Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

intrinsic

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. https://amstat.tandfonline.com/doi/abs/10.1080/01621459.2014.880348

See Also

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)

BAS

Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

v1.5.5
GPL (>= 3)
Authors
Merlise Clyde [aut, cre, cph] (ORCID=0000-0002-3595-1872), Michael Littman [ctb], Quanli Wang [ctb], Joyee Ghosh [ctb], Yingbo Li [ctb], Don van de Bergh [ctb]
Initial release
2020-1-24

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.