Intrinsic Prior Distribution for Coefficients in BMA Models
Creates an object representing the intrinsic prior on g, a special case of the tCCH mixture of g-priors on coefficients for BAS.
intrinsic(n = NULL)
n |
the sample size; if NULL, the value derived from the data in the call to 'bas.glm' will be used. |
Creates a structure used for bas.glm
.
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.
Merlise A Clyde
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. https://amstat.tandfonline.com/doi/abs/10.1080/01621459.2014.880348
n <- 500 tCCH(alpha = 1, beta = 2, s = 0, r = 1.5, v = 1, theta = 1 / n)
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