Usage
ei(formula, total = NULL, Zb = 1, Zw = 1, id = NA, data =NA, erho = 0.5,
esigma = 0.5, ebeta = 0.5, ealphab = NA, ealphaw = NA, truth = NA,
simulate = TRUE, covariate = NULL, lambda1 = 4, lambda2 = 2,
covariate.prior.list = NULL, tune.list = NULL, start.list = NULL,
sample = 1000, thin = 1, burnin = 1000, verbose = 0, ret.beta = "r",
ret.mcmc = TRUE, usrfun = NULL)
Arguments
formula
A formula of the form $t ~x$ in the $2x2$
case and $cbind(col1,col2,...) ~ cbind(row1,row2,...)$ in
the RxC case.
total
`total' is the name of the variable in the dataset that
contains the number of individuals in each unit
Zb
$p$ x $k^b$ matrix of covariates or the name of covariates in
the dataset
Zw
$p$ x $k^w$ matrix of covariates or the name of covariates in
the dataset
id
`id' is the nae of the variable in the dataset that
identifies the precinct. Used for `movie' and `movieD' plot functions.
data
data frame that contains the variables that
correspond to formula. If using covariates and data is specified, data should also contain Zb
and Zw
.
erho
The standard deviation of the normal prior on $\phi_5$ for the correlation. Default $=0.5$.
esigma
The standard deviation of an underlying normal distribution, from which a half normal is constructed as a prior for both $\breve{\sigma}_b$ and $\breve{\sigma}_w$. Default $= 0.5$
ebeta
Standard deviation of the "flat normal" prior on $\breve{B}^b$ and $\breve{B}^w$. The flat normal prior is uniform within the unit square and dropping outside the square according to the normal distribution. Set to zero for no prior. Setting to positive values probabilistically keeps the estimated mode within the unit square. Default$=0.5$
ealphab
cols(Zb) x 2 matrix of means (in the first column) and standard deviations (in the second) of an independent normal prior distribution on elements of $\alpha^b$. If you specify Zb, you should probably specify a prior, at least with mean zero and some variance (default is no prior). (See Equation 9.2, page 170, to interpret $\alpha^b$).
ealphaw
cols(Zw) x 2 matrix of means (in the first column) and standard deviations (in the second) of an independent normal prior distribution on elements of $\alpha^w$. If you specify Zw, you should probably specify a prior, at least with mean zero and some variance (default is no prior). (See Equation 9.2, page 170, to interpret $\alpha^w$).
truth
A length(t) x 2 matrix of the true values of the quantities of interest.
simulate
default = TRUE:see documentation in eiPack
for options for
RxC ei.
covariate
see documentation in eiPack
for options for
RxC ei.
lambda1
default = 4:see documentation in eiPack
for options for
RxC ei.
lambda2
default = 2:see documentation in eiPack
for options for
RxC ei.
covariate.prior.list
see documentation in eiPack
for options for
RxC ei.
tune.list
see documentation in eiPack
for options for
RxC ei.
start.list
see documentation in eiPack
for options for
RxC ei.
verbose
default = 0:see documentation in eiPack
for options for
RxC ei.
ret.beta
default = "r": see documentation in eiPack
for options for
RxC ei.
ret.mcmc
default = TRUE: see documentation in eiPack
for options for
RxC ei.
usrfun
see documentation in eiPack
for options for
RxC ei.