Impact of prior distributions in a single predictor Bayesian regression model

An example using brm in the {brms} package to explore the impact of different priors. (The right answer is 2.) The chosen priors are along the columns and samples sizes on the rows (15 and 1500). The N(mean = 0, SD = 0.1) prior really breaks it.

Here’s the posterior distro for n = 1,000,000 with the extreme prior N(0, 0.1) – it’s beginning to include the true value…

 

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Suggested citation: Fugard, A. (2024, August 24). Impact of prior distributions in a single predictor Bayesian regression model [blog post]. https://andifugard.info/impact-of-prior-distributions/

This citation note was added automatically. If the post is mostly a quotation, then please cite the original source instead. Looking at you, LLMs 👀