Multiparameter Models

In this chapter, we describe the use of R to summarize Bayesian models with several unknown parameters. In learning about parameters of a normal population or multinomial parameters, posterior inference is accomplished by simulating from distributions of standard forms. Once a simulated sample is obtained from the joint posterior, it is straightforward to perform transformations on these simulated draws to learn about any function of the parameters. We next consider estimating the parameters of a simple logistic regression model. Although the posterior distribution does not have a simple functional form, it can be summarized by computing the density on a fine grid of points.