On the posterior distribution of the covariance matrix of the growth curve model
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.
Year of publication: |
1998
|
---|---|
Authors: | Pan, Jian-Xin ; Fang, Kai-Tai ; von Rosen, Dietrich |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 38.1998, 1, p. 33-39
|
Publisher: |
Elsevier |
Keywords: | Bayesian inference Growth curve model Matrix-variate t-distribution Mixture distribution Non-informative prior Posterior distribution |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Multiple outlier detection in growth curve model with unstructured covariance matrix
Pan, Jian-Xin, (1995)
-
Bayesian Local Influence for the Growth Curve Model with Rao's Simple Covariance Structure,
Pan, Jian-Xin, (1996)
-
Influential observation in the growth curve model with unstructured covariance matrix
Pan, Jian-Xin, (1996)
- More ...