Bayesian analysis of reduced rank regression

DOI10.1007/BF02562687MaRDI QIDQ1919726zbMATH OpenFDO

Authors Hanspeter Schmidli

Publication date 17 November 1996

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02562687

zbMATH Keywords

factor analysis modelGibbs samplinginformative conjugate priorsMarkov chain Monte Carlomultivariate predictionmultivariate regression modelparametrizationQSARquantitative structure-activity relationshipsrank restrictionsreduced rank regression model

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Reduced rank regression. With applications to quantitative structure-activity relationships
• Reduced rank regression models with latent variables in Bayesian functional data analysis
• Bayesian assessment of dimensionality in reduced rank regression
• Bayesian reduced rank regression in econometrics
• Bayesian sparse reduced rank multivariate regression

Cites work

• A Reduced Rank Regression Model for Local Variation in Solar Radiation
• A Reduced-Rank Multivariate Regression Approach to Aquatic Joint Toxicity Experiments
• Bayesian reduced rank regression in econometrics
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable
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• Inference from iterative simulation using multiple sequences
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Nested Reduced-Rank Autogressive Models for Multiple Time Series
• Nonparametric Confidence and Tolerance Regions in Canonical Variate Analysis
• OMEGA (online multivariate exploratory graphical analysis): Routine searching for structure
• Reduced rank models for multiple time series
• Reduced Rank Models with Two Sets of Regressors
• Reduced-rank regression for the multivariate linear model
• Redundancy analysis: an alternative for canonical correlation analysis
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(10)

• Bayesian reduced rank regression in econometrics
• Rank estimation in reduced-rank regression
• Asymptotic distribution of the reduced rank regression estimator under general conditions
• Reduced rank regression. With applications to quantitative structure-activity relationships
• Bayesian sparse reduced rank multivariate regression
• Corrigendum to ``Bayesian reduced rank regression in econometrics
• Stochastic complexities of reduced rank regression in Bayesian estimation
• Reduced rank regression models with latent variables in Bayesian functional data analysis
• Bayesian assessment of dimensionality in reduced rank regression
• Bayes and empirical Bayes methods for reduced rank regression models in matched case-control studies

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