beta.draws.bma {BMS} | R Documentation |
Returns a matrix whose columns are the (expected value or standard deviations of) coefficients for the best models in a bma object.
beta.draws.bma(bmao,stdev=FALSE)
bmao |
a 'bma' object (as e.g. resulting from |
stdev |
if |
Each column presents the coefficents for the model indicated by its column name. The zero coefficients are the excluded covariates per model.
Note that the coefficients returned are only those of the best (100) models encountered by the bma
object (cf. argument nmodels
of bms
).
For aggregate coefficients please refer to coef.bma
.
Note that the elements of beta.draws.bma(bmao)
correspond to bmao$topmood$betas()
Martin Feldkircher and Stefan Zeugner
bms
for creating bms objects, coef.bma
for aggregate coefficients
Check http://bms.zeugner.eu for additional help.
#sample a bma object: data(datafls) mm=bms(datafls,burn=500,iter=5000,nmodel=20) #coefficients for all beta.draws.bma(mm) #standard deviations for the fourth- to eight best models beta.draws.bma(mm[4:8],TRUE);