postsim {rv}R Documentation

Generate Posterior Simulations for lm or glm Objects

Description

Generate posterior simulations for a given fitted linear or general linear model, assuming the standard "noninformative" priors on the unknowns.

Usage

  postsim(fit)
  ## S3 method for class 'lm':
  postsim(fit)
  ## S3 method for class 'glm':
  postsim(fit)

Arguments

fit an lm or glm object

Value

A (named) random vector for each fitted coefficient.

Author(s)

Jouni Kerman jouni@kerman.com

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples

  ## Not run: 
  x <- 1:20
  y <- rnorm(length(x), mean=x, sd=10)
  print(summary(fit <- lm(y ~ x)))
  bayes.estimates <- postsim(fit)
  
## End(Not run)

[Package rv version 1.0 Index]