summary.zlm {BMS} | R Documentation |
summary method for class "zlm
"
## S3 method for class 'zlm' summary(object, printout = TRUE, ...)
object |
an object of class |
printout |
If |
... |
further arguments passed to or from other methods |
summary.zlm
prints out coefficients expected values and their standard deviations, as well as information on the gprior and the log marginal likelihood. However, it invisbly returns a list with elements as described below:
A list
with the following elements
residuals |
The expected value of residuals from the model |
coefficients |
The posterior expected values of coefficents (including the intercept) |
coef.sd |
Posterior standard deviations of the coefficients (the intercept SD is |
gprior |
The g prior as it has been submitted to |
E.shrinkage |
the shrinkage factor g/(1+g), respectively its posterior expected value in case of a hyper-g prior |
SD.shrinkage |
(Optionally) the shrinkage factor's posterior standard deviation (in case of a hyper-g prior) |
log.lik |
The log marginal likelihood of the model |
Stefan Zeugner
zlm
for creating zlm
objects, link{summary.lm}
for a similar function on OLS models
See also http://bms.zeugner.eu for additional help.
data(datafls) #simple example foo = zlm(datafls) summary(foo) sfoo = summary(foo,printout=FALSE) print(sfoo$E.shrinkage)