This function draws random values of beta and sigma under the Bayesian linear regression model as described in Rubin (1987, p. 167). This function can be called by user-specified imputation functions.
norm.draw(y, ry, x, ridge = 1e-05, ...).norm.draw(y, ry, x, ridge = 1e-05, ...)
Incomplete data vector of length n
Vector of missing data pattern (FALSE
=missing,
TRUE
=observed)
Matrix (n
x p
) of complete covariates.
A small numerical value specifying the size of the ridge used.
The default value ridge = 1e-05
represents a compromise between stability
and unbiasedness. Decrease ridge
if the data contain many junk variables.
Increase ridge
for highly collinear data.
Other named arguments.
A list
containing components coef
(least squares estimate),
beta
(drawn regression weights) and sigma
(drawn value of the
residual standard deviation).
Rubin, D.B. (1987). Multiple imputation for nonresponse in surveys. New York: Wiley.