[R] Bayesian logistic regression?
Andrew Gelman
gelman at stat.columbia.edu
Tue Jun 20 15:34:49 CEST 2006
Hi all.
Are there any R functions around that do quick logistic regression with
a Gaussian prior distribution on the coefficients? I just want
posterior mode, not MCMC. (I'm using it as a step within an iterative
imputation algorithm.) This isn't hard to do: each step of a glm
iteration simply linearizes the derivative of the log-likelihood, and,
at this point, essentially no effort is required to augment the data to
include the prior information. I think this can be done by going inside
the glm.fit() function--but if somebody's already done it, that would be
a relief!
Thanks.
Andrew
--
Andrew Gelman
Professor, Department of Statistics
Professor, Department of Political Science
gelman at stat.columbia.edu
www.stat.columbia.edu/~gelman
Statistics department office:
Social Work Bldg (Amsterdam Ave at 122 St), Room 1016
212-851-2142
Political Science department office:
International Affairs Bldg (Amsterdam Ave at 118 St), Room 731
212-854-7075
Mailing address:
1255 Amsterdam Ave, Room 1016
Columbia University
New York, NY 10027-5904
212-851-2142
(fax) 212-851-2164
More information about the R-help
mailing list