Hi All,

I am in a situation where I have two predictors X_1 and X_2 which are quite related. i.e X_1=< X_2 by nature. Is there a way to incorporate this information in to my regression model?

Hi All,

I am in a situation where I have two predictors X_1 and X_2 which are quite related. i.e X_1=< X_2 by nature. Is there a way to incorporate this information in to my regression model?

That should be reflected by conditioning on both `X_1`

and `X_2`

.

Can the effect of X_1 at higher and lower values interpreted straightforwardly?

Yes, if `X_2`

is not a consequence of `X_1`

.

One approach is to rescale the predictors to `X[1]`

and `X[2] - X[1]`

. It changes the values you get for coefficients, so the priors mean slightly different things, but it can have a more natural interpretation.