Properties and Implementation of Jeffreys’s Prior in Binomial Regression Models
二项回归模型中 Jeffreys 先验的性质与计算实现
We study several theoretical properties of Jeffreys's prior for binomial regression models. We show that Jeffreys's prior is symmetric and unimodal for a class of binomial regression models. We characterize the tail behavior of Jeffreys's prior by comparing it with the multivariate t and normal distributions under the commonly used logistic, probit, and complementary log-log regression models. We also show that the prior and posterior normalizing constants under Jeffreys's…