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Biplots in Reduced - Rank Regression
2 SUMMARY Regression problems with a number of related response variables are typically analyzed by separate multiple regressions. This paper shows how these regressions can be visualized jointly in a biplot based on reduced-rank regression. Reduced-rank regression combines multiple regression and principal components analysis and can therefore be carried out with standard statistical packages....
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where A is an unknown p× n matrix of coefficients and E is an unobserved m× n random noise matrix with independent mean zero and variance σ. We want to find an estimate  such that ||Y −XÂ|| is small. If we use standard least square estimation directly to estimate A in (1.1) without adding any constraints, then it is just the same as regressing each response on the predictors separately. In thi...
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ژورنال
عنوان ژورنال: Biometrical Journal
سال: 1994
ISSN: 0323-3847,1521-4036
DOI: 10.1002/bimj.4710360812