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How to create multiple linear regression ? NEED HELP

3 次查看(过去 30 天)
Hi,
I would like to regress Q with 3 response functions X,Y and Z (like this Q=a+bX+cY+dZ) (Where Q, X, Y and Z are matrice [129x1])
Does anyone know what is the function that can I use for that?

回答(1 个)

the cyclist
the cyclist 2015-2-8
If you have the Statistics Toolbox, you can do this with the mvregress function.
  2 个评论
Mr LE
Mr LE 2015-2-8
编辑:the cyclist 2015-2-8
Thanks for your answer!
It works, I have the estimated coefficients of X, Y and Z but I don't have "a" in my regression
This is my code:
X=[g(1).b g(1).c g(1).d g(1).e]
for i=1:10
[h(i).mdl]=mvregress(g(i).DiffReturn,X,'algorithm','ecm');
end
the cyclist
the cyclist 2015-2-8
I believe you need to add a constant vectors of ones to your predictor matrix, to estimate the constant term:
X = [ones(129,1) g(1).b g(1).c g(1).d g(1).e]

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