coef.bas {BAS} R Documentation

## Coefficients of a Bayesian Model Average object

### Description

Extract conditional posterior means and standard deviations, marginal posterior means and standard deviations, posterior probabilities, and marginal inclusions probabilities under Bayesian Model Averaging from an object of class 'bas'

### Usage

## S3 method for class 'bas'
coef(object, n.models, estimator = "BMA", ...)

## S3 method for class 'coef.bas'
print(x, digits = max(3, getOption("digits") - 3), ...)


### Arguments

 object object of class 'bas' created by BAS n.models Number of top models to report in the printed summary, for coef the default is to use all models. To extract summaries for the Highest Probability Model, use n.models=1 or estimator="HPM". estimator return summaries for a selected model, rather than using BMA. Options are 'HPM' (highest posterior probability model) ,'MPM' (median probability model), and 'BMA' ... other optional arguments x object of class 'coef.bas' to print digits number of significant digits to print

### Details

Calculates posterior means and (approximate) standard deviations of the regression coefficients under Bayesian Model averaging using g-priors and mixtures of g-priors. Print returns overall summaries. For fully Bayesian methods that place a prior on g, the posterior standard deviations do not take into account full uncertainty regarding g. Will be updated in future releases.

### Value

coefficients returns an object of class coef.bas with the following:

 conditionalmeans a matrix with conditional posterior means for each model conditionalsd standard deviations for each model postmean marginal posterior means of each regression coefficient using BMA postsd marginal posterior standard deviations using BMA postne0 vector of posterior inclusion probabilities, marginal probability that a coefficient is non-zero

### Note

With highly correlated variables, marginal summaries may not be representative of the joint distribution. Use plot.coef.bas to view distributions. The value reported for the intercept is under the centered parameterization. Under the Gaussian error model it will be centered at the sample mean of Y.

### Author(s)

Merlise Clyde clyde@duke.edu

### References

Liang, F., Paulo, R., Molina, G., Clyde, M. and Berger, J.O. (2005) Mixtures of g-priors for Bayesian Variable Selection. Journal of the American Statistical Association. 103:410-423.
doi:10.1198/016214507000001337

bas, confint.coef.bas

Other bas methods: BAS, bas.lm(), confint.coef.bas(), confint.pred.bas(), diagnostics(), fitted.bas(), force.heredity.bas(), image.bas(), plot.confint.bas(), predict.basglm(), predict.bas(), summary.bas(), update.bas(), variable.names.pred.bas()

### Examples


data("Hald")
hald.gprior =  bas.lm(Y~ ., data=Hald, n.models=2^4, alpha=13,
prior="ZS-null", initprobs="Uniform", update=10)
coef.hald.gprior = coefficients(hald.gprior)
coef.hald.gprior
plot(coef.hald.gprior)
confint(coef.hald.gprior)

#Estimation under Median Probability Model
coef.hald.gprior = coefficients(hald.gprior, estimator="MPM")
coef.hald.gprior
plot(coef.hald.gprior)
plot(confint(coef.hald.gprior))

coef.hald.gprior = coefficients(hald.gprior, estimator="HPM")
coef.hald.gprior
plot(coef.hald.gprior)
confint(coef.hald.gprior)

# To add estimation under Best Predictive Model



[Package BAS version 1.7.1 Index]