Dear Charlie, The multinomial probit model estimates the covariance matrix of the latent variables in addition to the coefficents. In your case with 5 alternatives, there are 9 parameters in the covariance matrix. This means that even if you only have intercepts in your model (no covariate), you will have a total of 13 parameters to estimate with only 28 data points. If you still want to fit the model, you need an informative prior. The default prior is quite diffuse, and so you need to adjust p.var, p.df, and p.scale arguments in mnp(). See the full documentation available at http://www.princeton.edu/~kimai/research/MNP.html and the paper for more details and examples:
Imai, Kosuke, and David A. van Dyk. (2005). ``A Bayesian Analysis of the Multinomial Probit Model Using Marginal Data Augmentation.'' Journal of Econometrics, Vol. 124, No. 2 (February), pp. 311-334. Hope this helps, Kosuke --------------------------------------------------------- Kosuke Imai Office: Corwin Hall 041 Assistant Professor Phone: 609-258-6601 Department of Politics eFax: 973-556-1929 Princeton University Email: [EMAIL PROTECTED] Princeton, NJ 08544-1012 http://www.princeton.edu/~kimai --------------------------------------------------------- > From: Charlie Sprenger <[EMAIL PROTECTED]> > Date: December 3, 2004 4:09:19 AM CST > To: [EMAIL PROTECTED] > Subject: [R] multinomial probit > Reply-To: Charlie Sprenger <[EMAIL PROTECTED]> > > Hello All, > > I'm trying to run a multinomial probit on a dataset with 28 data > points and five levels (0,1,2,3,4) in the latent choice involving > response variable. > > I downloaded the latest mnp package to run the regression. It starts > the calculation and then crashes the rpogram. I wish I could give the > error message but it literally shuts down R without a warning. > > I'm using the R that's been ported to OS X. Is it possible that there > are RAM restrictions and that when something computationally heavy > goes through the program is cut off? > > As well, is there actually a "probit" method for polr from nnet > package? > > All help appreciated as masters thesis topics are due soon. > > Charlie Sprenger > UCL - student > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > -- Andrew D. Martin, Ph.D. Department of Political Science Washington University Campus Box 1063 One Brookings Drive St. Louis, MO 63130 (314) 935-5863 (Office) (314) 753-8377 (Cell) (314) 935-5856 (Fax) Office: Eliot Hall 326 Email: [EMAIL PROTECTED] WWW: http://adm.wustl.edu ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
