Three-way data arise in different application domains when multiple responses are measured at different time points or locations. A new regression model for analyzing three-way data is proposed. By assuming the matrix normal distribution for the error term, we will show that the proposed model represents the natural generalization of multiple and multivariate regression analysis. Inferential properties of the model estimators are derived. The model fit is illustrated on a real application.

On matrix-variate regression analysis / C. Viroli. - In: JOURNAL OF MULTIVARIATE ANALYSIS. - ISSN 0047-259X. - STAMPA. - 111:(2012), pp. 296-309. [10.1016/j.jmva.2012.04.005]

On matrix-variate regression analysis

VIROLI, CINZIA
2012

Abstract

Three-way data arise in different application domains when multiple responses are measured at different time points or locations. A new regression model for analyzing three-way data is proposed. By assuming the matrix normal distribution for the error term, we will show that the proposed model represents the natural generalization of multiple and multivariate regression analysis. Inferential properties of the model estimators are derived. The model fit is illustrated on a real application.
2012
On matrix-variate regression analysis / C. Viroli. - In: JOURNAL OF MULTIVARIATE ANALYSIS. - ISSN 0047-259X. - STAMPA. - 111:(2012), pp. 296-309. [10.1016/j.jmva.2012.04.005]
C. Viroli
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/121230
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