[R] Bayesian logistic regression?

Andrew Gelman gelman at stat.columbia.edu
Tue Jun 20 15:34:49 CEST 2006

Hi all.
Are there any R functions around that do quick logistic regression with 
a Gaussian prior distribution on the coefficients?  I just want 
posterior mode, not MCMC.  (I'm using it as a step within an iterative 
imputation algorithm.)  This isn't hard to do:  each step of a glm 
iteration simply linearizes the derivative of the log-likelihood, and, 
at this point, essentially no effort is required to augment the data to 
include the prior information.  I think this can be done by going inside 
the glm.fit() function--but if somebody's already done it, that would be 
a relief!

Andrew Gelman
Professor, Department of Statistics
Professor, Department of Political Science
gelman at stat.columbia.edu

Statistics department office:
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