Leeds-MRG / Minos

SIPHER Microsimulation for estimating the effect on Income policy on mental health.
MIT License
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drawing from distribution of fixed effects #323

Open RobertClay opened 10 months ago

RobertClay commented 10 months ago

by definition regression coefficients are multivariate normal distributed as

beta_hat ~ N_p(beta, (X^TX)^{-1}sigma^2)

We want to draw random coefficients to induce uncertainty in model coefficient values

This whole approach may be done much better using Gibbs sampling I think. check if theres an R package to do this for regression. start simple for now.

RobertClay commented 7 months ago

this has already been pulled somewhere...