
Re: Multivariate multiple linear regression?
Posted:
Jul 30, 2013 7:53 AM


dpb <none@non.net> wrote in message <kt6iil$dum$1@speranza.aioe.org>... > On 7/29/2013 10:10 AM, Aino wrote: > ... > > > Thank you for your quick reply! I read the instruction more carefully > > and you seem to be right, mvregress can do multivariate multiple > > regression. However, I still need to figure out how to construct the > > "design matrix". > > Well, only you know what you want as the model... > > 
I think I thought that the design matrix was something mystical because of the eyematrix that is part of the design matrix in the mvregress example. I found a function that creates a design matrix from a predictor matrix, x2fx. If 'interaction' is the right model for my case, then does this look right:
x=...;%prediction matrix, n x p Y=...;%responces matrix, n x d x=x2fx(x,'interaction'); [Yrow,Ycol]=size(Y); X=cell(Yrow,1); for j=1:Yrow X{j}=[repmat(x(j,:),Ycol,1)]; end [beta]=mvregress(X,Y);
Aino

