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Bayesian Data Analysis, Third Edition, 3rd Edition by Donald B. Rubin, Aki Vehtari, David B. Dunson, Hal S. Stern, John B. Carlin, Andrew Gelman

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Chapter 14

Introduction to regression models

Linear regression is one of the most widely used statistical tools. This chapter introduces Bayesian model building and inference for normal linear models, focusing on the simple case of uniform prior distributions. We apply the hierarchical modeling ideas of Chapter 5 in the context of linear regression in the next chapter. The analysis of the educational testing experiments in Chapter 5 is a special case of hierarchical linear modeling.

The topics of setting up and checking linear regression models ...

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