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Multivariate Regression

Linear regression with a multivariate response variable

Functions

mvregress Multivariate linear regression
mvregresslike Negative log-likelihood for multivariate regression
polytool Interactive polynomial fitting
polyconf Polynomial confidence intervals

Examples and How To

Set Up Multivariate Regression Problems

To fit a multivariate linear regression model using mvregress, you must set up your response matrix and design matrices in a particular way.

Multivariate General Linear Model

This example shows how to set up a multivariate general linear model for estimation using mvregress.

Fixed Effects Panel Model with Concurrent Correlation

This example shows how to perform panel data analysis using mvregress.

Longitudinal Analysis

This example shows how to perform longitudinal analysis using mvregress.

Concepts

Multivariate Linear Regression

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.

Estimation of Multivariate Regression Models

When you fit multivariate linear regression models using mvregress, you can use the optional name-value pair 'algorithm','cwls' to choose least squares estimation.

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