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Sixth Assignment
Due 12 November 2009

All homeworks must be neatly typed with Microsoft Word or its equivalent with all R and WINBUGS code shown in an Appendix.

  1. Work Chapter 5, Exercise 1, on pages 110-111 of Bayesian Computation With R.

  2. Work Chapter 5, Exercise 2, on pages 111 of Bayesian Computation With R.

  3. Modify the R program I demonstrated in class that runs glm and optim to do Probit to re-run the three Houses you analyzed in Homework 4 and Homework 5. Specifically, use the format I show in the 105th House Simple Probit Example for WINBUGS, glm in R, and Optim in R (PDF) handout to report:

    1. The Probit Results from STATA.
    2. The complete neatly formatted output from glm.
    3. The complete neatly formatted output from optim.
    4. Add the log-likelihoold of the vague priors into the fr function for optim and report the complete neatly formatted output.