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

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.