具有一般协方差结构的增长曲线模型的reference先验(英文)  

Reference Priors for the Growth Curve Model with General Covariance Structures

作　　者：何道江[1] 许凯[1] 

机构地区：[1]安徽师范大学统计系,芜湖241003

出　　处：《应用概率统计》2014年第1期57-71,共15页Chinese Journal of Applied Probability and Statistics

基　　金：supported by the National Natural Science Foundation of China(11201005,11071015);the Natural Science Foundation of Anhui Province(1308085QA13);the Key Project from the National Bureau ofStatistics(2013LZ17)

摘　　要：Reference分析最早由Bernardo(1979)提出的,Berger和Bernardo(1992a)做了进一步的发展.而Berger等(2001)提出了一个获得精确reference先验的方法,它已经成为获取无信息先验的最成功的方法之一.本文基于Berger等(2001)所提出的的算法,研究了具有一般协方差结构的增长曲线模型的reference先验.同时,给出了相应结果的一些应用.Reference analysis was first introduced by Bernardo （1979） and further developed by 15erger and Bernardo （1992a）. Berger et al. （2001） proposed a new method to obtain exact reference priors, which is proved to be one of the most successful methods to derive noninformative prior distributions. In this paper, the algorithm proposed in Berger et al. （2001） is used to obtain reference priors for the growth curve model with general covariance structures. Simultaneously, some applications of the corresponding results are presented.

关 键 词：Reference先验 增长曲线模型 线性混合模型 组内相关系数 

分 类 号：O212.2[理学—概率论与数理统计]