The growth curve model in statistics is a specific multivariate linear model, also known as GMANOVA (Generalized Multivariate Analysis-Of-Variance). It generalizes MANOVA by allowing post-matrices, as seen in the definition.
Definition Growth curve model: Let X be a p×n random matrix corresponding to the observations, A a p×q within design matrix with q ≤ p, B a q×k parameter matrix, C a k×n between individual design matrix with rank(C) + p ≤ n and let Σ be a positive-definite p×p matrix. Then
X = A B C + Σ 1 / 2 E {\displaystyle X=ABC+\Sigma ^{1/2}E}
defines the growth curve model, where A and C are known, B and Σ are unknown, and E is a random matrix distributed as Np,n(0,Ip,n). This differs from standard MANOVA by the addition of C, a "postmatrix".
History Many writers have considered the growth curve analysis, among them Wishart (1938), Box (1950) and Rao (1958). Potthoff and Roy in 1964; were the first in analyzing longitudinal data applying GMANOVA models.
Applications GMANOVA is frequently used for the analysis of surveys, clinical trials, and agricultural data, as well as more recently in the context of Radar adaptive detection.
Other uses In mathematical statistics, growth curves such as those used in biology are often modeled as being continuous stochastic processes, e.g. as being sample paths that almost surely solve stochastic differential equations. Growth curves have been also applied in forecasting market development. When variables are measured with error, a Latent growth modeling SEM can be used.
Footnotes
References Davidian, Marie; David M. Giltinan (1995). Nonlinear Models for Repeated Measurement Data. Chapman & Hall/CRC Monographs on Statistics & Applied Probability. ISBN 978-0-412-98341-2. Kshirsagar, Anant M.; Smith, William Boyce (1995). Growth curves. Statistics: Textbooks and Monographs. Vol. 145. New York: Marcel Dekker, Inc. ISBN 0-8247-9341-2. Pan, Jianxin; Fang, Kaitai (2007). Growth curve models and statistical diagnostics. Mathematical Monograph Series. Vol. 8. Beijing: Science Press. ISBN 9780387950532. Timm, Neil H. (2002). ""The general MANOVA model (GMANOVA)" (Chapter 3.6.d)". Applied multivariate analysis. Springer Texts in Statistics. New York: Springer-Verlag. ISBN 0-387-95347-7. Vonesh, Edward F.; Chinchilli, Vernon G. (1997). Linear and Nonlinear Models for the Analysis of Repeated Measurements. London: Chapman and Hall.{{cite book}}: CS1 maint: publisher location (link)
