simmnp {bayesm} | R Documentation

## Simulate from Multinomial Probit Model

### Description

`simmvp` simulates from the multinomial probit model.

### Usage

    simmnp(X, p, n, beta, sigma)

### Arguments

`X` | n*(p-1) x length(beta) Design matrix
`p` | number of choice alternatives
`n` | number of observations
`beta` | coefficient vector
`sigma` | (p-1) x (p-1) covariance matrix

### Value

a list of

`y` | n vector of multinomial (1, ...,p) outcomes
`X` | Design matrix
`beta` | coefficients
`sigma` | covariance matrix

### Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

### Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

### References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 4.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

### See Also

`rmnpGibbs`

[Package bayesm version 2.0-8 Index]