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On the posterior distribution of the covariance matrix of the growth curve model

โœ Scribed by Jian-Xin Pan; Kai-Tai Fang; Dietrich von Rosen

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
292 KB
Volume
38
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

For the growth curve model with an unstructured covariance matrix, the posterior distributions of the dispersion matrix is derived under a non-informative prior distribution. The results are especially useful for Bayesian inference as well as Bayesian diagnostics of the model.

๐Ÿ“œ SIMILAR VOLUMES

Bayesian Local Influence for the Growth
Bayesian Local Influence for the Growth Curve Model with Rao's Simple Covariance Structure
โœ Jian-Xin Pan; Kai-Tai Fang; Erkki P. Liski ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 916 KB

In this paper, the Bayesian local influence approach is employed to diagnose the adequacy of the growth curve model with Rao's simple covariance structure, based on the Kullback Leibler divergence. The Bayesian Hessian matrices of the model are investigated in detail under an abstract perturbation s