predict.basglm {BAS} | R Documentation |
Prediction Method for an Object of Class basglm
Description
Predictions under model averaging from a BMA (BAS) object for GLMs under different loss functions.
Usage
## S3 method for class 'basglm'
predict(
object,
newdata,
se.fit = FALSE,
type = c("response", "link"),
top = NULL,
estimator = "BMA",
na.action = na.pass,
...
)
Arguments
object |
An object of class "basglm", created by |
newdata |
dataframe, new matrix or vector of data for predictions. May include a column for the intercept or just the predictor variables. If a dataframe, the variables are extracted using model.matrix using the call that created 'object'. May be missing in which case the data used for fitting will be used for prediction. |
se.fit |
indicator for whether to compute se of fitted and predicted values |
type |
Type of predictions required. The default is "response" is on the scale of the response variable, with the alternative being on the linear predictor scale, ‘type =’link''. Thus for a default binomial model ‘type = ’response'' gives the predicted probabilities, while with ''link'', the estimates are of log-odds (probabilities on logit scale). |
top |
A scalar integer M. If supplied, calculate results using the subset of the top M models based on posterior probabilities. |
estimator |
estimator used for predictions. Currently supported
options include: |
na.action |
function determining what should be done with missing values in newdata. The default is to predict NA. |
... |
optional extra arguments |
Details
This function first calls the predict method for class bas (linear models) to form predictions on the linear predictor scale for 'BMA', 'HPM', 'MPM' etc. If the estimator is 'BMA' and ‘type=’response'' then the inverse link is applied to fitted values for type equal ''link'' and model averaging takes place in the 'response' scale. Thus applying the inverse link to BMA estimate with ‘type = ’link'' is not equal to the fitted values for ‘type = ’response'' under BMA due to the nonlinear transformation under the inverse link.
Value
a list of
fit |
predictions using BMA or other estimators |
Ypred |
matrix of predictions under model(s) |
postprobs |
renormalized probabilities of the top models |
best |
index of top models included |
Author(s)
Merlise Clyde
See Also
bas.glm
, predict.bas
,
fitted.bas
Other predict methods:
fitted.bas()
,
predict.bas()
,
variable.names.pred.bas()
Other bas methods:
BAS
,
bas.lm()
,
coef.bas()
,
confint.coef.bas()
,
confint.pred.bas()
,
diagnostics()
,
fitted.bas()
,
force.heredity.bas()
,
image.bas()
,
plot.confint.bas()
,
predict.bas()
,
summary.bas()
,
update.bas()
,
variable.names.pred.bas()
Examples
data(Pima.tr, package="MASS")
data(Pima.te, package="MASS")
Pima.bas = bas.glm(type ~ ., data=Pima.tr, n.models= 2^7, method="BAS",
betaprior=CCH(a=1, b=nrow(Pima.tr)/2, s=0), family=binomial(),
modelprior=uniform())
pred = predict(Pima.bas, newdata=Pima.te, top=1) # Highest Probability model
cv.summary.bas(pred$fit, Pima.te$type, score="miss-class")