Author： Pan J-X.
Publisher： Springer Publishing Company
ISSN： 0020-3157
Source： Annals of the Institute of Statistical Mathematics, Vol.52, Iss.4, 2000-12, pp. : 737-752
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Abstract
From a Bayesian point of view, in this paper we discuss the influence of a subset of observations on the posterior distributions of parameters in a growth curve model with unstructured covariance. The measure used to assess the influence is based on a Bayesian entropy, namely Kullback-Leibler divergence (KLD). Several new properties of the Bayesian entropy are studied, and analytically closed forms of the KLD measurement both for the matrix-variate normal distribution and the Wishart distribution are established. In the growth curve model, the KLD measurements for all combinations of the parameters are also studied. For illustration, a practical data set is analyzed using the proposed approach, which shows that the diagnostics measurements are useful in practice.
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