[R] How to get the error and error variance after HB using bayesm

[Michael Langmaack]

Hello all,

I have a question concerning bayesian regression in R using the package bayesm (version 2.2-5) by Peter Rossi. I have binary choice data and estimated individual coefficients using the command rhierBinLogit(Data=Data,Mcmc=Mcmc). That worked out properly, conversion plots, histograms, parameter are fine. No a have to compute the errors and the error variance or something like the MSE. But I do not know how to do. I did not find a hint so far. I would be more than happy if anybody can help me. Thanks in advance!

Best regards,
Michael

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