Module 6.2: Bayesian linear regression (illustration)

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 9.1: The linear regression model
  • Section 9.2: Bayesian estimation for a regression model

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 14.2: Bayesian analysis of the classical regression model
  • Section 14.4: Goals of regression analysis
  • Section 14.5: Assembling the matrix of explanatory variables