Jeffreys {BAS} | R Documentation |
Jeffreys Prior Distribution for $g$ for Mixtures of g-Priors for Coefficients in BMA Models
Description
Creates an object representing the Jeffrey's Prior on g mixture of g-priors on coefficients for BAS. This is equivalent to a limiting version of the CCH(a, 2, 0) with a = 0 or they hyper-g(a = 2) and is an improper prior. As $g$ does not appear in the Null Model, Bayes Factors and model probabilities are not well-defined because of arbitrary normalizing constants, and for this reason the null model is excluded and the same constants are used across other models.
Usage
Jeffreys()
Details
Creates a structure used for bas.glm
.
Value
returns an object of class "prior", with the family and hyerparameters.
Author(s)
Merlise Clyde
See Also
Other beta priors:
CCH()
,
EB.local()
,
IC.prior()
,
TG()
,
beta.prime()
,
g.prior()
,
hyper.g.n()
,
hyper.g()
,
intrinsic()
,
robust()
,
tCCH()
,
testBF.prior()
Examples
Jeffreys()
[Package BAS version 1.7.1 Index]