# # run interdependent function on real data # source("c:/userdata/per/res/bayes book/R_package/bayes_book_r_functions.R") dyn.load("c:/userdata/per/res/bayes book/c_code/bayesm.dll") source("rinterprobit.R") data=read.table("Interdependent.dat",header=TRUE) data$price=data$price/1000 data$option=data$option/100 data$age=data$age/10 data$income=data$income/10000 data$ethnic=data$ethnic/100 data$education=data$education/100 long=data$long+100 lat=data$lat-30 X=cbind(data[,5:10],lat,long) y=data$y k=ncol(X)+1 n=nrow(X) iota=array(0,n)+1 X=cbind(iota,X) X=as.matrix(X) y=as.matrix(y) # construct geographic group W using zip codes W=array(0,dim=c(n,n)) for (i in 1:n) { for (j in 1:n) { if(data$zip[i]==data$zip[j]) {W[i,j]=1} else {W[i,j]=0} } } rsum=W%*%iota W=W/as.vector(rsum) Data=list(y=y,X=X,W=W) Prior=list(betabar=rep(0,ncol(X)),A=diag(rep(.01,ncol(X))),s0=5,q0=10) Mcmc=list(R=100,keep=1) out=rinterprobit(Data,Prior,Mcmc)