When multiple variables are associated with a response, the interpretation of a prediction equation is seldom simple.

First, multiple linear regression models are considered and the design matrices are allowed to be different. Second, the predictor variables are either unconstrained or constrained to finite intervals ...

Yanming Li, Bin Nan, Ji Zhu, Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure, Biometrics, Vol. 71, No. 2 (JUNE 2015), pp. 354-363 ...