| intrinsic {BAS} | R Documentation |
Intrinsic Prior Distribution for Coefficients in BMA Models
Description
Creates an object representing the intrinsic prior on g, a special case of the tCCH mixture of g-priors on coefficients for BAS.
Usage
intrinsic(n = NULL)
Arguments
n |
the sample size; if NULL, the value derived from the data in the call to 'bas.glm' will be used. |
Details
Creates a structure used for bas.glm.
Value
returns an object of class "prior", with the family "intrinsic" of class "TCCH" and hyperparameters alpha = 1, beta = 1, s = 0, r = 1, n = n for the tCCH prior where theta in the tCCH prior is determined by the model size and sample size.
Author(s)
Merlise A Clyde
References
Womack, A., Novelo,L.L., Casella, G. (2014). "Inference From Intrinsic Bayes' Procedures Under Model Selection and Uncertainty". Journal of the American Statistical Association. 109:1040-1053. doi:10.1080/01621459.2014.880348
See Also
tCCH, robust, hyper.g,
hyper.g.nbas.glm
Other beta priors:
CCH(),
EB.local(),
IC.prior(),
Jeffreys(),
TG(),
beta.prime(),
g.prior(),
hyper.g.n(),
hyper.g(),
robust(),
tCCH(),
testBF.prior()
Examples
n <- 500
tCCH(alpha = 1, beta = 2, s = 0, r = 1.5, v = 1, theta = 1 / n)