fullmodel.ssq: OLS Statistics for the Full Model Including All Potential...

In BMS: Bayesian Model Averaging Library

OLS Statistics for the Full Model Including All Potential Covariates

Description

A utility function for reference: Returns a list with R2 and sum of squares for the OLS model encompassing all potential covariates that are included in a bma object.

Usage

fullmodel.ssq(yX.data)

Arguments

yX.data

a bma object (cf. bms) - alternatively a data.frame or matrix whose first column is the dependent variable

Value

Returns a list with some basic OLS statistics

R2	The R-squared of the full model
ymy	The sum of squares of residuals of the full model
ypy	The explained sum of squares of the full model
yty	The sum of squares of the (demeaned) dependent variable
Fstat	The F-statistic of the full model

Note

This function is just for quick comparison; for proper OLS estimation consider lm

See Also

bms for creating bma objects, lm for OLS estimation

Check http://bms.zeugner.eu for additional help.

Examples

data(datafls)
mm=bms(datafls)

fullmodel.ssq(mm)

#equivalent:
fullmodel.ssq(datafls)

BMS documentation built on Aug. 9, 2022, 5:08 p.m.