mnp</code>. <code>coefficients.mnp</code> is
an alias for it. <code>coef</code> method for class <code>mnp</code>.

methods

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 package 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.
<doi:10.1016/j.jeconom.2004.02.002> 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. <doi:10.18637/jss.v014.i03>.

Kosuke Imai

Fitting the Multinomial Probit Model

David van Dyk

Hubert Jin

coef.mnp function

<dl><dt>object</dt>
<dd>An output object from <code>mnp</code>.</dd>
<dt>subset</dt>
<dd>A scalar or a numerical vector specifying the row number(s) of
<code>param</code> in the output object from <code>mnp</code>. If specified, the
posterior draws of coefficients for those rows are extracted. The default is
<code>NULL</code> where all the posterior draws are extracted.</dd>
<dt>...</dt>
<dd>further arguments passed to or from other methods.</dd></dl>

Arguments

Kosuke Imai, Department of Government and Department of Statistics, Harvard University
<a href="/link/kimai%40Princeton.Edu?package=MNP&version=3.1-5" data-mini-rdoc="MNP::kimai@Princeton.Edu">kimai@Princeton.Edu</a>

Author

Extract Multinomial Probit Model Coefficients — coef.mnp

<dl>

<dt>object</dt>
<dd>An output object from <code>mnp</code>.</dd>


<dt>subset</dt>
<dd>A scalar or a numerical vector specifying the row number(s) of
<code>param</code> in the output object from <code>mnp</code>. If specified, the
posterior draws of coefficients for those rows are extracted. The default is
<code>NULL</code> where all the posterior draws are extracted.</dd>


<dt>...</dt>
<dd>further arguments passed to or from other methods.</dd>

</dl>

Kosuke Imai, Department of Government and Department of Statistics, Harvard University
<a href='mailto:kimai@Princeton.Edu'>kimai@Princeton.Edu</a>

coef.mnp: Extract Multinomial Probit Model Coefficients

Description

Usage

Value

Arguments

Author

See Also