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Suppose we fit a Bayesian logistic regression model of the form

$$Y_i \sim Bernoulli(p_i)$$

$$logit(p_i) = \beta_0 + \beta_1*x + \alpha_{j[i]}$$

$$\alpha_j \sim N(0,\sigma_\alpha^2)$$

$$\beta_i \sim N(0,1000)$$

and we obtain samples from MCMC of

$$(\beta_0^{(s)},\beta_1^{(s)},\alpha_j^{(s)})$$.

Suppose we wish to calculate the 95% Credible Interval for cluster 1.

Is it equivalent to take the quantile of

$$logit^{-1}(\beta_0^{(s)} +\beta_1^{(s)}*x + \alpha_1^{(s)}) , \ \forall s$$

or take

$$logit^{-1}(\beta_0^{.025/.975} + beta_1^{.025/975}x + \alpha_1^{.025/.975})$$

That is, can we take the quantiles of the coefficients first?

user2879934
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