testBF.prior: Test based Bayes Factors for BMA Models

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

Test based Bayes Factors for BMA Models

Description

Creates an object representing the prior distribution on coefficients for BAS that corresponds to the test-based Bayes Factors.

Usage

testBF.prior(g)

Arguments

g	a scalar used in the covariance of Zellner's g-prior, Cov(beta) = sigma^2 g (X'X)^-

Details

Creates a prior object structure used for BAS in 'bas.glm'.

Value

returns an object of class "prior", with the family and hyerparameters.

Author(s)

Merlise Clyde

See Also

g.prior, bas.glm

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

Examples

testBF.prior(100)
library(MASS)
data(Pima.tr)

# use g = n
bas.glm(type ~ .,
  data = Pima.tr, family = binomial(),
  betaprior = testBF.prior(nrow(Pima.tr)),
  modelprior = uniform(), method = "BAS"
)

BAS documentation built on April 3, 2025, 10:50 p.m.