Bayesian Logistic Regression Model Choice via Laplace-Metropolis Algorithm
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Abstract:
Following a Bayesian statistical inference paradigm, we provide an alternative methodology for analyzing a multivariate logistic regression. We use a multivariate normal prior in the Bayesian analysis. We present a unique Bayes estimator associated with a prior which is admissible. The Bayes estimators of the coefficients of the model are obtained via MCMC methods. The proposed procedure is illustrated by analyzing a data set which has previously b"'en analyzed by various authors. It is shown that our model is more precise and computationally less taxing.
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Journal title
volume 5 issue None
pages 9- 24
publication date 2006-11
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