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The envelope model was first introduced as a parsimonious version of multivariate linear regression. It uses dimension reduction techniques to remove immaterial variation in the data and has the potential to gain efficiency in estimation and improve prediction. Many advances have taken place since its introduction, and the envelope model has been applied to many contexts in multivariate analysis, including partial least squares, generalised linear models, Bayesian analysis, variable selection and quantile regression, among others. This article serves as a review of the envelope model and its developments for those who are new to the area.

Motivated by searching for associations between genetic variants and brain imaging phenotypes, the aim of this article is to develop a groupwise envelope model for multivariate linear regression in order to establish the association between both multivariate responses and covariates. The groupwise envelope model allows for both distinct regression coefficients and distinct error structures for different groups. Statistically, the proposed envelope model can dramatically improve efficiency of tests and of estimation. Theoretical properties of the proposed model are established. Numerical experiments as well as the analysis of an imaging genetic data set obtained from the Alzheimer's Disease Neuroimaging Initiative (ADNI) study show the effectiveness of the model in efficient estimation. Data used in preparation of this article were obtained from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database.

Magnetic resonance imaging (MRI) is a technique that scans the anatomical structure of the brain, whereas functional magnetic resonance imaging (fMRI) uses the same basic principles of atomic physics as MRI scans but image metabolic function. A major goal of MRI and fMRI study is to precisely delineate various types of tissues, anatomical structure, pathologies, and detect the brain regions that react to outer stimuli (e.g., viewing an image). As a key feature of these MRI‐based neuroimaging data, voxels (cubic pixels of the brain volume) are highly correlated. However, the associations between voxels are often overlooked in the statistical analysis. We adapt a recently proposed dimension reduction method called the envelope method to analyze neuoimaging data taking into account correlation among voxels. We refer to the modified procedure the envelope chain procedure. Because the envelope chain procedure has not been employed before, we demonstrate in simulations the empirical performance of estimator, and examine its sensitivity when our assumptions are violated. We use the estimator to analyze the MRI data from ADHD‐200 study. Data analyses demonstrate that leveraging the correlations among voxels can significantly increase the efficiency of the regression analysis, thus achieving higher detection power with small sample sizes.