Jeffreys {BAS} | R Documentation |
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.
Jeffreys()
Creates a structure used for bas.glm
.
returns an object of class "prior", with the family and hyerparameters.
Merlise Clyde
Other beta priors: CCH
,
EB.local
, IC.prior
,
TG
, beta.prime
,
g.prior
, hyper.g.n
,
hyper.g
, intrinsic
,
robust
, tCCH
,
testBF.prior
Jeffreys()