Specify Default Prior Distributions
dpriors.Rd
Specify "default" prior distributions for classes of model parameters.
Details
The prior distributions always use JAGS/Stan syntax and parameterizations. For example, the normal distribution in JAGS is parameterized via the precision, whereas the normal distribution in Stan is parameterized via the standard deviation.
User-specified prior distributions for specific parameters
(using the prior()
operator within the model syntax) always
override prior distributions set using dpriors()
.
The parameter names are:
nu: Observed variable intercept parameters.
alpha: Latent variable intercept parameters.
lambda: Loading parameters.
beta: Regression parameters.
itheta: Observed variable precision parameters.
ipsi: Latent variable precision parameters.
rho: Correlation parameters (associated with covariance parameters).
ibpsi: Inverse covariance matrix of blocks of latent variables (used for
target="jags"
).tau: Threshold parameters (ordinal data only).
delta: Delta parameters (ordinal data only).
References
Edgar C. Merkle, Ellen Fitzsimmons, James Uanhoro, & Ben Goodrich (2021). Efficient Bayesian Structural Equation Modeling in Stan. Journal of Statistical Software, 100(6), 1-22. URL http://www.jstatsoft.org/v100/i06/.
Edgar C. Merkle & Yves Rosseel (2018). blavaan: Bayesian Structural Equation Models via Parameter Expansion. Journal of Statistical Software, 85(4), 1-30. URL http://www.jstatsoft.org/v85/i04/.