In this chapter, we illustrate R to fit some common regression models from a Bayesian perspective. We first outline the Bayesian normal regression model and describe algorithms to simulate from the joint distribution of regression parameters and error variance and the predictive distribution of future observations. One can judge the adequacy of the fitted model through use of the posterior predictive distribution and the inspection of the posterior distributions of Bayesian residuals. We then illustrate the R Bayesian computations in an example where one is interested in explaining the variation of extinction times of birds in terms of their nesting behavior, their size, and their migrant status.We conclude by illustrating the Bayesian fitting of a survival regression model.
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© 2007 Springer Science+Business Media, LLC
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(2007). Regression Models. In: Albert, J. (eds) Bayesian Computation with R. Use R!. Springer, New York, NY. https://doi.org/10.1007/978-0-387-71385-4_9
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DOI: https://doi.org/10.1007/978-0-387-71385-4_9
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-71384-7
Online ISBN: 978-0-387-71385-4
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