Marcin Bażejowski

BACE : A gretl Package for Model Averaging in Bounded Dependent Variable Models

This study presents a fast and consistent software package called BACE (i.e., Bayesian averaging of classical estimates) that offers a model-building strategy for various bounded dependent variable models, including – logit and probit models, ordered logit and pro-bit models, multinomial logistic regression, Poisson re...