Add another argument(s) for R2 prior
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- Dominant language
- R
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Description
Summary:
stan_lm prior R2 can be used to set Beta(K/2, eta) prior on R^2. Value of eta is controlled
with arguments what and location. If K is large then this Beta prior is very informative. It would be useful to add another argument which would control the informativeness.
I'm not certain about the argument name, but maybe following @paul-buerkner and use par_ratio which would describe ratio of expected number of relevant predictors.
Alternatively there could also be direct Beta distribution arguments alpha and beta and the user would then think in terms of Beta distribution directly.
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First steps
- Read the whole issue, then the project's contributing guide.
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- Fork the repository and make your change on a branch.
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Research direction
Start by locating the stan_lm implementation of the R2 prior and read how the existing what and location arguments determine eta. Decide whether the feature should expose a par_ratio-style control or direct Beta parameters, then define and validate the chosen interface and its effect on prior informativeness.
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Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100