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Bayesian Linear Regression/Evidence
Method evidence record

Bayesian Linear Regression

Bayesian linear regression is a probabilistic extension of the ordinary linear model, introduced through Bayes' rule and formalised in its modern computational workflow by Gelman et al. (2013). Rather than returning a single point estimate for each coefficient, it combines a user-specified prior distribution with the likelihood of the observed data to produce a full posterior distribution over all parameters, from which credible intervals and posterior predictive distributions are derived.

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Bayesian Linear Regression
Taxonomic method record · bayesian / bayesian
  • Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. · ISBN 978-1439840955
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Related methods

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Same method familyBayesian ANOVAmachine-suggested · Relational suggestion, not evidence.Same method familyBayesian Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyMCMCmachine-suggested · Relational suggestion, not evidence.See alsoOLS Regressionmachine-suggested · Relational suggestion, not evidence.

Evidence status

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Sources

1 recorded citation, copied from the method source record.

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