I have this confusion related to how to select priors for a logistic regression
By Bayes theorem
$P(\theta|D) = \frac{P(D|\theta)P(\theta)}{P(D)}$.
Now my likelihood $P(D|\theta)$ is given by logistic function:
$P(y=1|x) = \frac{1}{1+e^{-\theta'x}}$.
I was thinking what sort of priors I can use for $P(\theta)$. Can I use gamma distribution for $P(\theta)$.
Will that help me to calculate:
$$\int P(\theta)P(D|\theta) d\theta$$