Blocked Gibbs Sampling in R for Bayesian Multiple Linear Regression

September 5, 2017

(This article was first published on R – Stable Markets, and kindly contributed to R-bloggers)

In a previous post, I derived and coded a Gibbs sampler in R for estimating a simple linear regression. In this post, I will do the same for multivariate linear regression. I will derive the conditional posterior distributions necessary for the blocked Gibbs sampler. I will then code the sampler and test it using simulated … Continue reading Blocked Gibbs Sampling in R for Bayesian Multiple Linear Regression

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