summaryqrssvs | R Documentation |
This function produces a table of predictors and their associated marginal posterior probability of inclusion. It also returns the median probability model (see the details section).
## S3 method for class 'qrssvs'
summary(object, ...)
object |
An object of class |
... |
Further arguments. |
The median probability model is defined to be the model that contains any predictor with marginal posterior probability greater than or equal to 0.5. If the goal is to select a single model e.g. for prediction, Barbieri and Berger (2004) recommend the median probability model. In some cases, this will coincide with the maximum probability model.
Craig Reed
Maria M. Barbieri, and James O. Berger (2004). "Optimal predictive model selection". Annals of Statistics, 32, 870-897.
SSVSquantreg
,
mptable
, topmodels
## Not run:
set.seed(1)
epsilon<-rnorm(100)
set.seed(2)
x<-matrix(rnorm(1000),100,10)
y<-x[,1]+x[,10]+epsilon
qrssvs<-SSVSquantreg(y~x)
summary(qrssvs$gamma)
## End(Not run)
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