The sampling algorithm described in Jochmann (2013) is used.
Value
A list containing the following elements:
alpha
Posterior draws of alpha (coda mcmc object).
beta
Posterior draws of beta (coda mcmc object).
gamma
Posterior draws of gamma (coda mcmc object).
delta
Posterior draws of delta (coda mcmc object).
sigma2
Posterior draws of sigma^2 (coda mcmc object).
I.beta
Posterior draws of indicator whether tau_j^beta is one (coda mcmc object).
I.delta
Posterior draws of indicator whether tau_j^delta is one (coda mcmc object).
omega.beta
Posterior draws of omega^beta (coda mcmc object).
omega.delta
Posterior draws of omega^delta (coda mcmc object).
acc
Acceptance rate of the Metropolis-Hastings step.
References
Jochmann, M. (2013). “What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for
Health Care”, Computational Statistics, 28, 1947–1964.
Examples
## Not run:
data( docvisits )
mdl <- docvisits ~ age + agesq + health + handicap + hdegree + married + schooling +
hhincome + children + self + civil + bluec + employed + public + addon
post <- zic.ssvs( mdl, docvisits,
10.0, 5.0, 5.0, 1.0e-04, 2.0, 2.0, 1.0, 1.0,
10.0, 5.0, 5.0, 1.0e-04, 2.0, 2.0,
1000, 10000, 10, 1.0, TRUE )
## End(Not run)