confint.pred.bas {BAS} R Documentation

## Compute Credible (Bayesian Confidence) Intervals for a BAS predict object

### Description

Compute credible intervals for in-sample or out of sample prediction or for the regression function

### Usage

## S3 method for class 'pred.bas'
confint(object, parm, level = 0.95, nsim = 10000, ...)


### Arguments

 object an object created by predict.bas parm character variable, "mean" or "pred". If missing parm='pred'. level the nominal level of the (point-wise) credible interval nsim number of Monte Carlo simulations for sampling methods with BMA ... optional arguments to pass on to next function call; none at this time.

### Details

This constructs approximate 95 percent Highest Posterior Density intervals for 'pred.bas' objects. If the estimator is based on model selection, the intervals use a Student t distribution using the estimate of g. If the estimator is based on BMA, then nsim draws from the mixture of Student t distributions are obtained with the HPD interval obtained from the Monte Carlo draws.

### Value

a matrix with lower and upper level * 100 percent credible intervals for either the mean of the regression function or predicted values.

### Author(s)

Merlise A Clyde

predict.bas

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

Other CI methods: confint.coef.bas(), plot.confint.bas()

### Examples


data("Hald")
hald.gprior =  bas.lm(Y~ ., data=Hald, alpha=13, prior="g-prior")
hald.pred = predict(hald.gprior, estimator="BPM", predict=FALSE, se.fit=TRUE)
confint(hald.pred, parm="mean")
confint(hald.pred)  #default
hald.pred = predict(hald.gprior, estimator="BMA", predict=FALSE, se.fit=TRUE)
confint(hald.pred)



[Package BAS version 1.6.4 Index]