neighbayes.models.priors.PanelBasePriors

class neighbayes.models.priors.PanelBasePriors(beta_mu=None, beta_sigma=None, sigma2_alpha=2.0, sigma2_beta=None, sigma_sigma=10.0, nu=4.0)[source]

Priors shared by every panel model.

beta_mu, beta_sigma

Normal prior on regression coefficients. Both default to None, which means the model resolves a weakly-informative, data-scaled Gelman et al. (2008) prior at construction (see BasePriors for the formula).

sigma2_alpha, sigma2_beta

Inverse-gamma prior on the observation-noise variance \(\sigma^2\). Default alpha=2.0; sigma2_beta defaults to Var(y) when None.

sigma_sigma[source]

Half-normal scale on \(\sigma\). Retained for backward compatibility with callers that still pass it; unused by the Gaussian path, which uses sigma2_alpha / sigma2_beta.

Type:

float

nu[source]

Student-t degrees of freedom used when robust=True. Fixed rather than sampled; see BasePriors.

Type:

float

__init__(beta_mu=None, beta_sigma=None, sigma2_alpha=2.0, sigma2_beta=None, sigma_sigma=10.0, nu=4.0)[source]

Methods

__init__([beta_mu, beta_sigma, ...])

Attributes

beta_mu

beta_sigma

nu

sigma2_alpha

sigma2_beta

sigma_sigma

beta_mu = None[source]
beta_sigma = None[source]
nu = 4.0[source]
sigma2_alpha = 2.0[source]
sigma2_beta = None[source]
sigma_sigma = 10.0[source]