Bayesian Inference for Linear Regression

Daniel Ciuiu

Working Papers of Macroeconomic Modelling Seminar from Institute for Economic Forecasting

Abstract: In this paper we will perform Bayesian inference for linear regression. The normal distribution case is considered, hence the distribution of the errors and the multivariate prior distribution of the coefficients are normal. From these we obtain a multivariate normal posterior distribution for the coefficients.

Keywords: bayesian inference; linear regression (search for similar items in EconPapers)
JEL-codes: C11 C13 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2017-03
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