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How to find the multiple linear regression coefficients for this case?
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I have three matrices each of 3420 rows and 28 columns, namely, y, x1, and x2. I want to build a multiple linear regression such that:
I wanted to know the multiple linear regression coefficients and each of them will be arrays of 3420 rows and 1 column. How to do it?
I tried the following code:
y=rand([3420,28]);
x1=rand([3420,28]);
x2=rand([3420,28]);
n = 3420;
b = zeros(n,4);
X=zeros(n,4);
for i=1:n
X(i,4)=[ones([28,1]) x1(i,:)' x2(i,:)' (x1(i,:).*x2(i,:))'];
b(i,4)=(regress(y(i,:)',X(i,4)))';
end
Kindly help me with the same.
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