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BMA (version 3.12)

MC3.REG.logpost: Helper function to MC3.REG

Description

Helper function to MC3.REG that calculates the posterior model probability (up to a constant).

Usage

MC3.REG.logpost(Y, X, model.vect, p, i, K, nu, lambda, phi)

Arguments

Value

  • The log-posterior distribution for the model (up to a constant).

References

Bayesian Model Averaging for Linear Regression Models Adrian E. Raftery, David Madigan, and Jennifer A. Hoeting (1997). Journal of the American Statistical Association, 92, 179-191. A Method for Simultaneous Variable and Transformation Selection in Linear Regression Jennifer Hoeting, Adrian E. Raftery and David Madigan (2002). Journal of Computational and Graphical Statistics 11 (485-507) A Method for Simultaneous Variable Selection and Outlier Identification in Linear Regression Jennifer Hoeting, Adrian E. Raftery and David Madigan (1996). Computational Statistics and Data Analysis, 22, 251-270 Earlier versions of these papers are available via the World Wide Web using the url: http://www.stat.colostate.edu/~jah/papers/

See Also

MC3.REG, For.MC3.REG, MC3.REG.choose