標題: 具冪次轉換,隨機效應及ARMA(p,q)相依之成長曲線模式的貝氏分析
Bayesian Analysis of a General Growth Curve Model With Power Transformation, Random Effects and ARMA(p,q) Dependence
作者: 李國榮
Kuo-Jung Lee
李昭勝
Dr. Jack C. Lee
統計學研究所
關鍵字: ARMA(p,q) 相依;貝氏估計;Box-Cox 轉換;成長曲線;隨機效應;重參數化;重覆測驗;ARMA(p,q) dependence;Bayesian estimation;Box-Cox transformation;Growth curve;Random effects;Reparametrization;Repeated measurements
公開日期: 2000
摘要: 本論文是討論具冪次轉換,隨機效應與ARMA(p,q)相依之一般成長曲線模式的貝氏分析.我們提出二種不同的事前分配,並利用有用的逼近法及 MCMC法.而且在參數估計及未來值的預測問題作一比較.
In this paper we devoted ourselves to a general growth model with power transformation, random effects and ARMA(p,q) dependence. Two prior distributions are proposed and put into comparisions in parameter estimation and predition of future values. Useful approximations and MCMC methods are employed. Some numerical results are illustrated with real and simulated data.
URI: http://140.113.39.130/cdrfb3/record/nctu/#NT890337010
http://hdl.handle.net/11536/66761
Appears in Collections:Thesis