6533b7dafe1ef96bd126f52c
RESEARCH PRODUCT
Derived variables calculated from similar joint responses: some characteristics and examples
David CoxNanny Wermuthsubject
Statistics and ProbabilityApplied MathematicsDesign matrixComputational MathematicsComputational Theory and MathematicsConditional independenceLinear predictor functionLinear algebraCalculusApplied mathematicsMarginal distributionCanonical correlationLinear combinationIndependence (probability theory)Mathematicsdescription
Abstract A technique (Cox and Wermuth, 1992) is reviewed for finding linear combinations of a set of response variables having special relations of linear conditional independence with a set of explanatory variables. A theorem in linear algebra is used both to examine conditions in which the derived variables take a specially simple form and lead to reduced computations. Examples are discussed of medical and psychological investigations in which the method has aided interpretation.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1995-02-01 | Computational Statistics & Data Analysis |