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Method used in regress function?

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Rodolphe
Rodolphe on 14 Feb 2012
Edited: a on 12 Oct 2013
I was wondering which method is used in the regress() function. Its not stepwise as there is another dedicated function for that. So is it hierarchical? forced-entry?

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the cyclist
the cyclist on 14 Feb 2012
If you type "edit regress", you can see the references for the algorithms, including annotations of the particular equations being used. I am not an expert, but I believe it is "forced entry", because all explanatory variables are used, with no implied ordering.

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Rodolphe
Rodolphe on 14 Feb 2012
Thanks a lot, mr cyclist :)
I had a minor second issue you may be able to answer about the regress function if you dont mind.
The matrix structure of the response matrix (n-by-1) does not permit to do several multiple regression at once like its the case for other calculation like correlations.
Is there s simple way to do that without using loops or the mvregress function that gives me memory issue due to the obligatory creation of an eye matrix in the model?

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