Class "zlm"

Description

A list holding output from the Bayesian Linar Model under Zellner's g prior akin to class 'lm'

Objects from the Class

Objects can be created via calls to zlm, but indirectly also via as.zlm.
zlm estimates a Bayesian Linear Model under Zellner's g prior - its output is very similar to objects of class lm (cf. section 'Value')

Slots

coefficients:

A named vector of class "numeric": holds the posterior expected values of 'regression' coefficients. The first element always holds the intercept

residuals:

Vector of class "numeric": the residuals, that is the response variable minus fitted values

rank:

Scalar integer class "numeric": the number of estimated parameters

fitted.values:

The (posterior expected values of the) fitted values

df.residual:

Scalar integer of class "numeric": the residual degrees of freedom

call:

Object of class "call": the matched call to zlm that created the object

terms:

Object of class "formula": the terms object used

model:

Object of class "data.frame": the model frame used

coef2moments:

Named vector of class "numeric": coefficient posterior second moments

marg.lik:

Scalar integer of class "numeric": the log marginal likelihood of the model

gprior.info:

An object of class "list" detailing information on the g-prior, cf. output value gprior.info in bms

Methods

No methods defined with class "zlm" in the signature.

Author(s)

Martin Feldkircher and Stefan Zeugner

References

http://bms.zeugner.eu

See Also

zlm and as.zlm for creating zlm objects,
density.zlm, predict.zlm and summary.zlm for other posterior results