R: Summaries for Out of Sample Prediction

cv.summary.bas {BAS} | R Documentation

## Summaries for Out of Sample Prediction

### Description

Compute average prediction error from out of sample predictions

### Usage

    cv.summary.bas(pred, ytrue, score = "squared-error")

### Arguments

`pred` | fitted or predicted value from the output from `predict.bas`
`ytrue` | vector of left out response values
`score` | function used to summarize error rate. Either "squared-error", or "miss-class"

### Value

For squared error, the average prediction error for the Bayesian estimator error = sqrt(sum(ytrue - yhat)^2/npred) while for binary data the misclassification rate is more appropriate.

### Author(s)

Merlise Clyde clyde@duke.edu

### See Also

`predict.bas`

### Examples

    ## Not run:
    library(foreign)
    cognitive <- read.dta("https://www.stat.columbia.edu/~gelman/arm/examples/child.iq/kidiq.dta")
    cognitive$mom_work <- as.numeric(cognitive$mom_work > 1)
    cognitive$mom_hs <- as.numeric(cognitive$mom_hs > 0)
    colnames(cognitive) <- c("kid_score", "hs", "iq", "work", "age")

    set.seed(42)
    n <- nrow(cognitive)
    test <- sample(1:n, size = round(.20 * n), replace = FALSE)
    testdata <- cognitive[test, ]
    traindata <- cognitive[-test, ]
    cog_train <- bas.lm(kid_score ~ ., prior = "BIC", modelprior = uniform(), data = traindata)
    yhat <- predict(cog_train, newdata = testdata, estimator = "BMA", se = F)
    cv.summary.bas(yhat$fit, testdata$kid_score)

    ## End(Not run)

[Package BAS version 1.6.2 Index]