summary.bma: Summary Statistics for a 'bma' Object

Description

Returns a vector with summary statistics for a 'bma' object

Usage

"summary"(object,...)
## or
info.bma(object,...)

Arguments

object

a list/object of class 'bma' that typically results from the function bms (see bms for details)

...

further arguments passed to or from other methods

Value

Mean no. of Regressors: the posterior mean of model size
Draws: the number of iterations (ex burn-ins)
Burnins: the number of burn-in iterations
Time: the time spent on iterating through the model space
No. of models visited: the number of times a model was accepted (including burn-ins)
Modelspace $2^K$: the total model space $2^K$
Percentage visited: No. of models visited/Modelspace*100
Percentage Topmodels: number of times the best models were drawn in percent of Draws
Corr. PMP: the correlation between the MCMC frequencies of the best models (the number of times they were drawn) and their marginal likelihoods.
No. Obs.: Number of observations
Model Prior: a character conforming to the argument mprior of bms, and the expected prior model size
g-prior: a character corresponding to argument g of function bms
Shrinkage-Stats: Posterior expected value und standard deviation (if applicable) of the shrinkage factor. Only included if argument g.stats of function bms was set to TRUE

Details

info.bma is equivalent to summary.bma, its argument bmao conforms to the argument object

Examples

Run this code

  data(datafls)

  m_fixed=bms(datafls,burn=1000,iter=3000,user.int=FALSE, )
  summary(m_fixed)
   
  m_ebl=bms(datafls,burn=1000,iter=3000,user.int=FALSE, g="EBL",g.stats=TRUE)
  info.bma(m_ebl)

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