g.prior

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

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

Package for Bayesian Model Averaging in linear models
        using stochastic or deterministic sampling without replacement
        from posterior distributions. Prior distributions on
        coefficients are from Zellner's g-prior or mixtures of g-priors
        corresponding to the Zellner-Siow Cauchy Priors or the Liang et
        al hyper-g priors (JASA 2008). Other model selection criterian
        include AIC and BIC. Sampling probabilities may be updated
        based on the sampled models. Allows uniform or beta-binomial
        prior distributions on models.

g.prior: Families of G-Prior Distribution for Coefficients in BMA Models

Description

Usage

Arguments

Value

Details

See Also

Examples