In this paper we discuss the likelihood-based local influence in a growth curve model with Rao's simple covariance structure. Under an abstract perturbation, the Hessian matrix is provided in which the eigenvector corresponding to the maximum absolute eigenvalue is used to assess the influence...

For the growth curve model with an unstructured covariance matrix, the posterior distributions of the dispersion matrix is derived under a non-informative prior distribution. The results are especially useful for Bayesian inference as well as Bayesian diagnostics of the model.

In this paper, the Bayesian local influence approach is employed to diagnose the adequacy of the growth curve model with Rao's simple covariance structure, based on the Kullback-Leibler divergence. The Bayesian Hessian matrices of the model are investigated in detail under an abstract...