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BAS (version 1.0.5)

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}(object, newdata, top=NULL, ...)':
predictundefined

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

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.

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

Arguments