PRIOR Subcommand (BAYES RELATED command)

PRIOR specifies the prior distribution.

VARDIST. Specify the prior distribution for the variance parameter. Valid when neither the data variance nor PRECDIST is specified. The diffuse prior is the default setting. When the data variance is specified for some variables, VARDIST is ignored for those variables.
  • DIFFUSE: Specify the diffuse prior ∝ 1.
  • INVCHISQ(value1 value2): Specify the distribution and parameters for inverse -χ2(ν0,σ20), where ν0 > 0 is the degree of freedom, and σ20 > 0 is the scale parameter.
  • INVGAMMA(value1 value2): Specify the distribution and parameters for inverse-Gamma(α0,β0),where α0 > 0 is the shape parameter, and β0 > 0 is the scale parameter.
  • JEFFREYS2: Specify the noninformative prior ∝ 1/σ20.
  • JEFFREYS4: Specify the noninformative prior ∝ 1/σ40.
PRECDIST. Specify the prior distribution for the precision parameter. The parameter is valid when neither the data variance nor VARDIST are specified. The subcommand is an mutually exclusive to VARDIST.
  • GAMMA(value1 value2): Specify the distribution and parameters for Gamma(α0,β0), where α0 > 0 is the shape parameter, and β0 is the scale parameter.
  • CHISQ(value): Specify the distribution and parameters for χ2(ν0), where ν0 > 0 is the degree of freedom.
MEANDIST. Specify the prior distribution for the mean parameter conditional on the variance or the precision parameter. DIFFUSE is the default setting.
  • DIFFUSE: Specify the diffuse prior ∝ 1.
  • NORMAL(value1 value2): Specify the distribution and parameters for Normal(μ0,κ0−1σ20) on variance or Normal(μ0,κ0/σ20) on precision, where μ0∈(−∞,∞) and σ2 > 0.

    If VARIANCE is specified for a /DATA subcommand:

  • VARDIST, if specified, has no affect on VARIABLES specified for the /DATA subcommand.
  • When MEANDIST = NORMAL(value1 value2), both value1 and value2 are required.

    When VARIANCE is not specified for a /DATA subcommand:

  • VARDIST or PRECDIST must be specified for normal VARIABLES.
  • When VARDIST = INVCHISQ or INVGAMMA, or PRECDIST = GAMMA or CHISQ
    • When MEANDIST = NORMAL(value1 value2), only value1 takes effect (value2 is ignored).
    • When MEANDIST = DIFFUSE, VARDIST and PRECDIST are ignored, and VARDIST = DIFFUSE is used.
  • When VARDIST = DIFFUSE, JEFFREYS2, or JEFFREYS4:
    • When MEANDIST = NORMAL(value1 value2), NORMAL is ignored, and MEANDIST =DIFFUSE is used.

KAPPA = value. Specify the value of κ0 in Normal(μ0,κ−10σ20) or Normal(μ0,κ0/σ20). Must be a single value > 0 (1 is the default value).