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 + ...

We incorporate a reduced-rank envelope in an elliptical multivariate linear regression to improve the efficiency of estimation. The reduced-rank envelope model takes advantage of both a reduced-rank ...

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 ...