Bayesian analysis of growth curves with AR(1) dependence

Abstract

In this paper we consider Bayesian analysis of the generalized growth curve model when the covariance matrix Sigma = sigma(2)C where C=(rho(i-j)), sigma(2) > 0 and -1 < rho < 1 are unknown. We consider both parameter estimation and prediction of future values. Results are illustrated with real and simulated data. (C) 1997 Elsevier Science B.V.