In the previous exercise, suppose ???? = 0 and the HPD interval for ???? is (0, U).

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In the previous exercise, suppose ????̂ = 0 and the HPD interval for ???? is (0, U).

Is (1∕U, ∞) the HPD interval or the equal-tail posterior interval for ????∗?

Do you think it is a sensible interval? Explain, and give implications for forming posterior intervals for parameters in logistic regression when there is complete or quasi-complete separation.

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