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bayescslogistic
2006 Jun 20
1
Bayesian logistic regression?
Hi all.
Are there any R functions around that do quick logistic regression with
a Gaussian prior distribution on the coefficients? I just want
posterior mode, not MCMC. (I'm using it as a step within an iterative
imputation algorithm.) This isn't hard to do: each step of a glm
iteration simply linearizes the derivative of the log-likelihood, and,
at this point, essentially no