Bayesian analysis of a growth curve model with a general autoregressive covariance structure

被引:6
|
作者
Lee, JC [1 ]
Chang, CH [1 ]
机构
[1] Natl Chiao Tung Univ, Taipei, Taiwan
关键词
banded covariance; Bayesian; exact and approximate distributions; maximum likelihood estimates; MCMC; non-informative prior; prediction; Toeplitz structure;
D O I
10.1111/1467-9469.00217
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper wt: consider from maximum likelihood and Bayesian points of view the generalized growth curve model when the covariance matrix has a Toeplitz structure. This covariance is a generalization of the AR(I) dependence structure. Inferences on the parameters as well as the future values are Included. The results are illustrated with several real data sets.
引用
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页码:703 / 713
页数:11
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