confint.pred.bas {BAS} | R Documentation |
Compute credible intervals for in-sample or out of sample prediction or for the regression function
## S3 method for class 'pred.bas' confint(object, parm, level = 0.95, nsim = 10000, ...)
object |
an object created by |
parm |
character variable, "mean" or "pred". If missing parm='pred'. |
level |
the nominal level of the (point-wise) credible interval |
nsim |
number of Monte Carlo simulations for sampling methods with BMA |
... |
optional arguments to pass on to next function call; none at this time. |
This constructs approximate 95 percent Highest Posterior Density intervals for 'pred.bas' objects. If the estimator is based on model selection, the intervals use a Student t distribution using the estimate of g. If the estimator is based on BMA, then nsim draws from the mixture of Student t distributions are obtained with the HPD interval obtained from the Monte Carlo draws.
a matrix with lower and upper level * 100 percent credible intervals for either the mean of the regression function or predicted values.
Merlise A Clyde
Other bas methods: BAS
, bas.lm
,
coef.bas
, confint.coef.bas
,
diagnostics
, fitted.bas
,
force.heredity.bas
,
image.bas
, predict.basglm
,
predict.bas
, summary.bas
,
update.bas
,
variable.names.pred.bas
Other CI methods: confint.coef.bas
,
plot.confint.bas
data("Hald") hald.gprior = bas.lm(Y~ ., data=Hald, alpha=13, prior="g-prior") hald.pred = predict(hald.gprior, estimator="BPM", predict=FALSE, se.fit=TRUE) confint(hald.pred, parm="mean") confint(hald.pred) #default hald.pred = predict(hald.gprior, estimator="BMA", predict=FALSE, se.fit=TRUE) confint(hald.pred)