[R] Bayesian logistic regression with a beta prior (MCMClogit)

[Cody_Hamilton at Edwards.com]

Dear Franco,

Have you tried using the beta.start option in MCMClogit?  (The problem may
be where you are starting your chain.)

Regards,
   -Cody



                                                                           
             francogrex                                                    
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                                       [R] Bayesian logistic regression    
             05/03/2007 12:21          with a beta prior (MCMClogit)       
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Dear all,
I am trying to use the logistic regression with MCMClogit (package:
MCMCpack/Coda) and I want to put a beta prior on the parameters, but it's
giving me error message (please see output below) no matter what shape 1 or
2 I use. It works perfect with the cauchy or normal priors. Do you know if
there is a catch there somewhere? Thanks

logpriorfun <- function(beta,shape1,shape2){
sum(dbeta(beta,shape1,shape2, log=T)) }

posterior <- MCMClogit(nausea~nsaid*diuretic, data=w,
verbose=2000,burnin = 1000, mcmc = 10000,
user.prior.density=logpriorfun,shape1=1,shape2=1)

user.prior.density(beta.start) == -Inf.
Error in MCMClogit(nausea ~ nsaid * diuretic, data = w, verbose = 2000,  :
        Respecify and call MCMClogit() again.

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