small_model_space: Example output of 'optim_model_space' (small version)

In badp: Bayesian Averaging for Dynamic Panels

Example output of optim_model_space (small version)

Description

A list created with optim_model_space using the economic_growth dataset and only three regressors: ish, sed, and pgrw.

Usage

small_model_space

Format

An object of class badp_model_space:

params

A numeric matrix with 40 rows and 8 columns (corresponding to 2^3 = 8 models), containing parameter values for the model space. Each column represents a different 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 regressors.

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.

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