determining optimal rank in reduced rank regression model by the likelihood ratio test
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نویسنده
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madhi saad abed
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منبع
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international journal of nonlinear analysis and applications - 2022 - دوره : 13 - شماره : 2 - صفحه:3173 -3181
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چکیده
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This paper presents a method for determining the actual rank of the coefficients matrix in the reduced rank multi-variate regression model. the method is constructed using the singular value decomposition and the likelihood ratio test(lrt). some illustrative examples are given to verify this method.
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کلیدواژه
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multivariate reduced rank regression ,singular value decomposition ,more-penrose inverse ,maximum likelihood estimation
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آدرس
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hilla university college, department of medical instrumentation technologies engineering, iraq
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پست الکترونیکی
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zaidmadhi@yahoo.com
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