Parameter Estimation and Future Value Prediction of Generalized Growth Curve Model with Power Transformation, Random Effects and General AR(g) Dependence

10.29973/JCSA.200512.0006

Ying-Lin Hsu；Tz-Liang Kueng；Jack C. Lee；Tsung I. Lin

Approximation ； Bayesian ； longitudinal data ； maximum likelihood ； MCMC ； real data ； simulated data

中國統計學報

43卷4期（2005 / 12 / 01）

451 - 471

英文

In this paper, we consider an extension of the covariance structure to an AR(g) process with random effects via Bayesian and maximum-likelihood (ML) approaches. We study both parameter estimation and prediction of future values. Numerical results are illustrated with real and simulated data.

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