Zelig is a very useful package for R. I am having a couple of problems on a win200 installation. R has been installed on this system since R 1.0. I installed the Zelig package last week. Here is the first problem regarding getting help on commands. Error in file(file, "r") : unable to open connection In addition: Warning message: cannot open file `C:/PROGRA~1/R/rw2001/library/Zelig/data/NA' Also. In bprobit mod$coef does not reference the parameter vector, rather see Vglm documentation for the particular way coefficients are extracted from the model object using coef(mod). For example, the following works to extract the parameter used to construct "rho" from a bivariate probit model. z.out1 <- zelig(cbind(z,y)~ x1 + x2 + x3 + z, model="bprobit", omit=list("1" = "z", "2" = "x1"), maxit=50, trace = TRUE, mydat) summary(z.out1) rho <- (exp(coef(z.out1)[3]) - 1)/(exp(coef(z.out1)[3]) + 1) Cheers, Dan %%%%%%%%%%%%%%%%%%%%%%%% Daniel A. Powers, Ph.D. Department of Sociology University of Texas at Austin 1 University Station A1700 Austin, TX 78712-0118 phone: 512-232-6335 fax: 512-471-1748 dpowers(a)mail.la.utexas.edu - Zelig Mailing List, served by Harvard-MIT Data Center Send messages: zelig(a)latte.harvard.edu [un]subscribe Options: http://lists.hmdc.harvard.edu/?info=zelig Zelig program information: http://gking.harvard.edu/zelig/