EconPapers    
Economics at your fingertips  
 

Bayesian analysis of a general growth curve model with predictions using power transformations and AR(1) autoregressive dependence

Jack Lee and Kuo-Ching Liu

Journal of Applied Statistics, 2000, vol. 27, issue 3, pages 321-336

Abstract: In this paper, we consider a Bayesian analysis of the unbalanced (general) growth curve model with AR(1) autoregressive dependence, while applying the Box-Cox power transformations. We propose exact, simple and Markov chain Monte Carlo approximate parameter estimation and prediction of future values. Numerical results are illustrated with real and simulated data.

Date: 2000
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/02664760021637 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:taf:japsta:v:27:y:2000:i:3:p:321-336

Ordering information: This journal article can be ordered from
http://www.tandf.co.uk/journals/subscription.asp

Access Statistics for this article

Journal of Applied Statistics is edited by Professor Gopal K. Kanji

More articles in Journal of Applied Statistics from Taylor and Francis Journals
Series data maintained by Michael McNulty ().

 
Page updated 2012-01-24
Handle: RePEc:taf:japsta:v:27:y:2000:i:3:p:321-336