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Dear List
 
Many thanks to those who responded to my question about coding up a multivariate probit model. 
 
Please see the responses below.
 
Kind Regards
 
Natalia 
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Response from Simon Jackman [[log in to unmask]]:

 

there are other packages out there for doing MNP via MCMC, outside of WinBUGS, e.g., the mnp package in R. 

-- simon 

 

Response from Samuel Mwalili [[log in to unmask]]:

 

 

I think this is possible via WBDev (WinBUGS Develoment) by writing a program in Blackbox. I have written different programs in WBDev but I know the full conditionals can be programmed in Blackbox and then called back to WinBUGS. This involves Pascal like programming, for more details see WBDev in WinBUGS website.

Samuel.

 
 
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Original Question:
 
Dear List
 
Does anyone have a usable code for setting up in BUGS a multivariate probit as a recursive set of equations (ie via steps of univariate conditional normal distributions)?  I need to fit a 4-variate probit model.
 
Thank you in advance
 
Natalia
Dr Natalia Isachenkova 
Faculty of Business & Law
Kingston University, UK
Tel: +44(0) 20 8547 8206 

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