intrinsic: Intrinsic Prior Distribution for Coefficients in BMA Models
Description
Creates an object representing the intrinsic prior on g,
a special case of the tCCH mixture of g-priors on
coefficients for BAS.
Usage
intrinsic(n)
Arguments
n
the sample size
Value
returns an object of class "prior", with the family "intrinsic"
of class "TCCH" and hyperparameters alpha = 1,
beta = 1, s = 0, r = 1, n = n for the tCCH prior where
theta in the tCCH prior is determined by the model size and sample size.
Womack, A., Novelo,L.L., Casella, G. (2014). "Inference From Intrinsic
Bayes' Procedures Under Model Selection and Uncertainty". Journal of
the American Statistical Association.
109:1040-1053.
http://amstat.tandfonline.com/doi/abs/10.1080/01621459.2014.880348