model_space_nonnested: Example output of 'optim_model_space' for non-nested models

In badp: Bayesian Averaging for Dynamic Panels

Example output of optim_model_space for non-nested models

Description

A badp_model_space object created with optim_model_space using the economic_growth dataset and nested = FALSE. Compare full_model_space, which is the same data under the nested approach.

Usage

model_space_nonnested

Format

An object of class badp_model_space:

params

A numeric matrix of parameter values for the model space, one column per model. Entries are NA for parameters absent from a given model.

stats

A numeric matrix of statistics computed by compute_model_space_stats based on params, with one column per model. Row 1 holds the maximized log-likelihood. Row 2 holds the marginal likelihood approximation used to weight the models, exp((loglik - (k/2) * log(N * T)) / N); note that it is not a BIC. There follow K rows of standard deviations and K rows of robust standard deviations, where K is the number of regressors including the lagged dependent variable. The final three rows hold tr(H^-1 J), the dimension of the parameter vector and the numerical rank of J; see score_rank.

reg_names

A character vector with the names of the variables.

observations_num

The total number of observations in the panel (292).

df

The data frame used in the analysis.

is_nested

A logical indicating whether the model space uses nested specifications.

convergence

A matrix of per-model convergence diagnostics; see optim_model_space.

badp documentation built on Aug. 20, 2026, 9:08 a.m.