BAS (version 0.80)

predict.bma: Prediction Method for an object of class BMA

Description

Predictions under model averaging from a BMA object

Usage

## S3 method for class 'bma':
predict(object, newdata, top=NULL, ...)

Arguments

object

An object of class BMA, created by bas

newdata

new matrix or vector of data for predictions. May include a column for the intercept or just the predictor variables

top

Use only the top M models, based on posterior probabilities

...

optional extra arguments

Value

• a list of
• Ybma
  predictions using BMA
• Ypred
  matrix of predictions under each model
• best
  index of top models included

Details

Use BMA to form predictions using the top highest probability models. Currently newdata must be in the form of a matrix or vector with variables in the same order as in the model matrix used to obtain the BMA object (see object$X). Future versions will allow newdata to be a dataframe.

See Also

bas, fitted.bma

Examples

data("Hald")
hald.gprior =  bas.lm(Y~ ., data=Hald, alpha=13, prior="g-prior")
predict(hald.gprior, hald.gprior$X[,-1], top=5)