I would like to perform a simple econometric regression using Matlab, but I have been struggling to do it for a few days now. Quite simply, I have a set of data for both X and Y. I would like to perform a regression of the following form: Y= BetaZero + Beta*X + ErrorTerm. Could anyone please tell me what is the right function to do so? I've been trying to accomplish that by using regress(), but I realised that it does not return the value of the constant term (aka Beta zero or alpha). Thank you very much for your help.
Use regstats then with the same inputs:
You have the right function. Just try it with three return variables.
[B,BINT,R] = REGRESS(Y,X) returns a vector R of residuals.
Read the full text of help regress