Generalized tCCH g-Prior Distribution for Coefficients in BMA Models

Creates an object representing the tCCH mixture of g-priors on coefficients for BAS.

Usage

tCCH(alpha = 1, beta = 2, s = 0, r = 3/2, v = 1, theta = 1)

Arguments

alpha

a scalar > 0, recommended alpha=.5 (betaprime) or 1.

beta

a scalar > 0. The value is not updated by the data; beta should be a function of n for consistency under the null model.

s

a scalar, recommended s=0 a priori

r

r arbitrary; in the hyper-g-n prior sets r = (alpha + 2)

v

0 < v

theta

theta > 1

Value

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

Details

Creates a structure used for bas.glm.

See also

CCH, robust, hyper.g, hyper.g.nbas.glm

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

Author

Merlise Clyde

Examples

n <- 500
tCCH(alpha = 1, beta = 2, s = 0, r = 1.5, v = 1, theta = 1 / n)
#> $family
#> [1] "tCCH"
#> 
#> $class
#> [1] "TCCH"
#> 
#> $hyper.parameters
#> $hyper.parameters$alpha
#> [1] 1
#> 
#> $hyper.parameters$beta
#> [1] 2
#> 
#> $hyper.parameters$s
#> [1] 0
#> 
#> $hyper.parameters$r
#> [1] 1.5
#> 
#> $hyper.parameters$v
#> [1] 1
#> 
#> $hyper.parameters$theta
#> [1] 0.002
#> 
#> 
#> attr(,"class")
#> [1] "prior"