Multivariate Regression

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!

Answer 1

[the cyclist]

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

Answer 2

[Léon]

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.