modelSpace: Model space for the Trade_data_small dataset

In rmsBMA: Reduced Model Space Bayesian Model Averaging

Model space for the Trade_data_small dataset

Description

A pre-computed model space object obtained using the model_space function on the Trade_data_small dataset with a maximum of 7 regressors and the Unit Information Prior.

Format

A list of length 5 with the following components:

x_names

Character vector containing the names of the regressors.

ols_results

Matrix containing the full model space. Each row corresponds to a model specification and includes:

• binary inclusion indicators for regressors,

• estimated coefficients (including intercept),

• standard errors,

• log-marginal likelihood,

• R^2,

• degrees of freedom,

• dilution prior term.

MS

Integer. Total number of models in the model space.

M

Integer. Maximum number of regressors allowed in each model.

K

Integer. Total number of available regressors.

Details

The object contains all possible linear regression models constructed from the available regressors (up to 7 included simultaneously), together with their estimated coefficients, standard errors, log-marginal likelihood values, R-squared statistics, degrees of freedom, and dilution prior components.

The g-prior specification corresponds to the Unit Information Prior (UIP), i.e. g = 1/m, where m denotes the sample size.

Source

Generated using:

modelSpace <- model_space(Trade_data_small, M = 7, g = "UIP")

See Also

model_space

rmsBMA documentation built on March 14, 2026, 5:06 p.m.