Reduced rank regression. With applications to quantitative structure-activity relationships

zbMath0857.62065MaRDI QIDQ1901120

Heinz Schmidli

Publication date: 1 November 1995

Published in: Contributions to Statistics (Search for Journal in Brave)

zbMATH Keywords

Bayesian analysisposterior distributionmaximum likelihood estimatorsGibbs samplingvariable selectionmultivariate regressionparametrizationspredictive distributionerror covariance matrixrank selectionchemical structurebiological activityactivity relationshipsprediction criteriaquantitative structurereduced rank regression models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (6)

Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality ⋮ Dimensionality reduction approach to multivariate prediction ⋮ Generation of prediction optimal projection on latent factors by a stochastic search algorithm ⋮ Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example ⋮ Moment-based dimension reduction for multivariate response regression ⋮ Canonical correlation analysis and reduced rank regression in autoregressive models

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