TitleInformative g-Priors for Logistic Regression
Publication TypeJournal Article
Year of Publication2014
AuthorsHanson, TE, Branscum, AJ, Johnson, WO
JournalBayesian Analysis
Volume9
Issue3
Pagination597 - 612
Date Published09/2014
ISSN1936-0975
Abstract
 

Eliciting information from experts for use in constructing prior distributions for logistic regression coefficients can be challenging. The task is especially difficult when the model contains many predictor variables, because the expert is asked to provide summary information about the probability of “success” for many subgroups of the population. Often, however, experts are confident only in their assessment of the population as a whole. This paper is about incorporating such overall information easily into a logistic regression data analysis using g-priors. We present a version of the g-priors such that the prior distribution on the overall population logistic regression probabilities of success can be set to match a beta distribution. A simple data augmentation formulation allows implementation in standard statistical software packages.

DOI10.1214/14-BA868
Short TitleBayesian Anal.