Question: 2. Consider the Normal regression model which is partly linear and partly non- linear: yi = B1 + 2x12 + + xxik +

2. Consider the Normal regression model which is partly linear and partly non-

linear:

yi = B1 + 2x12 + · ·· + xxik + f (xi,k+1. .. . . xi,k+p . Y ) + 81

(a) Using a noninformative prior, derive the marginal posterior p(y ly).

(b) Discuss how you might derive a posterior simulator if you wished to carry out Bayesian inference solely on y.

(c) Discuss how you might derive a posterior simulator if you wished to carry out Bayesian inference on y and B1. . .. . Pk.

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