I have a linear regression model \bf Y=\bf{X}\bf{\beta}+\epsilon. I want to assign a prior on \bf\beta in order to derive the posterior predictive model p(y_{predictive}|\bf{y},\bf{X},\beta). How do I decide which prior I assign to the regression coefficient \bf{\beta} ? Is there a literature that discusses this?

**Answer**

A nice document with general advice on choosing priors (with links to papers with more detail) is here: https://github.com/stan-dev/stan/wiki/Prior-Choice-Recommendations.

**Attribution***Source : Link , Question Author : Spandyie , Answer Author : Greg Snow*