Suppose I have a model with multiple categorical predictors, e.g. response ~ ethnicity + religion What’s the recommendation for setting up a weakly informative prior in this situation? It wouldn’t make sense to use independent priors (e.g. Normal(0,1)) on all coefficients here, because then the p…

One option is to use effects coding rather than dummy coding for the categorical predictors. For a binary predictor, effects coding means using -1/1 instead of 0/1 (which is dummy coding). For a categorical predictor, the dummy coding expands to a column of zeros and ones for every category except…

Symmetric weakly informative priors for categorical predictors

Modeling

jsocolar April 29, 2021, 1:32pm 5

Replace all the zeros with -1’s

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Symmetric weakly informative priors for categorical predictors

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