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Siliang Zhang edited this page Sep 27, 2022
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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.
- 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.
## 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")
Check two examples in