Factor regression model: Difference between revisions

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The '''factor regression model''',<ref>{{cite journal|last=Carvalho|first=Carlos M.|title=High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics|journal=Journal of the American Statistical Association|date=1 December 2008|volume=103|issue=484|pages=1438–1456|doi=10.1198/016214508000000869|pmc=3017385}}</ref> or hybrid factor model,<ref name="meng2011">{{cite journal|last=Meng |first=J. |title=Uncover cooperative gene regulations by microRNAs and transcription factors in glioblastoma using a nonnegative hybrid factor model |journal=International Conference on Acoustics, Speech and Signal Processing |year=2011 |url=http://www.cmsworldwide.com/ICASSP2011/Papers/ViewPapers.asp?PaperNum=4439 |deadurl=yes |archiveurl=https://web.archive.org/web/20111123144133/http://www.cmsworldwide.com/ICASSP2011/Papers/ViewPapers.asp?PaperNum=4439 |archivedate=2011-11-23 |df= }}</ref> is a special [[Multivariate normal distribution|multivariate]] model with the following form.

:<math> \mathbf{y}_n= \mathbf{A}\mathbf{x}_n+ \mathbf{B}\mathbf{z}_n +\mathbf{c}+\mathbf{e}_n </math>

where,