In normal runs of YourCast, the output object is a list with the
following elements:
- call
- The full call, including all command line options when
yourcast was called.
- userfile
- the full userfile if it was specified
- yhat
- a list with the same cross-sectional elements as the input
data, but with two columns, y for the observed
dependent variable and yhat for the predicted values.
These include both in-sample and out-of-sample values, as
distinguished by the values of sample.frame.
- coeff
- a list with the same cross-sectional elements as the
input data, elements of which are the estimated
coefficients if calculated by the chosen model.
- sterror
- a list with the same cross-sectional elements as the input
data, elements of which are the estimated standard errors
of the coefficients.
- sigma
- a list with the same cross-sectional elements as the
input data, elements of which are the estimated standard
error of the estimate of the regression (the standard deviation of
the dependent variable given the explanatory variables).
When YourCast is run with model=EBAYES, the output object is a list
with two elements, summary and summary.vec. The first are summaries
of the target values of the derivative of 
with respect to age,
the derivative with respect to time, the derivative with respect to
age and time, and the total standard deviation over all dimensions.
summary.vec includes histograms of the four elements. These elements
can be used to help set Ha.sigma, Ht.sigma, and
Hat.sigma.
Gary King
2009-07-13
