summary.lm.spike {BoomSpikeSlab} | R Documentation |
Produces a summary of the marginal distribution of model coefficients from a spike and slab regression.
## S3 method for class 'lm.spike'
summary(object, burn = 0, order = TRUE, ...)
object |
An object of class |
burn |
The number of MCMC iterations in the ojbect to be discarded as burn-in. |
order |
Logical. If |
... |
Unused. Present for compatibility with generic summary(). |
Returns a list with the following elements:
coefficients |
A five-column matrix with rows representing model coefficients. The first two columns are the posterior mean and standard deviation of each coefficient, including the point mass at zero. The next two columns are the posterior mean and standard deviations conditional on the coefficient being nonzero. The last column is the probability of a nonzero coefficient. |
residual.sd |
A summary of the posterior distribution of the residual standard deviation parameter. |
rsquare |
A summary of the posterior distribution of the R^2 statistic: 1 - residual.sd^2 / var(y) |
Steven L. Scott
lm.spike
SpikeSlabPrior
plot.lm.spike
predict.lm.spike
n <- 100
p <- 10
ngood <- 3
niter <- 1000
sigma <- 2
x <- cbind(1, matrix(rnorm(n * (p-1)), nrow=n))
beta <- c(rnorm(ngood), rep(0, p - ngood))
y <- rnorm(n, x %*% beta, sigma)
x <- x[,-1]
model <- lm.spike(y ~ x, niter=niter)
plot(model)
plot.ts(model$beta)
hist(model$sigma) ## should be near 8
summary(model)