Accession Number:

ADA170025

Title:

On Reduction of Dimensionality under Multivariate Regression and Canonical Correlation Models.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

Report Date:

1986-04-01

Pagination or Media Count:

53.0

Abstract:

In this paper, the author gives a review of the literature on various techniques for determination of the ranks of regression matrix and canonical correlation matrix. Also, methods of selection of important original variables under multivariate regression and canonical correlation models are reviewed. The methods reviewed involve not only tests of hypotheses but also model selection methods based upon information theoretic criteria. Keywords Contingency tables correlated multivariate regression equations model discriminant analysis econometrics likelihood ratio test linear and structural relations pattern recognition random effects model. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE