Description Details Author(s) References
Use Gibbs sampler with Polya-Gamma data augmentation to fit logistic and probit regression under independent Student-t priors (including Cauchy priors and normal priors as special cases).
Package: | tglm |
Type: | Package |
Version: | 1.0 |
Date: | 2015-07-24 |
License: | GPL(>= 2) |
Main function: tglm.fit
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Yingbo Li
Maintainer: Yingbo Li <ybli@clemson.edu>
James H. Albert and Siddhartha Chib. (1993) "Bayesian Analysis of Binary and Polychotomous Response Data." Journal of the American statistical Association, 88(422), 669-679.
Nicholas G. Polson, James G. Scott, and Jesse Windle. (2013) "Bayesian Inference for Logistic Models Using Polya-Gamma Latent Variables." Journal of the American statistical Association, 108(504), 1339-1349.
Joyee Ghosh, Yingbo Li, and Robin Mitra. "On the Use of Cauchy Prior Distributions for Bayesian Logistic Regression." Working paper.
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