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

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.

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Year of publication:	2000
Authors:	Lee, Jack ; Liu, Kuo-Ching
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 27.2000, 3, p. 321-336
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005458125