The QLIM Procedure

PRIOR Statement

PRIOR parameter-list ~ distribution ;

PRIOR _REGRESSORS;

The PRIOR statement specifies the prior distribution of the model parameters. You must specify a single parameter or a list of parameters, a tilde ~, and then a distribution with its parameters. Alternately, you can specify the special keyword REGRESSORS to select all the parameters used in the linear regression component of the model. Multiple PRIOR statements are allowed.

You can specify the following distributions:

NORMAL(MEAN=, VAR=): specifies a normal distribution with parameters MEAN and VAR.
GAMMA(SHAPE=a, SCALE=b): specifies a gamma distribution with parameters SHAPE and SCALE.
SQGAMMA(SHAPE=a, SCALE=b): specifies a square root gamma distribution with parameters SHAPE and SCALE.
IGAMMA(SHAPE=a, SCALE=b): specifies an inverse gamma distribution with parameters SHAPE and SCALE.
SQIGAMMA(SHAPE=a, SCALE=b): specifies a square root inverse gamma distribution with parameters SHAPE and SCALE.
UNIFORM(MIN=m, MAX=M): specifies a uniform distribution that is defined between MIN and MAX.
BETA(SHAPE1=a, SHAPE2=b, MIN=m, MAX=M): specifies a beta distribution with parameters SHAPE1 and SHAPE2 and defined between MIN and MAX.
T(LOCATION=, DF=): specifies a noncentral t distribution with DF degrees of freedom and location parameter equal to LOCATION.

For information about how to specify distributions, see the section Standard Distributions.

Last updated: August 11, 2020