In generalized linear models that have only fixed effects, the log of the posterior density is
where is the vector of fixed-effects parameters and
is the log of the joint prior density of
. The log likelihood,
, is computed for the ith observation. The summation reflects the assumption that all observations in the data set are independent. The response variable
can be a vector, and
can be either a scalar or a covariance. The logarithm of the prior distribution of
is not included because it is constant with respect to
.