In this paper the problem of constructing a generalized error of forecast for a set of dependent variables in a multi variate regression model (which may be the set of reduced-form equations of an ...

The proposed models represent nonparametric regression extensions to existing factor analytic models for a multivariate response recorded at a single timepoint, and are easily generalized to ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

Instead, we develop a multivariate model for ordinal trait analysis and implement an EM algorithm for parameter estimation.

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