fullmodel.ssq {BMS} | R Documentation |
A utility function for reference: Returns a list with R2 and sum of squares for the OLS model encompassing all potential covariates that are included in a bma object.
fullmodel.ssq(yX.data)
yX.data |
a bma object (cf. |
Returns a list with some basic OLS statistics
R2 |
The R-squared of the full model |
ymy |
The sum of squares of residuals of the full model |
ypy |
The explained sum of squares of the full model |
yty |
The sum of squares of the (demeaned) dependent variable |
Fstat |
The F-statistic of the full model |
This function is just for quick comparison; for proper OLS estimation consider lm
Martin Feldkircher and Stefan Zeugner
bms
for creating bma objects, lm
for OLS estimation
Check http://bms.zeugner.eu for additional help.
data(datafls) mm=bms(datafls) fullmodel.ssq(mm) #equivalent: fullmodel.ssq(mm$X.data)