Families of G-Prior Distribution for Coefficients in BMA Models

Creates an object representing the g-prior distribution on coefficients for BAS.

Usage

g.prior(g)

Arguments

g

a scalar used in the covariance of Zellner's g-prior, Cov(beta) = sigma^2 g (X'X)^-1

Value

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

Details

Creates a structure used for BAS.

See also

IC.prior

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

Author

Merlise Clyde

Examples

g.prior(100)
#> $family
#> [1] "g.prior"
#> 
#> $g
#> [1] 100
#> 
#> $class
#> [1] "g-prior"
#> 
#> $hyper
#> [1] 100
#> 
#> $hyper.parameters
#> $hyper.parameters$g
#> [1] 100
#> 
#> 
#> attr(,"class")
#> [1] "prior"