bayes.probit {LearnBayes}R Documentation

Simulates from a probit binary response regression model using data augmentation and Gibbs sampling

Description

Gives a simulated sample from the joint posterior distribution of the regression vector for a binary response regression model with a probit link and a noninformative prior.

Usage

bayes.probit(y,X,m)

Arguments

y vector of binary responses
X covariate matrix
m number of simulations desired

Value

matrix of simulated draws of regression vector beta where each row corresponds to one draw

Author(s)

Jim Albert

Examples

response=c(0,1,0,0,0,1,1,1,1,1)
covariate=c(1,2,3,4,5,6,7,8,9,10)
X=cbind(1,covariate)
m=1000
s=bayes.probit(response,X,m)

[Package LearnBayes version 1.0 Index]