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, 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
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DOI: 10.1080/02664760021637

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