2 papers
stat.ME2025
Regularized Reduced Rank Regression for mixed predictor and response variables
Lorenza Cotugno, Mark de Rooij, Roberta Siciliano
In this paper, we introduce the Generalized Mixed Regularized Reduced Rank Regression model (GMR4), an extension of the GMR3 model designed to improve performance in high-dimension…
stat.ME2025
Reduced Rank Regression for Mixed Predictor and Response Variables
Mark de Rooij, Lorenza Cotugno, Roberta Siciliano
In this paper, we propose the generalized mixed reduced rank regression method, GMR for short. GMR is a regression method for a mix of numeric, binary, and ordinal response…