Jeffreys: Jeffreys Prior Distribution for $g$ for Mixtures of g-Priors...

In BAS: Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

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

CCH bas.glm

Other beta priors: CCH(), EB.local(), IC.prior(), TG(), beta.prime(), g.prior(), hyper.g(), hyper.g.n(), intrinsic(), robust(), tCCH(), testBF.prior()

Examples

Jeffreys()

BAS documentation built on Sept. 30, 2024, 9:19 a.m.