表示specifies the prior distribution for the regression coefficients.
The default is COEFFPRIOR=UNIFORM, which specifies the noninformative and improper prior of a constant.
Jeffreys’ prior is specified by COEFFPRIOR=JEFFREYS, which can be followed by the following option in parentheses. Jeffreys’ prior is proportional to , where is the Fisher information matrix. See the section Jeffreys’ Prior and Ibrahim and Laud (1991) for more details.
参考
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