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

Though the inclusion of multiplicative terms in multiple regression equations is often prescribed as a method for assessing interaction in multivariate relationships, the technique has been criticized ...

Envelope models represent a significant advancement in multivariate regression analysis, offering an efficient dimension reduction tool that enhances both estimation precision and predictive ...

We consider the multivariate response regression problem with a regression coefficient matrix of low, unknown rank. In this setting, we analyze a new criterion for selecting the optimal reduced rank.