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Growth curve (statistics)

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Specific multivariate linear model
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This article'slead sectionmay be too short to adequatelysummarize the key points. Please consider expanding the lead toprovide an accessible overview of all important aspects of the article.(November 2018)
Table of height and weight for boys over time. The growth curve model (also known as GMANOVA) is used to analyze data such as this, where multiple observations are made on collections of individuals over time.

Thegrowth curve model instatistics is a specific multivariate linear model, also known as GMANOVA (Generalized Multivariate Analysis-Of-Variance).[1] It generalizesMANOVA by allowing post-matrices, as seen in the definition.

Definition

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Growth curve model:[2] LetX be ap×nrandom matrix corresponding to the observations,A ap×q withindesign matrix withq ≤ p,B aq×k parameter matrix,C ak×n between individual design matrix with rank(C) + p ≤ n and letΣ be apositive-definitep×p matrix. Then

X=ABC+Σ1/2E{\displaystyle X=ABC+\Sigma ^{1/2}E}

defines the growth curve model, whereA andC are known,B andΣ are unknown, andE is a random matrix distributed asNp,n(0,Ip,n).

This differs from standardMANOVA by the addition ofC, a "postmatrix".[3]

History

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Many writers have considered the growth curve analysis, among them Wishart (1938),[4] Box (1950)[5] and Rao (1958).[6] Potthoff and Roy in 1964;[3] were the first in analyzinglongitudinal data applying GMANOVA models.

Applications

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GMANOVA is frequently used for the analysis of surveys, clinical trials, and agricultural data,[7] as well as more recently in the context of Radar adaptive detection.[8][9]

Other uses

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Inmathematical statistics,growth curves such as those used in biology are often modeled as beingcontinuousstochastic processes, e.g. as beingsample paths thatalmost surely solvestochastic differential equations.[10] Growth curves have been also applied in forecasting market development.[11] When variables are measured with error, aLatent growth modeling SEM can be used.

Footnotes

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  1. ^Kim, Kevin; Timm, Neil (2007). ""Restricted MGLM and growth curve model" (Chapter 7)".Univariate and multivariate general linear models: Theory and applications withSAS (with 1 CD-ROM for Windows and UNIX). Statistics: Textbooks and Monographs (Second ed.). Boca Raton, Florida: Chapman & Hall/CRC.ISBN 978-1-58488-634-1.
  2. ^Kollo, Tõnu; von Rosen, Dietrich (2005). ""Multivariate linear models" (chapter 4), especially "The Growth curve model and extensions" (Chapter 4.1)".Advanced multivariate statistics with matrices. Mathematics and its applications. Vol. 579. Dordrecht: Springer.ISBN 978-1-4020-3418-3.
  3. ^abPotthoff, R.F.; Roy, S.N. (1964)."A generalized multivariate analysis of variance model useful especially for growth curve problems"(PDF).Biometrika.51:313–326.
  4. ^Wishart, John (1938). "Growth rate determinations in nutrition studies with the bacon pig, and their analysis".Biometrika.30 (1–2):16–28.doi:10.1093/biomet/30.1-2.16.
  5. ^Box, G.E.P. (1950)."Problems in the analysis of growth and wear curves".Biometrics.6 (4):362–89.doi:10.2307/3001781.JSTOR 3001781.PMID 14791573.
  6. ^Radhakrishna, Rao (1958)."Some statistical methods for comparison of growth curves".Biometrics.14 (1):1–17.doi:10.2307/2527726.JSTOR 2527726.
  7. ^Pan, Jian-Xin; Fang, Kai-Tai (2002).Growth curve models and statistical diagnostics. Springer Series in Statistics. New York: Springer-Verlag.ISBN 0-387-95053-2.
  8. ^Ciuonzo, D.; De Maio, A.; Orlando, D. (2016). "A Unifying Framework for Adaptive Radar Detection in Homogeneous plus Structured Interference-Part I: On the Maximal Invariant Statistic".IEEE Transactions on Signal Processing.PP (99):2894–2906.arXiv:1507.05263.Bibcode:2016ITSP...64.2894C.doi:10.1109/TSP.2016.2519003.S2CID 5473094.
  9. ^Ciuonzo, D.; De Maio, A.; Orlando, D. (2016). "A Unifying Framework for Adaptive Radar Detection in Homogeneous plus Structured Interference-Part II: Detectors Design".IEEE Transactions on Signal Processing.PP (99):2907–2919.arXiv:1507.05266.Bibcode:2016ITSP...64.2907C.doi:10.1109/TSP.2016.2519005.S2CID 12069007.
  10. ^Seber, G. A. F.; Wild, C. J. (1989). ""Growth models (Chapter 7)"".Nonlinear regression. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. New York: John Wiley & Sons, Inc. pp. 325–367.ISBN 0-471-61760-1.
  11. ^Meade, Nigel (1984). "The use of growth curves in forecasting market development—a review and appraisal".Journal of Forecasting.3 (4):429–451.doi:10.1002/for.3980030406.

References

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  • 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)
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