Bayesian Local Influence for the Growth Curve Model with Rao's Simple Covariance Structure

Jian-Xin Pan, Kai-Tai Fang and Erkki P. Liski

Journal of Multivariate Analysis, 1996, vol. 58, issue 1, 55-81

Abstract: 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 scheme. For illustration, covariance-weighted perturbation is considered particularly and used to analyze two real-life biological data sets, which shows that the criteria presented in this article are useful in practice.

Keywords: Bayesian; Hessian; matrix; Bayesian; local; influence; covariance-weighted; perturbation; growth; curve; model; Kullback-Leibler; divergence; statistical; diagnostics (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (6)

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