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 |

`printout` |
If |

`...` |
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 invisibly 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 coefficients (including the intercept) |

`coef.sd` |
Posterior standard deviations of the coefficients (the
intercept SD is |

`gprior` |
The g prior as it has been submitted to |

`E.shrinkage` |
the shrinkage factor |

`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)
```

*BMS*version 0.3.5 Index]