具一般自相關共變異數結構之生長曲線模型

Abstract

本論文是從最大概似估計及貝式分析的觀點來考慮一般生長曲線模型, 而其中共變異數矩陣為一般自相關結構(banded or autoregressive nce structure)。文中對於參數和未來值都有推論。我們用了 琲爾禤い荋y述結果。另外我們也用實際資料在AR(1)相關共變 }結構中的表現來和本論文的結果做一些預測精確性的比較。 In this paper we consider from maximum likelihood and Bayesian points of view the generalized growth curve model when the covariance is banded(or autoregressive covariance structure). Inferences parameters as well as the future values are included. The are illustrated with several sets of real data sets. Some sons in predictive accuracy with AR(1) dependence structure o made via real data.