R: Intrinsic Prior Distribution for Coefficients in BMA Models

intrinsic {BAS} | R Documentation

## 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 = NULL)

### Arguments

`n` | the sample size; if NULL, the value derived from the data in the call to 'bas.glm' will be used.

### Details

Creates a structure used for `bas.glm`.

### 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.

### Author(s)

Merlise A Clyde

### References

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. https://amstat.tandfonline.com/doi/abs/10.1080/01621459.2014.880348

### See Also

`tCCH`, `robust`, `hyper.g`, `hyper.g.n` `bas.glm`

Other beta priors: `CCH()`, `EB.local()`, `IC.prior()`, `Jeffreys()`, `TG()`, `beta.prime()`, `g.prior()`, `hyper.g.n()`, `hyper.g()`, `robust()`, `tCCH()`, `testBF.prior()`

### Examples

    n <- 500
    tCCH(alpha = 1, beta = 2, s = 0, r = 1.5, v = 1, theta = 1 / n)

[Package BAS version 1.5.5 Index]