Hello,
I have used rstanarm’s stan_glm for a Bayesian estimation of the coefficients in a logistic regression model. I am wondering if, like in PyMC, it is possible to estimate the probability that a certain coefficient is, for example, greater than zero?
Thanks for the help! Noham
This is most easily done with something like
post <- stan_glm(y ~ x + ..., data = dataset, family = binomial()) mean(as.data.frame(post)$x > 0)
In case it’s not obvious this calculates the fraction of samples that are greater than zero… boolean TRUE gets turned into 1 and FALSE into 0
Great - thank you both!