intrinsic: Intrinsic Prior Distribution for Coefficients in BMA Models

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

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. \Sexpr[results=rd]{tools:::Rd_expr_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(), hyper.g.n(), robust(), tCCH(), testBF.prior()

Examples

n <- 500
tCCH(alpha = 1, beta = 2, s = 0, r = 1.5, v = 1, theta = 1 / n)

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