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[S] multivariate regression models

daemon@ATHENA.MIT.EDU (In-Sun Nam)
Sat Sep 11 04:38:16 1999

Date: Sat, 11 Sep 1999 18:32:54 +1000
From: In-Sun Nam <i.nam@fsc.qut.edu.au>
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Dear all,

Would anyone suggest general multivariate models for two or more
strongly correlated (paired) dependent variables,

    - when they may have different probability distribution (not
necessarily though),

    - the nature of the correlation may be more complex (than a linear
correlation), and

    - they may have a common set of explanatory variables, while each
response variable may have its own independent covariates (not
necessarily though).

Additionally, if the two responses are not paired initially, but there
is/are a common covariate or two, is it a common practice to match the
responses according to  those common covariates?

Or does anyone can comment on the curds and whey method (Breiman and
Friedman), related to the above issues?

I will greatly appreciate any directly relevant comments, suggestions,
even some references.

Sincerely,
In-Sun




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