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bayesresiduals

Computation of posterior residual outlying probabilities for a linear regression model


Description

Computes the posterior probabilities that Bayesian residuals exceed a cutoff value for a linear regression model with a noninformative prior

Usage

bayesresiduals(lmfit,post,k)

Arguments

lmfit

output of the regression function lm

post

list with components beta, matrix of simulated draws of regression parameter, and sigma, vector of simulated draws of sampling standard deviation

k

cut-off value that defines an outlier

Value

vector of posterior outlying probabilities

Author(s)

Jim Albert

Examples

chirps=c(20,16.0,19.8,18.4,17.1,15.5,14.7,17.1,15.4,16.2,15,17.2,16,17,14.1)
temp=c(88.6,71.6,93.3,84.3,80.6,75.2,69.7,82,69.4,83.3,78.6,82.6,80.6,83.5,76.3)
X=cbind(1,chirps)
lmfit=lm(temp~X)
m=1000
post=blinreg(temp,X,m)
k=2
bayesresiduals(lmfit,post,k)

LearnBayes

Functions for Learning Bayesian Inference

v2.15.1
GPL (>= 2)
Authors
Jim Albert
Initial release
2018-03-18

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