Standard Article

Reduced-Rank Regression

Statistical and Numerical Computing

  1. Magne Aldrin

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.var024

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Aldrin, M. 2006. Reduced-Rank Regression. Encyclopedia of Environmetrics. 3.

Author Information

  1. Norwegian Computing Center, Norway

Publication History

  1. Published Online: 15 SEP 2006

Abstract

Reduced-rank regression is a multivariate linear regression method where several response variables are related to the same set of predictor or explanatory variables, and where the estimated matrix of regression coefficients is of reduced rank.