To fit a multivariate linear regression model using
mvregress, you must set up your response matrix and design matrices in a particular way.
This example shows how to set up a multivariate
general linear model for estimation using
This example shows how to perform panel data
This example shows how to perform longitudinal
The multivariate linear regression model expresses a d-dimensional continuous response vector as a linear combination of predictor terms plus a vector of error terms with a multivariate normal distribution.
When you fit multivariate linear regression models using
you can use the optional name-value pair
'algorithm','cwls' to choose least squares estimation.