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Is the JZS Prior appropriate for Logistic Regression

Simple question, is the JZS Prior appropriate for Logistic Regression? That is, a Jeffrey’s prior on sigma2 and a Cauchy prior of some scale on the population betas, where continuous predictors are standarized.

Comments

  • The BAS package in R also offers logistic regression with JZS priors, but because the likelihood is different the precise implementation will differ from that of linear regression. If you want to know more I'd advise you to check out the BAS documentation and associated papers by Merlise Clyde. We hope to implement Bayesian logistic regression in JASP fairly soon.

    Cheers,

    E.J.

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