具冪次轉換及AR(1)相依之一般成長曲線模式的貝氏分析

Abstract

本論文是討論一般的成長曲線模式的貝氏分析當共變異矩陣為AR(1)相依且應用Box-Cox冪次轉換於模式中。文中由貝氏的觀點來探討參數估計和預測未來值。同時經由Gibbs抽樣方法的貝氏推論也在研究中。最後用實際的資料和模擬的資料來描述一些結果。

In this paper we consider Bayesian analysis of the unbalanced (general) growth curve model with AR(1) dependence, while applying the Box-Cox power transformations. We propose both parameter estimation and prediction of future values. Meanwhile, Bayesian inference by means of Gibbs sampling is also studied. Numerical results are illustrated with several sets of real and simulated data.