Partially reduced-rank multivariate regression models

MaRDI QIDQ3427563zbMATH OpenFDO

Authors Gregory C. Reinsel, Raja P. Velu

Publication date 20 March 2007

zbMATH Keywords

canonical correlationscovariance adjustmentlikelihood ratio testmaximum likelihood estimatorpartially reduced-rank regressionpartitioned coefficient matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cited in

(25)

• On multivariate linear regression shrinkage and reduced-rank procedures
• Fitting longitudinal reduced-rank regression models by alternating least squares
• Multivariate reduced-rank regression
• Rank estimation in reduced-rank regression
• Reduced-rank vector generalized linear models with two linear predictors
• On estimation in some reduced rank extended growth curve models
• Reduced-rank growth curve models
• Reduced rank regression. With applications to quantitative structure-activity relationships
• Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
• Decomposition of multivariate statistical models
• Reduced rank regression for blocks of simultaneous equations
• Efficient estimation of reduced-rank partial envelope model in multivariate linear regression
• Reduced-rank vector generalized linear models
• A Model-Free Test for Reduced Rank in Multivariate Regression
• Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
• Reduced-Rank Models for Nutrition Knowledge Assessment
• Reduced Rank Models with Two Sets of Regressors
• On the reduced-rank model with leading index
• Multiple Quantile Modelling via Reduced Rank Regression
• Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units
• Model free multivariate reduced-rank regression with categorical predictors
• Bayesian Partial Reduced-Rank Regression
• Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients
• Canonical correlation analysis for the vector AR(1) model with ARCH innovations
• Regularized partial and/or constrained redundancy analysis

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