bayesm (version 3.1-6)

Scotch: Survey Data on Brands of Scotch Consumed

Description

Data from Simmons Survey. Brands used in last year for those respondents who report consuming scotch.

Usage

data(Scotch)

Format

A data frame with 2218 observations on 21 brand variables.
All variables are numeric vectors that are coded 1 if consumed in last year, 0 if not.

References

Chapter 4, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

Examples

data(Scotch)
cat(" Frequencies of Brands", fill=TRUE)
mat = apply(as.matrix(Scotch), 2, mean)
print(mat)


## use Scotch data to run Multivariate Probit Model
if(0) {
  y = as.matrix(Scotch)
  p = ncol(y)
  n = nrow(y)
  dimnames(y) = NULL
  y = as.vector(t(y))
  y = as.integer(y)
  I_p = diag(p)
  X = rep(I_p,n)
  X = matrix(X, nrow=p)
  X = t(X)
  
  R = 2000
  Data = list(p=p, X=X, y=y)
  Mcmc = list(R=R)
  
  set.seed(66)
  out = rmvpGibbs(Data=Data, Mcmc=Mcmc)
  
  ind = (0:(p-1))*p + (1:p)
  cat(" Betadraws ", fill=TRUE)
  mat = apply(out$betadraw/sqrt(out$sigmadraw[,ind]), 2 , quantile, 
        probs=c(0.01, 0.05, 0.5, 0.95, 0.99))
  attributes(mat)$class = "bayesm.mat"
  summary(mat)
  
  rdraw = matrix(double((R)*p*p), ncol=p*p)
  rdraw = t(apply(out$sigmadraw, 1, nmat))
  attributes(rdraw)$class = "bayesm.var"
  cat(" Draws of Correlation Matrix ", fill=TRUE)
  summary(rdraw)
}