ExtractEsts function

Extract summary statistics

Obtain summary statistics of each parameter from the BKMR fit

ExtractEsts(fit, q = c(0.025, 0.25, 0.5, 0.75, 0.975), sel = NULL)

Arguments

• fit: An object containing the results returned by a the kmbayes function
• q: vector of quantiles
• sel: logical expression indicating samples to keep; defaults to keeping the second half of all samples

Returns

a list where each component is a data frame containing the summary statistics of the posterior distribution of one of the parameters (or vector of parameters) being estimated

Examples

## First generate dataset
set.seed(111)
dat <- SimData(n = 50, M = 4)
y <- dat$y
Z <- dat$Z
X <- dat$X

## Fit model with component-wise variable selection
## Using only 100 iterations to make example run quickly
## Typically should use a large number of iterations for inference
set.seed(111)
fitkm <- kmbayes(y = y, Z = Z, X = X, iter = 100, verbose = FALSE, varsel = TRUE)

ests <- ExtractEsts(fitkm)
names(ests)
ests$beta