update.bma {BAS} | R Documentation |
Update a BMA object using a new prior distribution on the coefficients.
## S3 method for class 'bma': update(object, newprior, alpha=NULL, ...)
object |
BMA object to update |
newprior |
Update posterior model probabilities, probne0,
shrinkage, logmarg, etc, using prior based on newprior. See
bas for available methods |
alpha |
optional new value of hyperparameter in prior for method |
... |
optional arguments |
Recomputes the marginal likelihoods for the new methods for models already sampled in current object.
A new object of class BMA
Merlise Clyde clyde@stat.duke.edu
Clyde, M. and George, E. I. (2004) Model uncertainty. Statist. Sci.,
19, 81-94.
http://www.isds.duke.edu/~clyde/papers/statsci.pdf
Clyde, M. (1999)
Bayesian Model Averaging and Model Search Strategies (with
discussion). In Bayesian Statistics 6. J.M. Bernardo, A.P. Dawid,
J.O. Berger, and A.F.M. Smith eds. Oxford University Press, pages
157-185.
Hoeting, J. A., Madigan, D., Raftery, A. E. and Volinsky, C. T. (1999)
Bayesian model averaging: a tutorial (with discussion). Statist. Sci.,
14, 382-401.
http://www.stat.washington.edu/www/research/online/hoeting1999.pdf
Liang, F., Paulo, R., Molina, G., Clyde, M. and Berger,
J.O. (2008) Mixtures of g-priors for Bayesian Variable
Selection. JASA
http://www.stat.duke.edu/05-12.pdf
Zellner, A. (1986) On assessing prior distributions and Bayesian
regression analysis with g-prior distributions. In Bayesian Inference
and Decision Techniques: Essays in Honor of Bruno de Finetti,
pp. 233-243. North-Holland/Elsevier.
Zellner, A. and Siow, A. (1980) Posterior odds ratios for selected regression hypotheses. In Bayesian Statistics: Proceedings of the First International Meeting held in Valencia (Spain), pp. 585-603.
bas
for available methods and choices of alpha
## Not run: library(MASS) data(UScrime) UScrime[,-2] = log(UScrime[,-2]) crime.bic = bas.lm(y ~ ., data=UScrime, n.models=2^15, prior="BIC",initprobs= "eplogp") crime.zs = update(crime.bic, newprior="ZS-null") ## End(Not run)