On the posterior distribution of the covariance matrix of the growth curve model

Jian-Xin Pan; Kai-Tai Fang; Dietrich Von Rosen

doi:10.1016/s0167-7152(97)00151-x

On the posterior distribution of the covariance matrix of the growth curve model

Jian-Xin Pan, Kai-Tai Fang, Dietrich Von Rosen^*

^*Corresponding author for this work

Research output: Contribution to journal › Journal article › peer-review

4 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	33-39
Number of pages	7
Journal	Statistics and Probability Letters
Volume	38
Issue number	1
DOIs	https://doi.org/10.1016/s0167-7152(97)00151-x
Publication status	Published - 15 May 1998
Externally published	Yes

User-Defined Keywords

Bayesian inference
Growth curve model
Matrix-variate t-distribution
Mixture distribution
Non-informative prior
Posterior distribution

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10.1016/s0167-7152(97)00151-x

Cite this

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title = "On the posterior distribution of the covariance matrix of the growth curve model",

abstract = "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.",

keywords = "Bayesian inference, Growth curve model, Matrix-variate t-distribution, Mixture distribution, Non-informative prior, Posterior distribution",

author = "Jian-Xin Pan and Kai-Tai Fang and {Von Rosen}, Dietrich",

note = "Funding Information: * Corresponding author. t Supported partially by the Hong Kong UGC Grant and the Swedish Natural Research Council.",

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AU - Fang, Kai-Tai

AU - Von Rosen, Dietrich

N1 - Funding Information: * Corresponding author. t Supported partially by the Hong Kong UGC Grant and the Swedish Natural Research Council.

PY - 1998/5/15

Y1 - 1998/5/15

N2 - 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.

AB - 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.

KW - Bayesian inference

KW - Growth curve model

KW - Matrix-variate t-distribution

KW - Mixture distribution

KW - Non-informative prior

KW - Posterior distribution

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DO - 10.1016/s0167-7152(97)00151-x

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EP - 39

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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ER -

On the posterior distribution of the covariance matrix of the growth curve model

Abstract

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