zlm-class {BMS} | R Documentation |

## 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

`.S3Class`

:Object of class `"list"`

, elements are:

`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`

### Extends

Class `"oldClass"`

, directly.

### 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

[Package

*BMS* version 0.3.4

Index]