Cross Validated Asked by MarG on August 23, 2020
I am using the function stan_glm()
in R. I am using 4 predictor variables and I want to specify a univariate independent prior for each regression parameter. Right now I am trying to include each prior by placing them in a list through the following code snippet:
poisson.model.stan <- stan_glm(Count ~ v1 + v2 + v3 + v4,
family = poisson(link=log),
data=data,
chains = 4, cores = 5, seed = 55, iter = 100000,
offset=log(exposure), prior_intercept = normal(-2,1),
prior = c(normal(-0.2, 0.05),
normal(0.1, 0.05),
normal(0.3, 0.05),
normal(0.04, 0.05)))
However, I am not sure whether this is the correct way of specifying my priors.
To summarize, how do I specify several independent priors in the stan_glm()
function?
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