predict.bma {BAS}R Documentation

Prediction Method for an object of class BMA

Description

Predictions under model averaging from a BMA object

Usage

## S3 method for class 'bma':
predict(object, newdata, top=NULL, ...)

Arguments

object An object of class BMA, created by bas
newdata new matrix or vector of data for predictions. May include a column for the intercept or just the predictor variables
top Use only the top M models, based on posterior probabilities
... optional extra arguments

Details

Use BMA to form predictions using the top highest probability models. Currently newdata must be in the form of a matrix or vector with variables in the same order as in the model matrix used to obtain the BMA object (see object$X). Future versions will allow newdata to be a dataframe.

Value

a list of

Ybma predictions using BMA
Ypred matrix of predictions under each model
best index of top models included

Author(s)

Merlise Clyde

See Also

bas, fitted.bma

Examples

## Not run: 
data("Hald")
hald.gprior =  bas.lm(Y~ ., data=Hald, alpha=13, prior="g-prior")
predict(hald.gprior, hald.gprior$X[,-1], top=5)
## End(Not run)

[Package BAS version 0.3 Index]