Hi, I am quite new to Bayesian Liner regression. I want to perform linear regression using Generalized extreme value (GEV) distribution. My code is working well while trying to estimate the three parameters of GEV. However, I am getting wrong values when I am assuming the location parameter (mu) as…

Ok, well I’m a sucker for a problem, so here goes. The main thing was to choose more reasonable priors. Building up from a single GEV distribution fit showed that the X wasn’t so influential: beta is small and gam is close to zero. Also, the target value should be < 1.0 and it’s good to let the sa…

Linear regression with Generalized extreme value distribution

Questions v3

ccaprani May 8, 2023, 12:38pm 6

Got it - give me a couple of days!

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Linear regression with Generalized extreme value distribution

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