5 Generalized linear models

To be added.

5.1 Prior on coefficients

Extensions of g-prior mixtures to GLMs include using the observed or expected information matrix evaluated at the maximum-likelihood (ML) as the prior covariance (Hansen and Yu, 2003; Wang and George, 2007; Li and Clyde, 2016).

5.2 Approximating the marginal likelihood

5.3 MCMC model search

5.4 Assessing MCMC convergence