# In Bayesian estimation, when can regression coefficients and scale parameter be jointly identifiable? When not?

Exercise 14.2 in Koop, Poirier and Tobias's book (i.e. Bayesian econometric methods) talks about the case that in probit model, the regression and scale parameter are not jointly identified.

I wonder, in general, is there any rules or heuristics that can help us to judge when regression coefficients and scale parameter can be jointly identifiable and when not?

• Please add self-study since this is related with an exercise from a textbook. – Xi'an Jul 21 '17 at 8:30