Multivariate linear regression is a natural extension of multiple linear regression in that both techniques try to interpret possible linear relationships between certain input and output variables. Multiple regression is concerned with studying to what extent the behavior of a single output variable Y is influenced by a set of r input variables X = (X 1, …, X r)τ.
KeywordsMultivariate Regression Ridge Regression Canonical Variate Analysis True Rank Residual Covariance Matrix
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