相关论文: Explanation of multicollinearity using the decompo…

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

In this review article we consider linear regression analysis from a geometric perspective, looking at standard methods and outputs in terms of the lengths of the relevant vectors and the angles between these vectors. We show that standard…

The problem known as multicolinearity has long been recognized to fundamentally and negatively influence multiple regression. This paper does not intend to either propose a numerical assessment of the degree to which this problem exists…

We study a model where one target variable Y is correlated with a vector X:=(X_1,...,X_d) of predictor variables being potential causes of Y. We describe a method that infers to what extent the statistical dependences between X and Y are…

Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is…

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

Considered two linear regression models of a given response variable with some predictor set and its subset. It is shown that there is a linear relationship between coefficients of these models. Some corollaries of the proved theorem is…

This paper characterizes the values of partial regression coefficients, defined as projection coefficients onto the space spanned by explanatory variables, for random variables generated by linear structural equation models using graphical…

Cumulant mapping employs a statistical reconstruction of the whole by sampling its parts. The theory developed in this work formalises and extends ad hoc methods of `multi-fold' or `multi-dimensional' covariance mapping. Explicit formulae…

Decoupling multivariate polynomials is useful for obtaining an insight into the workings of a nonlinear mapping, performing parameter reduction, or approximating nonlinear functions. Several different tensor-based approaches have been…

Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…

We consider the problem of variable selection in Bayesian multivariate linear regression models, involving multiple response and predictor variables, under multivariate normal errors. In the absence of a known covariance structure,…

This paper introduces a novel decomposition framework to explain heterogeneity in causal effects observed across different studies, considering both observational and randomized settings. We present a formal decomposition of between-study…

Multicollinearity produces an inflation in the variance of the Ordinary Least Squares estimators due to the correlation between two or more independent variables (including the constant term). A widely applied solution is to estimate with…

In this paper, we propose to decompose the canonical parameter of a multinomial model into a set of participant scores and category scores. External information about the participants or the categories can be used to restrict these scores.…

Multivariate functions emerge naturally in a wide variety of data-driven models. Popular choices are expressions in the form of basis expansions or neural networks. While highly effective, the resulting functions tend to be hard to…

An appeal for symmetry is made to build established notions of specific representation and specific nonlinearity of measurement (often called model error) into a canonical linear regression model. Additive components are derived from the…

In the era of proliferation of large language and image generation models, the phenomenon of "model collapse" refers to the situation whereby as a model is trained recursively on data generated from previous generations of itself over time,…

The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with…