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1.3 Priors for Coefficients and Scales

See our general discussion of priors for tips on priors for parameters in regression models.

Later sections discuss univariate hierarchical priors and multivariate hierarchical priors, as well as priors used to identify models.

However, as described in QR-reparameterization section, if you do not have an informative prior on the location of the regression coefficients, then you are better off reparameterizing your model so that the regression coefficients are a generated quantity. In that case, it usually does not matter much what prior is used on on the reparameterized regression coefficients and almost any weakly informative prior that scales with the outcome will do.