A weakly informative default prior distribution for logistic and other regression models
A weakly informative default prior distribution for logistic and other regression models
We propose a new prior distribution for classical (nonhierarchical) logistic regression models, constructed by first scaling all nonbinary variables to have mean 0 and standard deviation 0.5, and then placing independent Student-t prior distributions on the coefficients. As a default choice, we recommend the Cauchy distribution with center 0 and …