# Mixed‐type multivariate response regression with covariance estimation

@article{Ekvall2022MixedtypeMR, title={Mixed‐type multivariate response regression with covariance estimation}, author={Karl Oskar Ekvall and Aaron J. Molstad}, journal={Statistics in Medicine}, year={2022}, volume={41}, pages={2768 - 2785} }

We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the observable mixed‐type response vector is connected to a latent multivariate normal response linear regression through a link function. We explore the properties of this model and show its parameters are identifiable under reasonable conditions. We impose no…

## One Citation

On the proof of posterior contraction for sparse generalized linear models with multivariate responses

- Computer Science
- 2022

This paper provides a corrected proof of Theorems 3 and 4 of Bai and Ghosh (2018) and extends the MBSP model to multivariate generalized linear models (GLMs) and quantifies the posterior contraction rate at which the posterior shrinks around the true regression coefficients.

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