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Overview of Recent Results in Growth-curve-type Multivariate Linear Models

Ivan Žežula, Daniel Klein (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

The Extended Growth Curve Model (ECGM) is a multivariate linear model connecting different multivariate regression models in sample subgroups through common variance matrix. It has the form: Y = i = 1 k X i B i Z i ' + e , vec ( e ) N n × p 0 , Σ I n . Here, matrices X i contain subgroup division indicators, and Z i corresponding regressors. If k = 1 , we speak about (ordinary) Growth Curve Model. The model has already its age (it dates back to 1964), but it has many important applications. That is why it is still intensively studied. Many articles investigating...

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