Bayesian analysis of growth curves with AR(1) dependence
type: Item
instance of: scholarly article
title: Bayesian analysis of growth curves with AR(1) dependence
zbMATH Open document ID: 0920.62037
DOI: 10.1016/S0378-3758(97)80750-1
author: Jack C. Lee
author: Ying-Lin Hsu
published in: Journal of Statistical Planning and Inference
publication date: 1998-02-09T00:00:00Z
review text: The generalized growth curve model with AR(1) dependence is defined as \(Y=X\tau A+\varepsilon\), where \(\tau\) is an unknown vector and \(X\) and \(A\) are known design matrices. The random error vector \(\varepsilon\) is normal with zero mean vector and covariance matrix \(\Sigma=\sigma^2C\), where the matrix \(C\) has the form \((\rho^{| i-j|})\). \(\sigma^2\), \(\sigma^2>0\), and \(\rho\), \(|\rho|<1\), are unknown parameters. The authors consider Bayesian analysis of this model. Both parameter estimation and prediction of future values are discussed. Results are illustrated with real and simulated data.
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1115637
zbMATH Keywords: growth curve model
zbMATH Keywords: prediction
reviewed by: Joseph Melamed
MaRDI profile type: Publication
cites work: Estimation of Time-Response Curves and Their Confidence Bands
cites work: A Bayesian approach to growth curves
cites work: Q5603679
cites work: Q3942230
cites work: Sample reuse procedures for prediction of the unobserved portion of a partially observed vector
cites work: Unbalanced Repeated-Measures Models with Structured Covariance Matrices
cites work: Selection of a Covariance Structure for Growth Curves
cites work: A note on a Manova model applied to problems in growth curve
cites work: Testing some covariance structures under a growth curve model
cites work: Q4749017
cites work: Prediction and Estimation of Growth Curves With Special Covariance Structures
cites work: Tests and Model Selection for the General Growth Curve Model
cites work: Q5680898
cites work: Q4122656
cites work: Q4368984
cites work: Q3906936
cites work: A generalized multivariate analysis of variance model useful especially for growth curve problems
cites work: The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
cites work: Q5617407
cites work: Q5583535
cites work: Q4148851
cites work: Prediction of future observations in growth curve models. With discussion and a reply by the author
cites work: A Class of Linear Spectral Models and Analyses for the Study of Longitudinal data
cites work: Bayesian Analysis of the Regression Model With Autocorrelated Errors
cites work: Randomization Analysis of the Completely Randomized Design Extended to Growth and Response Curves
Recommended article: On the robustness of cointegration tests when series are fractionally intergrated
Recommended article: Bayesian analysis of a growth curve model with a general autoregressive covariance structure
Recommended article: Bayesian analysis of a growth curve model with power transformation, random effects and AR(1) dependence
Recommended article: A Bayesian Model for Growth Curve Analysis
description: scientific article; zbMATH DE number 1115637