BAYESIAN LOCAL INFLUENCE ASSESSMENTS IN A GROWTH CURVE MODEL WITH GENERAL COVARIANCE STRUCTURE

作     者：白鹏 费宇 

作者机构：Department of Statistics Yunnan University Kunming 650091 China Institute of Applied Mathematics Yunnan Province Kunming 650091 China 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2000年第20卷第4期

页      面：563-570页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the fund of the Yunnan Education Committee!(NO.9941072) 

主　　题：Growth curve model prior and posterior distribution Kullback-Leibler di- vergence Bayesianω-model curvature 

摘      要：The objective of this paper is to present a Bayesian approach based on Kullback- Leibler divergence for assessing local influence in a growth curve model with general co- variance structure. Under certain prior distribution assumption, the Kullback-Leibler di- vergence is used to measure the influence of some minor perturbation on the posterior distribution of unknown parameter. This leads to the diagnostic statistic for detecting which response is locally influential. As an application, the common covariance-weighted perturbation scheme is thoroughly considered.