BAS (version 1.4.7)

testBF.prior: Test based Bayes Factors for BMA Models

Description

Creates an object representing the prior distribution on coefficients for BAS that coreesponds to the test-based Bayes Factors.

Usage

testBF.prior(g)

Arguments

g

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

Value

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

Details

Creates a prior object structure used for BAS in `bas.glm`.

See Also

g.prior, bas.glm

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

Examples

# NOT RUN {
testBF.prior(100)
library(MASS)
data(Pima.tr)

# use g = n 
bas.glm(type ~ ., data=Pima.tr, family=binomial(), 
        betaprior=testBF.prior(nrow(Pima.tr)),
        modelprior=uniform(), method="BAS")
# }