Reduced Rank Regression

Reduced rank regression is widely used in statistics to model multivariate data. In this monograph, theoretical and data analytical approaches are developed for the application of reduced rank regression in multivariate prediction problems. Both classical and Bayesian inference is discussed, as well as proposed procedures such as the ECM-algorithm and the Gibbs sampler. All methods are motivated and illustrated by examples taken from the area of quantitative structure-activity relationships (QSAR).