I've the following model:
1) E(y[i,t]) = Beta0[t] + Beta1[t]*X[i,t] + Beta2[t]*X[i,t] i=1,...,N
t=1,...,T
X is a matrix with two variables indipendents
2) V(y[1,t]) = Var[t]*X[i,t] i=1,...,N t=1,...,T
3) Cov(y[1,t],y[1,t']) = 0 if i<>j
Cov(y[1,t],y[1,t']) = Ro*( (X[i,t]*X[i,t'])^1/2 )*Var[t]*Var[t']
if i=j and t<>t'
The only parameter which is constant along the time is Ro (correlation
between osservation along the time).
How can I compile this model in WinBugs?
Any help or suggestions would be greatly appreciated.
Sandro
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