zlm-class {BMS} | R Documentation |
"zlm"
A list holding output from the Bayesian Linar Model under Zellner's g prior akin to class 'lm'
Objects can be created via calls to zlm
, but indirectly also via as.zlm
.
zlm
estimates a Bayesian Linear Model under Zellner's g prior - its output is very similar to objects of class lm
(cf. section 'Value')
.S3Class
:Object of class "list"
, elements are:
coefficients
:A named vector of class "numeric"
: holds the posterior expected values of 'regression' coefficients. The first element always holds the intercept
residuals
:Vector of class "numeric"
: the residuals, that is the response variable minus fitted values
rank
:Scalar integer class "numeric"
: the number of estimated parameters
fitted.values
:The (posterior expected values of the) fitted values
df.residual
:Scalar integer of class "numeric"
: the residual degrees of freedom
call
:Object of class "call"
: the matched call to zlm
that created the object
terms
:Object of class "formula"
: the terms
object used
model
:Object of class "data.frame"
: the model frame used
coef2moments
:Named vector of class "numeric"
: coefficient posterior second moments
marg.lik
:Scalar integer of class "numeric"
: the log marginal likelihood of the model
gprior.info
:An object of class "list"
detailing information on the g-prior, cf. output value gprior.info
in bms
Class "oldClass"
, directly.
No methods defined with class "zlm" in the signature.
Martin Feldkircher and Stefan Zeugner
zlm
and as.zlm
for creating zlm
objects,
density.zlm
, predict.zlm
and summary.zlm
for other posterior results