dpb <email@example.com> wrote in message <firstname.lastname@example.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".