On the existence of posterior mean for Bayesian logistic regression
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Huong T. T. Pham
und
Hoa Pham
Abstract
Existence conditions for posterior mean of Bayesian logistic regression depend on both chosen prior distributions and a likelihood function. In logistic regression, different patterns of data points can lead to finite maximum likelihood estimates (MLE) or infinite MLE of the regression coefficients. Albert and Anderson [On the existence of maximum likelihood estimates in logistic regression models, Biometrika 71 1984, 1, 1–10] gave definitions of different types of data points, which are complete separation, quasicomplete separation and overlap. Conditions for the existence of the MLE for logistic regression models were proposed under different types of data points. Based on these conditions, we propose the necessary and sufficient conditions for the existence of posterior mean under different choices of prior distributions. In this paper, a general wide class of priors, which are informative priors and non-informative priors having proper distributions and improper distributions, are considered for the existence of posterior mean. In addition, necessary and sufficient conditions for the existence of posterior mean for an individual coefficient is also proposed.
References
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© 2021 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Estimating drift and minorization coefficients for Gibbs sampling algorithms
- A global random walk on grid algorithm for second order elliptic equations
- Neural network regression for Bermudan option pricing
- Optimising Poisson bridge constructions for variance reduction methods
- On the existence of posterior mean for Bayesian logistic regression
Artikel in diesem Heft
- Frontmatter
- Estimating drift and minorization coefficients for Gibbs sampling algorithms
- A global random walk on grid algorithm for second order elliptic equations
- Neural network regression for Bermudan option pricing
- Optimising Poisson bridge constructions for variance reduction methods
- On the existence of posterior mean for Bayesian logistic regression
