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r-cran-bayesm

GNU R package for Bayesian inference

Description

The bayesm package covers many important models used in marketing and micro-econometrics applications. The package includes:

 * Bayes Regression (univariate or multivariate dep var)
 * Multinomial Logit (MNL) and Multinomial Probit (MNP)
 * Multivariate Probit,
 * Multivariate Mixtures of Normals
 * Hierarchical Linear Models with normal prior and covariates
 * Hierarchical Multinomial Logits with mixture of normals prior and
   covariates
 * Bayesian analysis of choice-based conjoint data
 * Bayesian treatment of linear instrumental variables models
 * Analyis of Multivariate Ordinal survey data with scale usage heterogeneity
   (as in Rossi et al, JASA (01)).

For further reference, consult the authors' book, _Bayesian Statistics and Marketing_ by Allenby, McCulloch and Rossi.

Homepage

http://www.perossi.org/home/bsm-1


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