Inference based on the partial envelope model is variational or non-equivariant under rescaling of the responses, and tends to restrict its use to responses measured in identical or analogous units.

Ander Wilson, Corwin M. Zigler, Chirag J. Patel, Francesca Dominici, Model-Averaged Confounder Adjustment for Estimating Multivariate Exposure Effects with Linear Regression, Biometrics, Vol. 74, No.

Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic!