How to create multiple linear regression ? NEED HELP

Hi,

I would like to regress Q with 3 response functions X,Y and Z (like this Q=a+bX+cY+dZ) (Where Q, X, Y and Z are matrice [129x1])

Does anyone know what is the function that can I use for that?

Answer 1

[the cyclist]

If you have the Statistics Toolbox, you can do this with the mvregress function.

[Mr LE]

Thanks for your answer!

It works, I have the estimated coefficients of X, Y and Z but I don't have "a" in my regression

This is my code:

X=[g(1).b g(1).c g(1).d g(1).e]
for i=1:10
[h(i).mdl]=mvregress(g(i).DiffReturn,X,'algorithm','ecm');
end

[the cyclist]

I believe you need to add a constant vectors of ones to your predictor matrix, to estimate the constant term:

X = [ones(129,1) g(1).b g(1).c g(1).d g(1).e]