Abstract #300469

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JSM 2002 Abstract #300469
Activity Number: 18
Type: Contributed
Date/Time: Sunday, August 11, 2002 : 2:00 PM to 3:50 PM
Sponsor: General Methodology
Abstract - #300469
Title: Estimation and Prediction of Generalized Growth Curve with Grouping Variances in AR(q) Dependence Structure
Author(s): Ying-Lin Hsu*+ and Jack Lee
Affiliation(s): National Chiao Tung University and National Chiao Tung University
Address: 1001 Ta Hsueh Road, Hsinchu, International, 30050, Taiwan
Keywords: Box-Cox transformation ; Heteroscedasticity ; Maximum likelihood estimates ; Predictions ; Simulations
Abstract:

In this paper we consider maximum likelihood analysis of generalized growth curve with Box-Cox transformation when the covariance matrix has AR(q) dependence structure with grouping variances. The covariance matrix under consideration is DCD, where C is the correlation matrix with stationary autoregression process of order q, and D is a diagonal matrix with p elements divided into g groups. We consider both parameter estimation and prediction of future values. Results are illustrated with real and simulated data.

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Revised March 2002