Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic!

A method called FICYREG of estimating regression coefficients is introduced. This is a generalization to the multivariate regression problem of the James-Stein estimator. When suitably represented ...

A multivariate subset (or 'partially') reduced-rank regression model is considered as an extension of the usual multivariate reduced-rank model. In the model, the reduced-rank coefficient structure is ...