Date: Jul 30, 2013 7:53 AM
Author: Tikkuhirvi Tietavainen
Subject: Re: Multivariate multiple linear regression?
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 eye-matrix 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