psql client: technique for applying default values to :variables?

Stumped: is there any way to set up default values for psql variables
within the .SQL file itself? Obviously, I can do something like:

$ psql -f my_script -v MYVAR=${myvar:-mydefault}

but I would prefer to have the value stored with the .SQL file, e.g. (if
this actually worked):

\set MYVAR COALESCE(:MYVAR,'mydefault')

-- 
Jeffery Boes  <><
jeff@endpoint.com