"coef"(object, ...)
"confint"(object, parm, level = 0.95, ...)
"fitted"(object, ...)
"log_lik"(object, newdata = NULL, ...)
"nobs"(object, ...)
"residuals"(object, ...)
"se"(object, ...)
"update"(object, formula., ..., evaluate = TRUE)
"vcov"(object, correlation = FALSE, ...)
"fixef"(object, ...)
"ngrps"(object, ...)
"ranef"(object, ...)
"sigma"(object, ...)
"VarCorr"(x, sigma = 1, ...)
stanreg-objects
.update
method. See
update
.confint
, an optional character vector of parameter
names.confint
, a scalar between $0$ and $1$
indicating the confidence level to use.log_lik
, an optional data frame of new data (e.g.
holdout data) to use when evaluating the log-likelihood. See the
description of newdata
for posterior_predict
.update
.vcov
, if FALSE
(the default) the
covariance matrix is returned. If TRUE
, the correlation matrix is
returned instead.VarCorr
).confint
confint.default
. If algorithm
is
"sampling"
, "meanfield"
, or "fullrank"
, the
posterior_interval
function should be used to compute Bayesian
uncertainty intervals.
log_lik
log_lik
function returns the $S$ by $N$ pointwise log-likelihood matrix,
where $S$ is the size of the posterior sample and $N$ is the number
of data points. Note: we use log_lik
rather than defining a
logLik
method because (in addition to the conceptual
difference) the documentation for logLik
states that the return value
will be a single number, whereas we return a matrix.
residuals
"response"
(not "deviance"
residuals or any other type). However, in the case of stan_polr
with more than two response categories, the residuals are the difference
between the latent utility and its linear predictor.
coef
print.stanreg
for more details.
se
se
function returns standard errors based on
mad
. See the Uncertainty estimates section in
print.stanreg
for more details.
as.matrix.stanreg
, plot.stanreg
,
predict.stanreg
, print.stanreg
, and
summary.stanreg
.posterior_interval
and posterior_predict
for
alternatives to confint
and predict
for models fit using MCMC
or variational approximation.