• Corpus ID: 170079209

Essential regression

  title={Essential regression},
  author={Xin Bing and Florentina Bunea and Marten H. Wegkamp and Seth Strimas-Mackey},
Essential Regression is a new type of latent factor regression model, where unobserved factors Z ∈ R influence linearly both the response Y ∈ R and the covariates X ∈ R with K p. Its novelty consists in the conditions that give Z interpretable meaning and render the regression coefficients β ∈ R relating Y to Z – along with other important parameters of the model – identifiable. It provides tools for high dimensional regression modelling that are especially powerful when the relationship… 

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