Chapter 17

Metric Predicted Variable with Multiple Metric Predictors

Contents

17.1 Multiple Linear Regression

17.1.1 The Perils of Correlated Predictors

17.1.2 The Model and BUGS Program

17.1.3 The Posterior: How Big Are the Slopes?

17.1.4 Posterior Prediction

17.2 Hyperpriors and Shrinkage of Regression Coefficients

17.2.1 Informative Priors, Sparse Data, and Correlated Predictors

17.3 Multiplicative Interaction of Metric Predictors

17.3.1 The Hierarchical Model and BUGS Code

17.3.2 Interpreting the Posterior

17.4 Which Predictors Should Be Included?

17.5 R Code

17.5.1 Multiple Linear Regression

17.5.2 Multiple Linear Regression with Hyperprior on Coefficients

17.6 Exercises

When I was young two plus two equaled four, but

Since I met you things ...

Get Doing Bayesian Data Analysis now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.