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Jeffreys Prior Distribution for $g$ for Mixtures of g-Priors for Coefficients in BMA Models
Source:R/beta_priors.R
Jeffreys.Rd
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.
Details
Creates a structure used for bas.glm
.