Robust-Prior Distribution for Coefficients in BMA Model

Creates an object representing the robust prior of Bayarri et al (2012) that is mixture of g-priors on coefficients for BAS.

Usage

robust(n = NULL)

Arguments

n

the sample size.

Value

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

Details

Creates a prior structure used for bas.glm.

See also

CCH andbas.glm

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

Author

Merlise Clyde

Examples

robust(100)
#> $family
#> [1] "robust"
#> 
#> $class
#> [1] "TCCH"
#> 
#> $hyper.parameters
#> $hyper.parameters$n
#> [1] 100
#> 
#> 
#> attr(,"class")
#> [1] "prior"