asbio (version 1.9-2)

bayes.lm: Bayesian linear models with uniform priors

Description

Gelman et al. (2002) describe general methods for Bayesian implementation of simple linear models (e.g. simple and multiple regression and fixed effect one way ANOVA) with standard non-informative priors uniform on \(\alpha, \sigma^2\). The function is not yet suited for multifactor or multivariance (random effect) ANOVAs.

Usage

bayes.lm(Y, X, model = "anova", length = 1000, cred = 0.95)

Value

Provides the median and central credible intervals for model parameters.

Arguments

Y

An n x 1 column vector (a matrix with one column) containing the response variable.

X

The n x p design matrix

model

One of "anova" or "reg". Parameter output labels are changed depending on choice.

length

Number of draws for posterior.

cred

Level for credible interval.

Author

Ken Aho

References

Gelman, A., Carlin, J. B., Stern, H. S., and D. B. Rubin (2003) Bayesian Data Analysis, 2nd edition. Chapman and Hall/CRC.

See Also

mcmc.norm.hier

Examples

if (FALSE) {
data(Fbird)
X <- with(Fbird, cbind(rep(1, 18), vol))
Y <- Fbird$freq
bayes.lm(Y, X, model = "reg")
}