postsim {rv} | R Documentation |
Generate posterior simulations for a given fitted linear or general linear model, assuming the standard "noninformative" priors on the unknowns.
postsim(fit) ## S3 method for class 'lm': postsim(fit) ## S3 method for class 'glm': postsim(fit)
fit |
an lm or glm object |
A (named) random vector for each fitted coefficient.
Jouni Kerman kerman@stat.columbia.edu http://www.stat.columbia.edu/~kerman
Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.
## 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)