Model Selection (Lecture Notes Monograph Series, vol 38)

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Setting this to zero gives Zellner's g-prior. If desired, an estimate of the regression coefficients can be supplied. In most cases this will be a difficult parameter to specify.

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If omitted then a prior mean of zero will be used for all coordinates except the intercept, which will be set to mean y. The maximum number of variable inclusion indicators the sampler will attempt to sample each iteration. If negative then all indicators will be sampled.

A vector giving the prior probability of inclusion for each variable. If NULL then a default set of probabilities is obtained by setting each element equal to min 1, expected. A Zellner-style spike and slab prior for logistic regression.

Well Logging Lecture Notes

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