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

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 perturbat...

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Veröffentlicht in:Journal of multivariate analysis 1996-07, Vol.58 (1), p.55-81
Hauptverfasser: Pan, Jian-Xin, Fang, Kai-Tai, Liski, Erkki P.
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0047-259X
1095-7243
DOI:10.1006/jmva.1996.0039