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9.1 Linear Regression 9.1.1 Review of the basics The lm function in R constructs—as its name implies—a linear model from data. Recall that a linear model is of the form Y = β0+β1X1+...+βnXn Y = β 0 + ...
Liliana Forzani, Zhihua Su, ENVELOPES FOR ELLIPTICAL MULTIVARIATE LINEAR REGRESSION, Statistica Sinica, Vol. 31, No. 1 (2021), pp. 301-332 ...
The envelope model allows efficient estimation in multivariate linear regression. In this paper, we propose the sparse envelope model, which is motivated by applications where some response variables ...
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