Bayesian Analysis of a General Growth Curve Model With Power Transformation, Random Effects and ARMA(p,q) Dependence
碩士 === 國立交通大學 === 統計所 === 89 === In this paper we devoted ourselves to a general growth model with power transformation, random effects and ARMA(p,q) dependence. Two prior distributions are proposed and put into comparisions in parameter estimation and predition of future values. Useful a...
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2001
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Online Access: | http://ndltd.ncl.edu.tw/handle/38590871587505904391 |
Summary: | 碩士 === 國立交通大學 === 統計所 === 89 === In this paper we devoted ourselves to a general growth model with power transformation, random effects and ARMA(p,q) dependence. Two prior distributions are proposed and put into comparisions in parameter estimation and predition of future values. Useful approximations and MCMC methods are employed. Some numerical results are illustrated with real and simulated data.
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