Description
A list holding output from the Bayesian Linar Model under Zellner's g prior akin to class 'lm' Objects from the Class
Objects can be created via calls to zlm, but indirectly also via as.zlm.
zlm estimates a Bayesian Linear Model under Zellner's g prior - its output is very similar to objects of class lm (cf. section 'Value')Slots
.S3Class:- Object of class
"list", elements are:
coefficients:- A named vector of class
"numeric": holds the posterior expected values of 'regression' coefficients. The first element always holds the intercept residuals:- Vector of class
"numeric": the residuals, that is the response variable minus fitted values rank:- Scalar integer class
"numeric": the number of estimated parameters fitted.values:- The (posterior expected values of the) fitted values
df.residual:- Scalar integer of class
"numeric": the residual degrees of freedom call:- Object of class
"call": the matched call to zlm that created the object terms:- Object of class
"formula": the terms object used model:- Object of class
"data.frame": the model frame used coef2moments:- Named vector of class
"numeric": coefficient posterior second moments marg.lik:- Scalar integer of class
"numeric": the log marginal likelihood of the model gprior.info:- An object of class
"list" detailing information on the g-prior, cf. output value gprior.info in bms
Extends
Class "oldClass", directly.Methods
No methods defined with class "zlm" in the signature.