CRITERIA Subcommand (BAYES REGRESSION command)

CRITERIA controls the statistical criteria used in building the Bayesian Linear Regression models. The default criteria are noted in the description of each keyword below.

CILEVEL = value. Specify the significance level for computing credible intervals. Must be a single double value ∈(0,100). The default level is 95%

TOL = value. Specify the tolerance value for the numerical methods. 0.000001 is the default setting. Only in effect when METHOD = AGL. Must be one value ϵ(0, 10-3].

MAXITER = integer. Specify the maximum number of iterations the AGL method can go through in its computations. The integer 2000 is the default setting. You must specify a positive integer. Valid when METHOD = AGL.