Lecture 12: Prior Choice in Conjugate Regression

Readings

• A First Course in Bayesian Statistical Methods by Peter D. Hoff

  • Section 9.1: The linear regression model (review)
  • Section 9.2: Bayesian estimation for a regression model

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin

  • Sectoin 14.1: Conditional Modeling
  • Section 14.2: Bayesian analysis of the classical regression model
  • Section 14.3: Regression for Causal Inference
  • Section 14.4: Goals of Regression Analysis

• The Bayesian Choice (Second Edition) by Christian Robert