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Mathematics Commons

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Applied Statistics

2006

Canonical correlation

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Allometric Extension For Multivariate Regression Models, Thaddeus Tarpey, Christopher T. Ivey Oct 2006

Allometric Extension For Multivariate Regression Models, Thaddeus Tarpey, Christopher T. Ivey

Mathematics and Statistics Faculty Publications

In multivariate regression, interest lies on how the response vector depends on a set of covariates. A multivariate regression model is proposed where the covariates explain variation in the response only in the direction of the first principal component axis. This model is not only parsimonious, but it provides an easy interpretation in allometric growth studies where the first principal component of the log-transformed data corresponds to constants of allometric growth. The proposed model naturally generalizes the two–group allometric extension model to the situation where groups differ according to a set of covariates. A bootstrap test for the model is …