estimate.glm {EMJMCMC}

Obtaining Bayesian estimators of interest from a GLM model

Description

Obtaining Bayesian estimators of interest from a GLM model

Usage

estimate.glm(formula, data, family, prior, n = 1, g = 0)

Arguments

formula

a formula object for the model to be addressed

data

a data frame object containing variables and observations corresponding to the formula used

family

distribution family for the responses

prior

integers 1,2 or 3 corresponding to AIC, BIC or Zellner's g-prior

n

sample size

g

g parameter of Zellner's g prior

Value

a list of

mlik

marginal likelihood of the model

waic

AIC model selection criterion

dic

BIC model selection criterion

summary.fixed$mean

a vector of posterior modes of the parameters

See Also

glm

Examples

X4 <- as.data.frame(
  array(
    data = rbinom(n = 50 * 1000, size = 1, prob = runif(n = 50 * 1000, 0, 1)),
    dim = c(1000, 50)
  )
)
Y4 <- rnorm(
  n = 1000,
  mean = 1 +
    7 * (X4$V4 * X4$V17 * X4$V30 * X4$V10) +
    7 * (((X4$V50 * X4$V19 * X4$V13 * X4$V11) > 0)) +
    9 * (X4$V37 * X4$V20 * X4$V12) +
    7 * (X4$V1 * X4$V27 * X4$V3) +
    3.5 * (X4$V9 * X4$V2) +
    6.6 * (X4$V21 * X4$V18) +
    1.5 * X4$V7 +
    1.5 * X4$V8,
  sd = 1
)
X4$Y4 <- Y4
data.example <- as.data.frame(X4)
formula1 <- as.formula(
  paste(colnames(X4)[51], "~ 1 +", paste0(colnames(X4)[-c(51)], collapse = "+"))
)

formula1 <- as.formula(
  paste(
    colnames(data.example)[1], "~ 1 +", paste0(colnames(data.example)[-1],
    collapse = "+")
  )
)
estimate.glm(
  formula = formula1, data = data.example, prior = 2, family = gaussian()
)