| BAYESIAN LOCAL INFLUENCE ASSESSMENTS IN A GROWTH CURVE MODEL WITH GENERAL COVARIANCE STRUCTURE |
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| 作者姓名： | 白鹏 费宇 |
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| 作者单位： | Bai Peng (Department of Statistics，Yunnan Uuiversity，Kunming 650091，China) Fei Yu (Institute of Applied Mathematics，Yuunan Province，Kunming 650091，China) |
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| 基金项目： | Supported by the fund of the Yunnan Education Committee
!(NO.9941072) |
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| 摘 要： | 1 IntroductionThe problem of how to deal With local influence assessment in a growth curve model withgeneral covariance structure is very important. There are two main reasons why this is so. First,although the growth curve model can be viewed as a generalizetion of classical linear regressionmodel in some wad, as pointed out by for etc.1], two models are substantially different andthe former is much more complicated than the latter. Secondly3 it is not generally the case withlocally influen…
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| 关 键 词： | Growth curve model prior and posterior distribution Kullback-Leibler di- vergence Bayesianω-model curvature |
BAYESIAN LOCAL INFLUENCE ASSESSMENTS IN A GROWTH CURVE MODEL WITH GENERAL COVARIANCE STRUCTURE |
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| Bai Peng,FEI Yu.BAYESIAN LOCAL INFLUENCE ASSESSMENTS IN A GROWTH CURVE MODEL WITH GENERAL COVARIANCE STRUCTURE[J].Acta Mathematica Scientia,2000,20(4). |
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| Authors: | Bai Peng FEI Yu |
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| Abstract: | The objective of this paper is to present a Bayesian approach based on Kullback- Leibler divergence for assessing local influence in a growth curve model with general co- variance structure. Under certain prior distribution assumption, the Kullback-Leibler di- vergence is used to measure the influence of some minor perturbation on the posterior distribution of unknown parameter. This leads to the diagnostic statistic for detecting which response is locally influential. As an application, the common covariance-weighted perturbation scheme is thoroughly considered. |
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| Keywords: | Growth curve model prior and posterior distribution Kullback-Leibler divergence curvature |
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