MCMC Package Example (Version 0.9-2)
Charles J. Geyer, Min Q Median Q Max · 2013
This is an example of using the mcmc package in R. The problem comes from a take-home question on a (take-home) PhD qualifying exam (School of Statistics, University of Minnesota). Simulated data for the problem are in the dataset logit. There are five variables in the data set, the response y and four predictors, x1, x2, x3, and x4. A frequentist analysis for the problem is done by the following R statements> library(mcmc)> data(logit)> out summary(out) Call: glm(formula = y ~ x1 + x2 + x3 + x4, family = binomial(), data = logit,