Returns a new linear model given their original covariance and uncertainty
Usage
resampleCoefficients.lm(fit)
Arguments
- fit
an lm object whose coefficients should be resampled
Value
A new lm object with resampled coefficients such that predict.lm()
will make predictions reflecting those new coefficients. No other
properties of the returned model are guaranteed.
Details
(Although the name suggests otherwise, resampleCoefficients is not currently
an S3 generic. You should refer to this function by its complete name.)
References
http://www.clayford.net/statistics/simulation-to-represent-uncertainty-in-regression-coefficients/