Set_prior to Dirichlet distribution in multilevel bernoulli model

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divas...@gmail.com

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Nov 23, 2017, 3:42:37 AM11/23/17
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Dear Paul,

Hello. Now I built up a two-level binary model family=bernoulli(link = "logit"). I used RMLE first to estimate all coefficients and found a set of predictors are significant (p<0.05). However, when I used brms, some predictors became insignificant. I just wander that maybe it is due to the multicollinearity among the predictors and a lot of them are categorical variables. Therefore, I want to set priors of these variables using Dirichlet distribution. However, everytime I tried to define it in brms, it gave an error. And I can not find any document to tell how to define Dirichlet prior in brms. Could you please give me an idea? Many thanks.

Diva

Paul Buerkner

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Nov 23, 2017, 4:44:36 AM11/23/17
to divas...@gmail.com, brms-users
It is not possible in brms to set a dirichlet prior on the regression coefficients. How would such a model look like in your opinion?

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