the SemiParTRIV() rou- tine in the R package SemiParBIVProbit: out <- SemiParTRIV(formula = f.l, data = dat, margins = marg, Model = mod, penCor = PenFun) where f.l <- list(eqn1, eqn2, eqn3, eqn4, eqn5, eqn6) eqn1 <- y1 ~ v1 + z1; eqn2 <- y2 ~ v2 + z2; eqn3 <- y3 ~ v3 + z3; eqn4 <- ~ v1 + z1; eqn5 <- ~ v2 + z2; eqn6 <- ~ v3 + z3 marg <- c("probit", "logit", "cloglog") mod <- "T"; mod <- "TSS"; mod <- "ESS" PenFun <- "ridge"; PenFun <- "lasso"; PenFun <- "alasso"