I referred in passing to `rstanarm` and Bayesian linear regression in the R notebook on reducing the number of covariates. We’ll encounter Bayesian approaches again soon, and I just happened to run across a nice, simple introduction to Bayesian linear regression. It uses Python, with which I am only glancingly familiar, but you don’t need to run Python to read the discussion and understand what’s going on. If you’re unfamiliar with Bayesian inference or if you’d just like to check your understanding, take a look at this Introduction to Bayesian Linear Regression.

September 5, 2019Statistics