[Rd] prediction in DPpackage
soetzel
oetzel at wiwi.uni-frankfurt.de
Fri Mar 27 09:17:00 CET 2009
Hallo,
I´m using the the DPpackage to estimate a Bayesian semiparametric
generalized additive model with the PSgam-command.
To compare the estimator with other estimators, I want to compare the mean
squared error
for in sample and out-of sample predictions. For linear models, I typically
use the
´fitted´-command to estimate the fitted values. Unfortunately, this command
does not work
with the PSgam.
Is there chance to get fitted value in sample and out sample with your
package?
I would greatly appreciate your response!
Sebastian
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