Multivariate Regression

2 vues (au cours des 30 derniers jours)
Pietje
Pietje le 6 Jan 2012
Hi all,
How can I perform a multivariate regression? My dependent variable Y has n rows and m columns. I have z independent variables, which have n rows, but columns size is variable. So I want to regress: Y(n*m)=X1(n*1)+X2(n*5)+...+Xp(n*p) Can anyone help?
Many Thanks!

Connectez-vous pour répondre à cette question.

Réponses (2)

the cyclist
the cyclist le 6 Jan 2012
If you have the Statistics Toolbox, you can do this with the mvregress() function.
Léon
Léon le 11 Jan 2012
Or you might use the following function that does not require the statistics toolbox to be installed
http://www.mathworks.de/matlabcentral/fileexchange/34394-fast-detailed-multivariate-ols-regression
I will add a STATA like output in the command window as well in the near future.

Catégories

En savoir plus sur Linear Regression dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by