Heterogeneity Exploration for Multi-Response Regression

• Published in: Communications in mathematics and statistics Vol. 13; no. 4; pp. 845 - 861
• Main Authors: Wu, Jie, Gao, Wenjie, Dong, Ruipeng, Zheng, Zemin
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2025; Springer Nature B.V
• Subjects: Heterogeneity; Mathematics; Mathematics and Statistics; Regression models; Statistics; Subgroups; Subgroup analysis; 62H30; Oracle property; Multi-response; 62H12; Penalized least squares

Understanding treatment heterogeneity plays a key role in many contemporary applications arising from different areas. Although there is a growing literature on subgroup analysis based on the heterogeneous univariate regression model, little work has been done for the heterogeneous multi-response re...