BMS (version 0.3.4)

fullmodel.ssq: OLS Statistics for the Full Model Including All Potential Covariates

Description

A utility function for reference: Returns a list with R2 and sum of squares for the OLS model encompassing all potential covariates that are included in a bma object.

Usage

fullmodel.ssq(yX.data)

Arguments

yX.data

a bma object (cf. bms) - alternatively a data.frame or matrix whose first column is the dependent variable

Value

Returns a list with some basic OLS statistics

R2

The R-squared of the full model

ymy

The sum of squares of residuals of the full model

ypy

The explained sum of squares of the full model

yty

The sum of squares of the (demeaned) dependent variable

Fstat

The F-statistic of the full model

See Also

bms for creating bma objects, lm for OLS estimation

Check http://bms.zeugner.eu for additional help.

Examples

data(datafls)
mm=bms(datafls)

fullmodel.ssq(mm)

#equivalent:
fullmodel.ssq(mm$X.data)