summary.zlm {BMS}R Documentation

Summarizing Linear Models under Zellner's g

Description

summary method for class "zlm"

Usage

 ## S3 method for class 'zlm'
summary(object, printout = TRUE, ...)

Arguments

object

an object of class zlm: see "Examples" below

printout

If TRUE (default, then information is printed to console in a neat form

...

further arguments passed to or from other methods

Details

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:

Value

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 NA, since an improper prior was used)

gprior

The g prior as it has been submitted to object

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

Author(s)

Stefan Zeugner

See Also

zlm for creating zlm objects, link{summary.lm} for a similar function on OLS models

See also http://bms.zeugner.eu for additional help.

Examples

data(datafls)

#simple example
foo = zlm(datafls)
summary(foo)

sfoo = summary(foo,printout=FALSE)
print(sfoo$E.shrinkage)


[Package BMS version 0.3.1 Index]