summary.bma {BMS}R Documentation

Summary Statistics for a 'bma' Object

Description

Returns a vector with summary statistics for a 'bma' object

Usage

 ## S3 method for class 'bma'
summary(object,...)

## or
info.bma(bmao)

Arguments

object

a list/object of class 'bma' that typically results from the function bms (see bms for details)

...

further arguments passed to or from other methods

bmao

same as object

Details

info.bma is equivalent to summary.bma, its argument bmao conforms to the argument object

Value

A character vector summarizing the results of a call to bms

Mean no. of Regressors

the posterior mean of model size

Draws

the number of iterations (ex burn-ins)

Burnins

the number of burn-in iterations

Time

the time spent on iterating through the model space

No. of models visited

the number of times a model was accepted (including burn-ins)

Modelspace 2^K

the total model space 2^K

Percentage visited

No. of models visited/Modelspace*100

Percentage Topmodels

number of times the best models were drawn in percent of Draws

Corr. PMP

the correlation between the MCMC frequencies of the best models (the number of times they were drawn) and their marginal likelihoods.

No. Obs.

Number of observations

Model Prior

a character conforming to the argument mprior of bms, and the expected prior model size

g-prior

a character corresponding to argument g of function bms

Shrinkage-Stats

Posterior expected value und standard deviation (if applicable) of the shrinkage factor. Only included if argument g.stats of function bms was set to TRUE

Note

All of the above statistics can also be directly extracted from the bma object (bmao). Therefore summary.bma only returns a character vector.

Author(s)

Martin Feldkircher and Stefan Zeugner

See Also

bms and c.bma for functions creating bma objects, print.bma makes use of summary.bma.

Check http://bms.zeugner.eu for additional help.

Examples

  data(datafls)

  m_fixed=bms(datafls,burn=1000,iter=3000,user.int=FALSE, )
  summary(m_fixed)
   
  m_ebl=bms(datafls,burn=1000,iter=3000,user.int=FALSE, g="EBL",g.stats=TRUE)
  info.bma(m_ebl)


[Package BMS version 0.3.1 Index]