BAYESIAN LOCAL INFLUENCE FOR THE GROWTH CURVE MODEL WITH RAOS SIMPLE COVARIANCE STRUCTURE

Citation
Jx. Pan et al., BAYESIAN LOCAL INFLUENCE FOR THE GROWTH CURVE MODEL WITH RAOS SIMPLE COVARIANCE STRUCTURE, Journal of Multivariate Analysis, 58(1), 1996, pp. 55-81
Citations number
34
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
0047259X
Volume
58
Issue
1
Year of publication
1996
Pages
55 - 81
Database
ISI
SICI code
0047-259X(1996)58:1<55:BLIFTG>2.0.ZU;2-F
Abstract
In this paper, the Bayesian local influence approach is employed to di agnose the adequacy of the growth curve model with Rao's simple covari ance structure, based on the Kullback-Leibler divergence. The Bayesian Hessian matrices of the model are investigated in detail under an abs tract perturbation scheme. For illustration, covariance-weighted pertu rbation is considered particularly and used to analyze two real-life b iological data sets, which shows that the criteria presented in this a rticle are useful in practice. (C) 1996 Academic Press, Inc.