R scale parameter in Bayesian ANCOVA

juschu

Hi,

I would like to investigate the relationship between two continuous variables while controlling for two continuous covariates and one categorical covariate. Because one of my covariates is categorical I think (based on previous discussions on this forum) that I need to run a Bayesian ANCOVA, entering the continuous predictor and the two continuous covariates in the Covariates box and the categorical covariate in the Fixed Factors box. I then include the two continuous and the categorical covariate in the null model. My first question is whether I have understood this correctly?

Secondly, I am wondering about the specification of the Prior on Coefficients (under Additional Options) since the default for the r scale values is different for fixed effects and covariates. In my case this would mean that the scale parameter is different for the categorical and the continuous covariates, but it is the same for the continuous covariate and the continuous predictor of interest. Should this be set to the same value in this case and if so, to which value?

I also noticed that it is possible to specify the prior for each term individually, but this does not allow me to specify a prior for a term that is included in the null model. Does that mean that the r scale parameter does not matter for these terms?

Many thanks in advance!

Best wishes,

Julia

EJ

Hello Julia,

1. Yes you've understood that correctly.
2. Yes it would make sense to set that to the same value (I'd use the scale for the continuous covariates)
3. If you include terms in the null model, these terms are common to the null and the alternative, so their scale matters only little (if anything)

E.J.