BAS (version 0.85)

update.bma: Update BMA object using a new prior

Description

Update a BMA object using a new prior distribution on the coefficients.

Usage

## S3 method for class 'bma':
update(object, newprior, alpha=NULL, ...)

Arguments

object

BMA object to update

newprior

Update posterior model probabilities, probne0, shrinkage, logmarg, etc, using prior based on newprior. See bas for available methods

alpha

optional new value of hyperparameter in prior for method

...

optional arguments

Value

• A new object of class BMA

Details

Recomputes the marginal likelihoods for the new methods for models already sampled in current object.

References

Clyde, M. and George, E. I. (2004) Model uncertainty. Statist. Sci., 19, 81-94. http://www.isds.duke.edu/~clyde/papers/statsci.pdf Clyde, M. (1999) Bayesian Model Averaging and Model Search Strategies (with discussion). In Bayesian Statistics 6. J.M. Bernardo, A.P. Dawid, J.O. Berger, and A.F.M. Smith eds. Oxford University Press, pages 157-185. Hoeting, J. A., Madigan, D., Raftery, A. E. and Volinsky, C. T. (1999) Bayesian model averaging: a tutorial (with discussion). Statist. Sci., 14, 382-401. http://www.stat.washington.edu/www/research/online/hoeting1999.pdf Liang, F., Paulo, R., Molina, G., Clyde, M. and Berger, J.O. (2008) Mixtures of g-priors for Bayesian Variable Selection. JASA http://www.stat.duke.edu/05-12.pdf Zellner, A. (1986) On assessing prior distributions and Bayesian regression analysis with g-prior distributions. In Bayesian Inference and Decision Techniques: Essays in Honor of Bruno de Finetti, pp. 233-243. North-Holland/Elsevier. Zellner, A. and Siow, A. (1980) Posterior odds ratios for selected regression hypotheses. In Bayesian Statistics: Proceedings of the First International Meeting held in Valencia (Spain), pp. 585-603.

See Also

bas for available methods and choices of alpha

Examples

library(MASS)
data(UScrime)
UScrime[,-2] = log(UScrime[,-2])
crime.bic =  bas.lm(y ~ ., data=UScrime, n.models=2^15, prior="BIC",initprobs= "eplogp")
crime.zs = update(crime.bic, newprior="ZS-null")