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 ...

Ander Wilson, Corwin M. Zigler, Chirag J. Patel, Francesca Dominici, Model-Averaged Confounder Adjustment for Estimating Multivariate Exposure Effects with Linear Regression, Biometrics, Vol. 74, No.

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

The multivariate model is a popular statistical tool that uses multiple variables to forecast possible investment outcomes.

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