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[Introduction of reduced rank regression and development of a user-written Stata package].

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Reduced rank regression is an extended multivariate linear regression model with the function of dimension reduction. It has been more and more widely used in nutritional epidemiology research to understand… Click to show full abstract

Reduced rank regression is an extended multivariate linear regression model with the function of dimension reduction. It has been more and more widely used in nutritional epidemiology research to understand people's dietary patterns in recent years. However, there has been no existing Stata package or command to implement reduced rank regression independently. Therefore, we developed a new user-written package named "rrr" for its implementation in Stata. This paper summarizes the methodology of reduced rank regression, the development and functions of the Stata rrr package and its application in the China Kadoorie Biobank dataset, with the aim of facilitating the future wide use of this statistical method in epidemiology and public health research.

Keywords: rank regression; regression; reduced rank; stata package; epidemiology

Journal Title: Zhonghua liu xing bing xue za zhi = Zhonghua liuxingbingxue zazhi
Year Published: 2022

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