What Is the Correlation Coefficient? The correlation coefficient is a metric that measures the strength and direction of a relationship between two securities or variables, such as a stock and a ...

Let $X_{n}=(x_{ij})$ be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let $R_{n}=(\rho ...

The LSMEANS statement computes least-squares means (LS-means) of fixed effects. As in the GLM procedure, LS-means are predicted population margins-that is, they estimate the marginal means over a ...

Multivariate regression model is a natural generalization of the classical univariate regression model for fitting multiple responses. In this paper, we propose a high-dimensional multivariate ...