When fitting a regression line to sample data, instead of getting one single regression line, wouldn’t it be nice if you can get a distribution of predictions instead?
That is when Bayesian linear regression comes in handy. By creating a Bayesian linear regression model, we are able to create the intervals where most predictions lie given a value of 𝑥.
In my latest article, you will learn how to build Bayesian linear regression in several lines of code using Bambi.