Reduced-rank vector generalized linear models

DOI10.1191/1471082X03st045oazbMath1195.62123MaRDI QIDQ3427642

Thomas W. Yee, Trevor Hastie

Publication date: 20 March 2007

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1191/1471082x03st045oa

zbMATH Keywords

iteratively reweighted least squares; reduced rank regression; stereotype model; categorical data analysis; multinomial logit model; linear predictors; vector generalized linear models

Mathematics Subject Classification ID

62H99: Multivariate analysis

62-04: Software, source code, etc. for problems pertaining to statistics

62J12: Generalized linear models (logistic models)

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Uses Software

• GLIM

Cites Work

• Unnamed Item
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• Biplots in Reduced‐Rank Regression
• A new look at the statistical model identification