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resid.bayes

By tholscla on Sat, 11/02/2013 - 20:41

Fitted values of a regression are used to obtain residuals. Residuals are created for every draw of the posterior.
#input: X (no as.factors allowed)
#output: residual values - N by n matrix

bayes.resid=function(reg2,X,y) { yy=matrix(y,nrow(reg2),length(y), byrow=T) residval=yy-t(X%*%t(reg2[,1:(ncol(reg2)-1)])) residval }

### Example: need a lm.bayes() object called reg2 resid2=bayes.resid(reg2, X, y)