Date: Jul 29, 2013 11:10 AM
Author: Tikkuhirvi Tietavainen
Subject: Re: Multivariate multiple linear regression?

dpb <none@non.net> wrote in message <kt5tvc$f6k$1@speranza.aioe.org>...
> 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.
>
> --
>


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".

-Aino