The BGLIMM Procedure

Inverse gamma distribution: . You can specify this distribution as follows:

model y = x / scaleprior = igamma(shape=a, scale=b);

The inverse gamma prior applies to all distributions that have a scale parameter.

Gamma distribution: . You can specify this distribution as follows:

model y = x / scaleprior = gamma(shape=a, iscale=b);

The gamma prior applies to the gamma, inverse gamma, and negative binomial distributions. It does not apply to the normal likelihood function with an identity link.

Improper prior: . You can specify this distribution as follows:

model y = x / scaleprior = improper;

The improper prior applies to the gamma, inverse gamma, and negative binomial distributions. It does not apply to the normal likelihood function with an identity link.