2017RePEc: Research Papers in EconomicsRequires access

Bayesian Inference for Linear Regression

Daniel Ciuiu

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Abstract

In this paper we will perform Bayesian inference for linear regression. The normal distribution case is considered, hence the distribution of the errors and the multivariate prior distribution of the coefficients are normal. From these we obtain a multivariate normal posterior distribution for the coefficients.

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What this paper is about

In this paper we will perform Bayesian inference for linear regression. The normal distribution case is considered, hence the distribution of the errors and the multivariate prior distribution of the coefficients are normal. From these we obtain a multivariate normal posterior distribution for the coefficients.

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Available abstract

In this paper we will perform Bayesian inference for linear regression. The normal distribution case is considered, hence the distribution of the errors and the multivariate prior distribution of the coefficients are normal. From these we obtain a multivariate normal posterior distribution for the coefficients.

Key concepts: Bayesian multivariate linear regression, Bayesian linear regression, Multivariate statistics, Multivariate normal distribution, Linear regression, Mathematics, Statistics, Bayesian probability

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