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

The proposed method decomposes the multivariate regression problem into a series of penalized conditional log-likelihood of each response conditional on the covariates and other responses. It allows ...

A multivariate subset (or 'partially') reduced-rank regression model is considered as an extension of the usual multivariate reduced-rank model. In the model, the reduced-rank coefficient structure is ...

Multivariate adaptive regression splines (MARS) have useful features to effectively reduce the number of terms in a model.