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Topic: Multivariate multiple linear regression?
Replies: 4   Last Post: Jul 30, 2013 7:53 AM

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dpb

Posts: 8,112
Registered: 6/7/07
Re: Multivariate multiple linear regression?
Posted: Jul 29, 2013 10:24 AM
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On 7/29/2013 9:00 AM, Aino wrote:
> Hi,
>
> how can i do multivariate multiple linear regression with Matlab? I have
> four dependent (four Ys) and four independent (four Xs) variables. I
> believe that regress can do multiple regression (several Xs, one Y), and
> mvregress can do multivariate regression (several Ys, one X), but these
> doesn't help me much.


My reading of

doc mvgress

leads me to believe your second categorization (mult-Y, 1-X) is in
error. Read it again more carefully. I've not used it, but surely
looks to me like it'll handle it if you set the X/Y up correctly.

Failing that, you can always write the design matrix explicitly and use
backslash to solve the OLS equations assuming your design is
non-singular and of sufficient rank.

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