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mvreprobit
is an R package for estimating multivariate random-effect probit models using efficient Gibbs sampling procedures.
The mvreprobit
R package contains code associated with the article
Steele, F., Zhang, S., Grundy, E., and Burchardt, T. (2022). Longitudinal analysis of exchanges of support between parents and children in the UK.
mvreprobit
?
Why - Efficient. Tailored code to handle random effects sampling and sampling of correlation matrix parameters.
- A general algorithm which can handle a range of random effect probit models and can be extended easily.
- Concise code with pure R.
mvreprobit
package from GitHub
Install the ## install required packages
required_packages <- c("remotes", "truncnorm", "mvtnorm", "MCMCpack", "matrixcalc")
new_packages <- required_packages[!(required_packages %in% installed.packages()[,"Package"])]
if(length(new_packages)) install.packages(new_packages)
remotes::install_github("slzhang-fd/mvreprobit")
Usage
Check two examples in