Reference Priors for the Growth Curve Model with General Covariance Structures

Reference analysis was first introduced by Bernardo (1979) and further developed by Berger 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.