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bayesm

Bayesian Inference for Marketing/Micro-econometrics
Peter Rossi <perossichi@gmail.com>.
GPL (>= 2)
bayesm covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var), Bayes Seemingly Unrelated Regression (SUR), Binary and Ordinal Probit, Multinomial Logit (MNL) and Multinomial Probit (MNP), Multivariate Probit, Negative Binomial (Poisson) Regression, Multivariate Mixtures of Normals (including clustering), Dirichlet Process Prior Density Estimation with normal base, Hierarchical Linear Models with normal prior and covariates, Hierarchical Linear Models with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a Dirichlet Process prior and covariates, Hierarchical Negative Binomial Regression Models, Bayesian analysis of choice-based conjoint data, Bayesian treatment of linear instrumental variables models, and Analysis of Multivariate Ordinal survey data with scale usage heterogeneity (as in Rossi et al, JASA (01)). For further reference, consult our book, Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch.
Versions
Package Version Released
bayesm 2.2-5 2 years 24 weeks ago
bayesm 2.2-4 3 years 35 weeks ago
bayesm 2.2-3 4 years 11 weeks ago
bayesm 2.2-2
bayesm 2.1-3
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