summary.bayeslm.fit {bayeslm}

Summarize fitted object of bayeslm

Description

summary.bayeslm.fit is an S3 method to summarize returned object of function bayeslm. The input should be bayeslm.fit object.

Usage

## S3 method for class 'bayeslm.fit'
summary(object,names,burnin=NULL,quantiles=FALSE,trailer=TRUE,...)

Arguments

object

object is a fitted object, returned by function bayeslm.

names

an optional character vector of names for all the coefficients.

burnin

number of draws to burn-in (if it is NULL, will set default value as 0.2*nrow(object\$beta))

quantiles

logical for should quantiles be displayed (def: FALSE)

trailer

logical for should a trailer be displayed (def: TRUE)

...

optional arguments for generic function

Details

This function summarize returned object of function bayeslm. It prints mean, std Dev, effective sample size (computed by function effectiveSize in package coda) coefficients posterior samples. If quantiles=TRUE, quantiles of marginal distirbutions in the columns of X are displayed.

The function also returns significance level, defined by whether the symmetric posterior quantile-based credible interval excludes zero. For example, a regression coefficient with one * has 0.025 quantile and 0.975 quantile with the same sign. Similarly, '***' denotes 0.0005 and 0.9995, '**' denotes 0.005 and 0.995, '*' denotes 0.025 and 0.975, '.' denotes 0.05 and 0.95 quantiles with the same sign.

Author(s)

Jingyu He

See Also

summary.mcmc

Examples

x = matrix(rnorm(1000), 100, 10)
y = x %*% rnorm(10) + rnorm(100)
fit=bayeslm(y~x)
summary(fit)