[R] help on package or code for simutaneous equation probit(logit) model

Arne Henningsen arne.henningsen at googlemail.com
Tue Oct 28 09:05:16 CET 2008

On Tuesday 28 October 2008 03:26:31, Yong Wang wrote:
> Dear List
> I am trying to fit a simutaneous equation logit model. i.e., the
> response variables of the structured equations are binomial, I am not
> sure if systemfit can do this job. 

No, systemfit cannot do this.

> A google search doesn't yield too 
> much helpful information. Your knowledge on any other packages or
> codes are appreciated.

I know that the VGAM package (on CRAN) can estimate bivariate probit models, 
but I don't know if it can estmate also multivariate logit models.


Arne Henningsen

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