Bayesian Analysis of a Growth Curve Model with a General Autoregressive Covariance Structure

J. C. Lee and C. H. Chang

Scandinavian Journal of Statistics, 2000, vol. 27, issue 4, 703-713

Abstract: In this paper we 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(1) dependence structure. Inferences on the parameters as well as the future values are included. The results are illustrated with several real data sets.

Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:27:y:2000:i:4:p:703-713

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