事後シミュレーション比較の結果:β〜N(0,I_5)
AR acceptance=0.951919
MH acceptance=0.925955
Mean Stdev 95%L 95%U Geweke
Const 0.0022641 0.99219 -1.9515 1.9390 0.29768
PRIV -0.0062935 1.0015 -1.9540 1.9549 0.90874
SCHOOL 0.0057044 1.0016 -1.9657 1.9693 0.94095
LOGINC -0.0067527 1.0032 -1.9717 1.9724 0.99076
PTCON 0.0046710 0.99427 -1.9461 1.9538 0.91854
p-values of Posterior Simulation Comparison:
H_0:E(B0)=0
0.91383
H_0:E(B0^2)=1
0.36719
H_0:E(B1)=0
0.39375
H_0:E(B1*B0)=0
0.70264
H_0:E(B1^2)=1
0.66452
H_0:E(B2)=0
0.44924
H_0:E(B2*B0)=0
0.58433
H_0:E(B2*B1)=0
0.95482
H_0:E(B2^2)=1
0.68975
H_0:E(B3)=0
0.45363
H_0:E(B3*B0)=0
0.99966
H_0:E(B3*B1)=0
0.73342
H_0:E(B3*B2)=0
0.63959
H_0:E(B3^2)=1
0.44780
H_0:E(B4)=0
0.50759
H_0:E(B4*B0)=0
0.10938
H_0:E(B4*B1)=0
0.58272
H_0:E(B4*B2)=0
0.29502
H_0:E(B4*B3)=0
0.91868
H_0:E(B4^2)=1
0.087465