Abstract
We treat the Bayesian prediction problem in growth-curve models with correlated errors when the underlying model is hierarchical. We assume there to be data on several individuals randomly drawn from the same population. For each individual, several responses are available that arise from a lincar model with autocorrelated errors. The regression parameters for the individuals are modeled to arise from a multivariate normal distribution. We investigate two prediction problems, (a) where another individual is randomly drawn from the same population and we want to predict several responses for this individual, and (b) where we want to predict additional responses for one of the individuals in our sample. A detailed numerical example is given; calibration is discussed in the context of this example.
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Menzefricke, U. Bayesian prediction in growth-curve models with correlated errors. Test 8, 75–93 (1999). https://doi.org/10.1007/BF02595863
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DOI: https://doi.org/10.1007/BF02595863
Key Words
- Autoregressive model
- calibration
- correlated errors
- Gibbs sampling
- growth curves
- hicrarchical model
- inverse prediction
- panel data
- prediction