neighbayes.models.priors.PanelBasePriors¶
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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 (seeBasePriorsfor the formula).
- sigma2_alpha, sigma2_beta
Inverse-gamma prior on the observation-noise variance \(\sigma^2\). Default
alpha=2.0;sigma2_betadefaults toVar(y)whenNone.
- 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.
- nu[source]¶
Student-t degrees of freedom used when
robust=True. Fixed rather than sampled; seeBasePriors.
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__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