zlm-class

A list holding output from the Bayesian Linar Model under Zellner's g prior
akin to class 'lm'

classes

Bayesian Model Averaging for linear models with a wide choice of (customizable) priors. Built-in priors include coefficient priors (fixed, hyper-g and empirical priors), 5 kinds of model priors, moreover model sampling by enumeration or various MCMC approaches. Post-processing functions allow for inferring posterior inclusion and model probabilities, various moments, coefficient and predictive densities. Plotting functions available for posterior model size, MCMC convergence, predictive and coefficient densities, best models representation, BMA comparison. Also includes Bayesian normal-conjugate linear model with Zellner's g prior, and assorted methods.

Stefan Zeugner

Bayesian Model Averaging Library

zlm-class function

Objects can be created via calls to
<code>zlm</code>, but indirectly also via <code>as.zlm</code>. 
<code>zlm</code> estimates a Bayesian Linear Model under Zellner's g prior
- its output is very similar to objects of class <code><a href="/link/lm?package=BMS&version=0.3.5" data-mini-rdoc="BMS::lm">lm</a></code> (cf.
section 'Value')

Objects from the Class

Martin Feldkircher and Stefan Zeugner

Author

Class "zlm" — zlm-class

Objects can be created via calls to
<code>zlm</code>, but indirectly also via <code>as.zlm</code>. 
<code>zlm</code> estimates a Bayesian Linear Model under Zellner's g prior
- its output is very similar to objects of class <code><a href='https://rdrr.io/r/stats/lm.html'>lm</a></code> (cf.
section 'Value')

zlm-class: Class "zlm"

Description

Arguments

Objects from the Class

Author

References

See Also