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

Jian-Xin Pan, Kai-Tai Fang and Dietrich von Rosen

Statistics & Probability Letters, 1998, vol. 38, issue 1, 33-39

Abstract: 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.

Keywords: Bayesian; inference; Growth; curve; model; Matrix-variate; t-distribution; Mixture; distribution; Non-informative; prior; Posterior; distribution (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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