for 1 and 2 (and thusprecision 1~(0.20)2 = 25) yethaveahighlydispersepriorfor 0 (e.g., precision = 1010), wecan specifya33

for β1 and β2 (and thusprecision 1~(0.20)2 = 25) yethaveahighlydispersepriorfor β0 (e.g., precision = 10−10), wecan specifya3×3 matrix A to usefortheprecision B0, wherethevaluesonthemaindiagonal are theprecisionsfor (β0, β1, β2):

> A=diag(c(10^(-10),25,25))

> fit.bayes<-MCMCregress(impair~life+ ses, data=Mental,mcmc=5000000,

+ b0=0, B0=A,c0=10^(-10),d0=10^(-10))

Conduct aBayesiananalysisusingpriorstandarddeviation τ =