2

I have this confusion related to how to select priors for a logistic regression

By Bayes theorem

$P(\theta|D) = \frac{P(D|\theta)P(\theta)}{P(D)}$.

Now my likelihood $P(D|\theta)$ is given by logistic function:

$P(y=1|x) = \frac{1}{1+e^{-\theta'x}}$.

I was thinking what sort of priors I can use for $P(\theta)$. Can I use gamma distribution for $P(\theta)$.

Will that help me to calculate:

$$\int P(\theta)P(D|\theta) d\theta$$

ilanman
  • 4,503
  • 1
  • 22
  • 46
user34790
  • 6,049
  • 6
  • 42
  • 64
  • 1
    This thread might help. http://stats.stackexchange.com/questions/102692/intuitive-explanation-of-bayesian-logistic-regression – ilanman Jan 08 '17 at 12:00

0 Answers0