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

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2000年 / 27卷 / 04期

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

页码：703 / 713

页数：11

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