Yong Wang
2008-Oct-28 02:26 UTC
[R] help on package or code for simutaneous equation probit(logit) model
Dear List I am trying to fit a simutaneous equation logit model. i.e., the response variables of the structured equations are binomial, I am not sure if systemfit can do this job. A google search doesn't yield too much helpful information. Your knowledge on any other packages or codes are appreciated. Thanks will
Arne Henningsen
2008-Oct-28 08:05 UTC
[R] help on package or code for simutaneous equation probit(logit) model
On Tuesday 28 October 2008 03:26:31, Yong Wang wrote:> Dear List > I am trying to fit a simutaneous equation logit model. i.e., the > response variables of the structured equations are binomial, I am not > sure if systemfit can do this job.No, systemfit cannot do this.> A google search doesn't yield too > much helpful information. Your knowledge on any other packages or > codes are appreciated.I know that the VGAM package (on CRAN) can estimate bivariate probit models, but I don't know if it can estmate also multivariate logit models. Arne -- Arne Henningsen http://www.arne-henningsen.name