On the existence of posterior mean for Bayesian logistic regression

DOI10.1515/MCMA-2021-2089MaRDI QIDQ2239251zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 3 November 2021

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2021-2089

zbMATH Keywords

Bayesian approachexistence conditionlogistic regressionposterior mean

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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Cites work

• A weakly informative default prior distribution for logistic and other regression models
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian and frequentist regression methods
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression
• Existence of the MLE and propriety of posteriors for a general multinomial choice model
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
• On the existence of maximum likelihood estimates in logistic regression models
• On the use of Cauchy prior distributions for Bayesian logistic regression
• The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic

Cited in

(3)

• On the use of Cauchy prior distributions for Bayesian logistic regression
• Controlling Separation in Generating Samples for Logistic Regression Models
• Applying non-informative G-prior for logistic regression models with different patterns of data points

Describes a project that uses

Uses Software

• BayesDA

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